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Superfund

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Superfund Investment from First Advisory

Superfund Investment from First Advisory

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  • 1. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS
  • 2. The Investment Universe Investment Universe Traditional Asset Classes Alternative Asset Classes Cash Hedge Funds Bonds Managed Futures Equities Private Equity Real Estate Credit Derivatives • Managed futures are an asset class in their own right separate from traditional investments such as stocks and bonds.
  • 3. Long Term Dow Jones Cycle
  • 4. Managed Futures vs Equities vs Commodities From Beginning of 1/1980 CISDM CTA Equal S&P 500 (Index) S&P Goldman Weighted Index Sachs Comm. To End of 1/2009 Index  Return   Total performance +6,009.13      +665.13      +41.38         Return p.a. +15.22     +7.24     +1.20       Risk   Maximum drawdown -15.40      -46.70      -61.03         Longest time off peak 20 months  81 months  282 months    Correlation 1.00      -0.10      -0.02      Source: Bloomberg
  • 5. Managed Futures – An Established Asset Class •The first Managed futures fund or CTA (Commodity Trading Advisor) was founded by Richard Donchian (“father of trend following”) in 1948. Donchian •Many CTAs have 30+ yrs of successful track record: Dunn, Campbell … •Over 800 CTAs and 1500 CPOs (Commodity Pool Operator) registered in the US alone. (CBOT) Dunn •Many leading endowment funds (Harvard, Stanford, Notre Dame) and state pension funds (Detroit, San Diego) have long been CTA investors. Campbell •All four pictured on this page are featured in the bestselling book Trend Following by Michael Covel. Baha
  • 6. Advantages of Managed Futures • Top performing long term investment • Over 100 futures markets to choose from (commodities & financials) • Managed Futures = most diversified + least correlated asset class • Crashes protection when your portfolio needs it the most • Profits in up or down markets • Strict risk management • Interest income on 100% of assets under management • No predictions, only reactions to real events • One of the best ways to get exposure to commodities
  • 7. Managed Futures during Up-Market Cycles *CASAM CISDM CTA Equal Weighted Index: An index of approximately 300 commodity trading advisers that voluntarily report their performance to CISDM. S&P 500 Total Return: A benchmark of U.S. common stock performance. It includes 500 of the largest stocks (by market value) listed in the U.S. It is considered to be the most important benchmark for market developments in the U.S. Time frame: 01/1980–12/2007
  • 8. Managed Futures during Down-Market Cycles *CASAM CISDM CTA Equal Weighted Index: An index of approximately 300 commodity trading advisers that voluntarily report their performance to CISDM. S&P 500 Total Return: A benchmark of U.S. common stock performance. It includes 500 of the largest stocks (by market value) listed in the U.S. It is considered to be the most important benchmark for market developments in the U.S. Time frame: 01/1980–12/2007
  • 9. Superfund Investment Companies Superfund is a leading Managed Futures provider worldwide FACTS • Established in 1996 • 430 employees in 18 countries • US$1.7 billion assets under management as of end of 2008 • 50,000 private and institutional investors • More than 40 international awards • More than 12 years successful track record PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS
  • 10. Regulatory Authorities EUROPE ASIA Austria Germany France Liechtenstein Japan Holland Financial Markets Financial Market Financial Market Financial Market Federal Financial Financial Services Agency Authority Authority Authority Authority Supervisory Authority Hong Kong Sweden Poland Switzerland Luxembourg Securities and Futures Supervisory Commission of Financial Supervisory Federal Banking Financial Market Commission the Financial Sector Authority Commission Authority AMERICA – USA Singapore Monetary Authority of Singapore Commodity Futures National Futures Financial Industry Securities and Trading Commission Association Regulatory Authority Exchange Commission
  • 11. Diversification Trading in over 100 markets worldwide, managed futures can truly diversify a portfolio. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS
  • 12. Trend Following Strategies Trend reversal Trend traps Trend trap Entrance Exit Exit Exit Exit Trend trap Trend trap Entrance Entrance Strong trend Profit Entrance Profit Trendless period Entrance Trend reversal Exit Strong Trend Trend reversal Source: Teletrader
  • 13. Fund Performance Since 1996: +780.38%, 18.35% p.a. Since 2000: +567.58%, 23.25% p.a. Since 2001: +744.40%, 31.67% p.a. Superfund GOLD A Since 10/05: +159.96%, 33.56% p.a. TRADITIONAL & GOLD Superfund GOLD B Since 10/05: +202.97%, 39.90% p.a. DYNAMIC & GOLD Above-average net-performance between 18.35% and 39.90% p.a.1 Up to 1/2009. Past performance is not indicative of future results. 1
  • 14. Superfund A vs Major Hedge Fund indices From:  Beginning of  3/1996  Superfund A CASAM CISDM Credit Suisse Equal Weighted Hedge Fund MF To:  End of  1/2009  Hedge Fund Index Index  Return   Total performance +783.64        +242.97        +176.74           Return p.a. +18.39        +10.00        +8.19         Risk   Maximum drawdown -19.93        -21.12        -14.23           Volatility p.a. 23.30        8.04        11.77           MAR Ratio +0.92        +0.47        +0.58          Correlation 1.00        0.06        0.76        Source: Bloomberg * Superfund Q-AG is a closed fund. Performance results are net of all fees. Past performance is not indicative of future performance.
  • 15. Superfund A & Superfund B vs MSCI Asia Pacific ex Japan From:  Beginning of  1/2000  Superfund A Superfund B MSCI ac Asia Pacific ex Japan To:  End of  1/2009   Return   Total performance +300.44        +567.58        -10.71           Return p.a. +16.49        +23.26        -1.24         Risk   Maximum drawdown -19.93        -28.22        -52.39           Volatility p.a. 24.76        36.01        17.74           MAR Ratio +0.83        +0.82        -0.02          Correlation 1.00        0.96        -0.15        Source: Bloomberg Note: Superfund Q-AG andSuperfund GCT USD are closed funds. Performance results are net of all fees. Past performance is not indicative of future performance. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS
  • 16. Traditional Portfolio WITHOUT Superfund A Strategy -40% +23% From Beginning of 3/2000 MSCI World JP Morgan DJ Wilshire Sum (Index) Government Global Real 33 %|33%|34% To End of 1/2009 Bond Global Estate Sec.  Return   Total performance -37.43        +84.93        +20.64        +23.34           Return p.a. -5.12        +2.12        +7.13        +2.38         Risk   Maximum drawdown -50.14        -8.08        -64.86        -40.09           Volatility p.a. 15.70        7.37        18.64        11.43           MAR Ratio -0.10        +0.03        +0.88        +0.06          Correlation 1.00        0.05        0.71        0.81        Source: Bloomberg PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS
  • 17. Traditional Portfolio WITH Superfund A Strategy -17% +91% From Beginning of 3/2000 Superfund A MSCI World JP Morgan DJ Wilshire Sum (Index) Government Global Real 25%|25%| To End of 1/2009 Bond Global Estate Sec. 25%|25%  Return   Total performance +297.72        -37.43        +84.93        +20.64        +91.47           Return p.a. +16.73        -5.12        +7.13        +2.12        +7.55         Risk   Maximum drawdown -19.93        -50.14        -8.08        -64.86        -17.17           Volatility p.a. 24.98        15.70        7.37        18.64        10.89           MAR Ratio +0.84        -0.10        +0.88        0.03        +0.44          Correlation 1.00        -0.23        0.22        -0.13        0.75        Source: Bloomberg Note: Superfund Q-AG is a closed fund. Performance results are net of all fees. Past performance is not indicative of future performance. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS
  • 18. Capital Protection : GOLD
  • 19. Superfund + Gold = Superfund Gold From: Beginning of 3/1996 Superfund A Hybrid: Superfund Gold Spot $/OZ To: End of 12/2008 Q-AG * Gold +783.64      +1,943.10      +131.53       Return   Total performance +18.39      +26.33      +6.71         Return p.a.  Risk   Maximum drawdown -19.93      -26.25      -36.20         Volatility p.a. 23.30      30.17      15.82      Source: Bloomberg Note: Superfund Q-AG is a closed fund. Performance results of Hybrid: Superfund Q-AG *Gold represent simulated results based on historical data, and are provided for information purposes only to indicate historical performance had the new product strategy been available over the relevant period. Past and simulated performance is not indicative of future performance.
  • 20. Superfund Gold – How it works Gold Funds Performance: FUND PERF. + GOLD OZ PERF. 1,910,449 2,196.55 USD 2,196.55 780.38% 869.75 784.11 +1,810 % January 2009 1996 PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS
  • 21. Superfund Gold Performance 2005* +17.35% +21.49% 2006 +32.92% +40.32% 2007 +19.28% +16.28% 2008 +32.29% +43.95% 2009** +5.62% +6.17% Return p.a. +33.56% +39.90% * Since Inception Oct 05 ** As of January 09 PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS
  • 22. Rankings and Awards : A Story of Success
  • 23. Disclaimer This presentation has been prepared by Superfund Financial (Singapore) Pte Ltd for financial planners  only and is not intended for general public distribution. The information contained herein is for educational purposes only. This presentation does not constitute either investment advice or an offer or an invitation to offer to acquire, dispose of, subscribe for or underwrite any of the securities described herein. All information and data contained herein was obtained through careful evaluation of information provided by reliable internal and external sources. However Superfund Financial (Singapore) Pte Ltd or any other members of the Superfund group of investment companies cannot guarantee the complete validity and accuracy of all figures as well as the illustrated graphs/diagrams. Performance results shown in this document are net of all fees. Past performance of the financial  products contained in this presentation, especially performance figures of Superfund Q-AG (closed fund), Superfund GCT (closed fund) and Superfund Cayman (closed fund), are not indicative of future results for these or any other products. They exclusively serve as a historical presentation of the performance of their respective trading managers and of certain members of the Superfund Group. No subscriptions or follow-up subscriptions from existing investors are possible or will be accepted in closed funds. Fee structures of open Superfund funds may differ from those of closed Superfund funds identified herein, in which event the future performance of such open funds will likewise differ from said closed funds.  Financial products managed by members of the Superfund group of affiliated investment companies  are speculative investments. There is a substantial risk of loss in trading futures and options. Every capital investment contains risks. The value of an investment may fall as well as rise.   
  • 24. Disclaimer Some performance results indicated herein represent simulated results based on historical data, and  not the results of actual trading. The simulated performance of Superfund Gold A strategy is based first on the actual past performance of Superfund Q-AG (closed fund) since 1996, which is denominated in EUR. This performance has then been valorized based on the actual performance of gold (in USD/ounce) on the London Metal Exchange on the respective valuation dates for Superfund Q- AG (the last banking day of each month). Superfund Gold A strategy, however, did not yet exist during the time period cited. Your attention is specifically drawn to the fact that this simulated performance is based on the price of gold in USD and that fluctuations during this time in the USD/EUR exchange rate have not been considered or included in the simulated performance. The simulated performance results are provided for informational purposes only to indicate historical performance had the new product strategies been available over the relevant period. No representation is being made that any investment will or is likely to achieve results similar to those shown. Past and simulated performance is not indicative of future results. Although the simulation includes adjustments for certain fees payable by the new strategies, the simulated performance results may vary once actual fees are taken into account. Hypothetical performance results have many inherent limitations. No representation is being made that any investment will or is likely to achieve profits or losses similar to those shown. THE AUTHOR AND DISTRIBUTORS OF THIS MATERIAL EXPRESSLY DISCLAIM ANY AND ALL  LIABILITY FOR ANY INACCURACIES CONTAINED IN THIS DOCUMENT, AND SHALL NOT BE HELD LIABLE FOR THE SAME.