SA
Superfund Asset Management
Hedge Fund
Global Macro, Managed Futures
Fund Overview
Type
Hedge Fund
Strategy
Global Macro, Managed Futures
Region
Europe
AUM
$2,500.0M
Founded
2004
Investments
—
Key People
2 people
CB
Christian Baha
Founder
Email
LinkedIn
TW
Tracy Wong
Responsible Officer
Email
LinkedIn
Fund Details & Due Diligence
Performance Database
Management Fee
Performance Fee
Min. Investment
Lockup
Auditor
Custodian
Legal
Performance
Since Inception
0.0231
2026 YTD
16.61%
Sharpe Ratio
0.98
Sortino Ratio
2.18
Max Drawdown
—
BTC Correlation
0.48
Best Month
0.3293
Worst Month
-0.109
Positive Months
18 of 94
Since Inception
Cumul. Return
0.0231
Sharpe
0.98
Sortino
2.18
Max Drawdown
—
Skewness
1.02
Kurtosis
1.78
VaR 95%
-0.1287
CVaR 95%
-0.1056
Omega
1.98
Alpha
0.1446
Beta
0.2
Correlation
0.48
Calmar
—
Treynor
1.56
Best Month
0.3293
Worst Month
-0.109
24-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
—
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
12-Month Rolling
Cumul. Return
—
Sharpe
—
Sortino
—
Max Drawdown
—
Beta
—
Correlation
—
VaR 95%
—
Skewness
—
Kurtosis
—
CVaR 95%
—
Omega
—
Alpha
—
Calmar
—
Treynor
—
All metrics available across Since Inception, 24-Month, and 12-Month periods