General marketing communication
smn DIVERSIFIED FUTURES FUND "1996"
Performance report March 2025 Portfolio Selection SICAV
ISIN: LU0070804173 Bloomberg: SMNDIVF LX
PERFORMANCE (net)
Net asset value March 2025 2025 (Year to Date) since inception (Nov. 1996)
EUR 307.85 -2.18% -7.24% 323.63%
INVESTMENT STRATEGY
The smn Diversified Futures Fund is a fully systematic Managed through its medium to long-term trend following approach based on
Futures Fund (CTA). The fund broadly diversifies its investments in technical trading models with an integrated systematic risk
liquid futures contracts traded at the most reputable financial and management. Through their low correlation to traditional asset classes,
commodity markets around the globe. The fund´s investment strategy Managed Futures Funds are an excellent diversifier in a portfolio
seeks to generate investment returns in rising and falling markets context.
PERFORMANCE SINCE INCEPTION (net)
PERFORMANCEBEITRÄGE NACH SEKTOREN STATISTICS
since
MTD YTD
inception
Currencies -- -- Average return p.a. 5.21%
Bonds o o Annualised volatility 18.16%
Bills o o Maximum drawdown -45.42%
Indices - + Modified Sharpe ratio 0.29
Equity/Volatility - - MAR ratio 0.11
Crops - --
CONTACT
Energy o o smn INVESTMENT SERVICES GMBH
Rotenturmstrasse 16-18 | A-1010 Vienna
Meats ++ ++ T +43 1 513 25 51 | F +43 1 513 79 41
www.smn.at |
[email protected] Soft Commodities - -
Metals o o
Synth. Markets o --
- negative o neutral + positive
Past performance of investment products is not a reliable indicator for future investment results of these products.
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smn DIVERSIFIED FUTURES FUND "1996"
PERFORMANCE SINCE INCEPTION (net)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
1996 - - - - - - - - - - 6.69% 0.97% 7.72%
1997 3.37% 3.83% -3.39% -2.24% -1.01% 3.90% 7.85% -5.69% 0.60% -1.76% 1.61% 5.69% 12.54%
1998 2.47% 3.47% 0.39% -2.77% 3.51% 1.73% 0.68% 5.37% 7.30% -5.75% -2.69% 2.67% 16.80%
1999 -4.15% 3.35% -4.88% 6.28% -7.29% 0.21% -2.99% 1.55% -1.88% 0.13% -0.60% 8.01% -3.31%
2000 -2.85% 0.88% -3.16% 1.48% 2.38% -1.59% -1.48% 5.66% -4.10% -2.36% 3.09% 10.28% 7.53%
2001 -0.50% 3.33% 12.93% -12.71% 0.49% -5.30% -3.20% 0.12% 18.43% 3.37% -7.16% 1.76% 8.10%
2002 -5.63% -2.87% -4.16% 0.07% 1.98% 7.40% 11.96% 6.66% 6.51% -3.87% -4.15% 3.26% 16.51%
2003 13.07% 9.39% -5.66% 1.90% 8.70% -6.52% 1.84% -3.59% 1.48% 5.25% -1.14% 6.89% 33.88%
2004 1.84% 8.73% -5.54% -15.18% -1.01% -4.72% -1.54% -4.22% 5.14% 2.26% 7.45% 0.07% -8.78%
2005 -5.32% -2.41% -1.76% -5.18% 1.25% 3.29% -2.30% 1.82% 0.33% -0.76% 10.37% -2.11% -3.66%
2006 1.19% -3.48% 5.30% 6.77% -6.37% -2.09% -3.15% -2.41% -0.63% 5.23% 2.80% 3.70% 6.07%
2007 1.03% -7.52% -4.80% 6.71% 6.75% 4.47% -6.46% -1.93% 5.79% 8.82% 0.01% 1.58% 13.55%
2008 6.45% 13.93% -3.36% -6.06% 5.12% 9.63% -6.30% -1.83% 1.71% 19.70% 7.91% 3.39% 58.52%
2009 -2.79% 2.47% -6.19% -6.68% -6.69% -3.67% 0.13% 5.65% 2.56% -4.54% 6.89% -3.06% -15.88%
2010 -2.86% -1.27% 10.44% 0.99% -7.12% 1.20% -6.26% 5.13% 3.10% 8.55% -7.63% 13.26% 16.01%
2011 -2.12% 3.45% -5.90% 5.51% -7.64% -6.81% 6.94% 7.79% 1.77% -8.92% 1.34% -1.56% -7.77%
2012 2.08% 1.39% 0.10% -0.34% -9.29% -5.12% 5.79% -2.06% -5.30% -7.88% 1.87% -2.36% -20.12%
2013 12.57% -5.53% -1.22% 1.23% -3.75% -5.56% -4.34% -2.36% -4.04% 3.38% 5.39% -0.36% -5.95%
2014 -2.90% 1.95% -2.20% 5.22% -0.95% 3.85% 1.01% 5.03% 12.64% 2.38% 13.69% 7.92% 57.30%
2015 9.34% -1.68% 2.29% -5.15% -0.19% -7.02% 5.38% -4.79% 2.60% -2.19% 6.10% -2.40% 0.91%
2016 -0.03% 4.23% -6.18% -3.45% -1.27% 3.67% 0.76% -0.73% 1.06% -6.41% -0.92% -1.19% -10.53%
2017 -1.61% 3.50% -3.18% 1.32% 0.51% -3.23% 1.45% 1.79% -4.41% 9.34% 0.05% 1.05% 6.02%
2018 6.46% -12.78% -1.69% 0.70% -4.30% 0.06% 1.57% 5.18% -1.84% -8.08% -2.05% -1.08% -17.78%
2019 -3.88% 1.08% 2.42% 1.88% -7.44% 4.16% 3.70% 0.58% -13.98% -6.56% -0.04% -0.76% -18.72%
2020 1.60% -7.67% 10.68% -1.31% -1.25% -3.26% 5.01% -2.33% -3.66% 5.99% -0.54% 9.89% 12.05%
2021 -0.49% 4.69% -0.37% 8.44% 3.66% 0.22% 7.71% 4.03% 0.37% 10.28% -3.43% -0.43% 39.43%
2022 -2.61% 0.26% 12.16% 6.00% -2.78% 4.29% -3.25% 5.29% 1.30% 1.63% -7.25% -2.98% 11.08%
2023 -1.13% -0.25% -1.81% 9.33% 4.00% 3.43% -0.38% -0.70% -0.02% -2.70% -0.07% -1.96% 7.36%
2024 1.53% 3.70% 3.15% -3.57% -0.08% -1.44% -4.68% -6.97% 1.01% -4.17% -0.96% -1.34% -13.50%
2025 0.61% -5.75% -2.18% -7.24%
FUND DATA
AIFM: smn INVESTMENT SERVICES GMBH Public distribution: AT, LU
Custodian: CACEIS Bank Luxembourg Branch Tax representation: AT, LU
Auditor: Deloitte S.A., Luxembourg Minimum investment: EUR 100,-
Start of fund | share class: 31.10.1996 ISIN: LU0070804173
Fund currency : EURO Bloomberg Ticker: SMNDIVF LX
Fund type: Alternative Investment Fund, Luxembourg SICAV Zeichnung, Rücklösung: wöchentlich + Monatsultimo
LEGAL DISCLAIMER
This marketing communication is for information purpose only and does not constitute an investment advice or recommendation or a financial analysis. This is not an offer or a solicitation for an
offer for the conclusion of a contract for investment services or ancillary investment services. This document cannot replace the consultation of your investment, legal and tax advisors. Current net
asset values, prospectuses (incl. information acc. Art 21 AIFMG (Austria)), annual and semi-annual reports as well as key investor information documents (KIID) are anytime available free of charge
in German or English at smn INVESTMENT SERVICES GMBH, Rotenturmstr. 16-18, A-1010 Vienna, as well as via www.smn.at. Financial instruments are subject to i.a. market price-, currency-,
interest rate risks and fluctuations which can lead to rising or falling returns and to a loss or total loss of the investment. The underlying investments of this financial product do not take into account
the EU criteria for environmentally sustainable economic activities. smn does not warrant or guarantee for the accuracy, up-to-dateness or completeness of this information. Liability for losses on
investments or other losses arising from investment decisions based on this information are excluded.
Information for distribution in Switzerland
Home state of the collective investment scheme: Luxembourg
Swiss representative: ACOLIN Fund Services AG
Leutschenbachstrasse 50, 8050 Zürich, Schweiz
Swiss paying agent: Caceis Bank, Switzerland Branch
succursale de Nyon, Route de Signy 35, CH-1260 Nyon
Fund documents: the prospectus, the articles of association as well as the annual and semi-annual reports may be obtained free of charge from the Swiss representative.
Source: Bloomberg, smn INVESTMENT SERVICES GMBH
data as of: 04/01/2025
Past performance of investment products is not a reliable indicator for future investment results of these products.
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