T4T s.r.l. : Gritti Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Sep Performance 2.16% Min Investment € 1,000k Mgmt. Fee 1.00% Perf. Fee 20.00% Annualized Vol 5.53% Sharpe (RFR=1%) 0.14 CAROR 1.61% Assets € 5.1M Worst DD -8.53 S&P Correlation 0.14 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page Growth of 1,000 - VAMI Monthly Performance Export Data Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Period Returns Program / Index Sep Qtr YTD 1yr 3yr 5yr 10yr Since1/2005 Gritti Program 2.16 - - - - - - 6.17 S&P 500 -9.08 - - - - - - 263.65 +/- S&P 500 11.24 - - - - - - -257.47 Strategy Description Summary-The Gritti Program is a T4T program that seeks to generate attractive absolute returns through investiment in a diversified portfolio of Automatic Trading Systems on common stocks, ETF, Option, Futures and Bond. This program is focused on monthly time frame armonised with a proprietary... Read More Account & Fees Type Managed Account Minimum Investment € 1,000k Trading Level Incremental Increase € 0k CTA Max Funding Factor Management Fee 1.00% Performance Fee 20.00% Average Commission $20.00 Available to US Investors Yes Subscriptions High Water Mark No Subscription Frequency Redemption Frequency Investor Requirements Lock-up Period 0 Trading Trading Frequency 1000 RT/YR/$M Avg. Margin-to-Equity 7% Targeted Worst DD Worst Peak-to-Trough 0% Sector Focus Not Specified Holding Periods Over 12 Months 0% 4-12 Months 0% 1-3 Months 0% 1-30 Days Intraday 0% Decision-Making Discretionary 0% Systematic 0% Strategy Summary-The Gritti Program is a T4T program that seeks to generate attractive absolute returns through investiment in a diversified portfolio of Automatic Trading Systems on common stocks, ETF, Option, Futures and Bond. This program is focused on monthly time frame armonised with a proprietary composite money management. The trading philosophy is to give to any one a personal advisor acting like as a Hedge fund manager. Actually the program components are: Stocks (European, US), ETF, Bonds and Derivatives (Futures and Options). Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual Reward Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Reward Compound RoR: Average RoR: Max Gain: Gain Frequency: Average Gain: Gain Deviation: Risk Standard Deviation: Worst Loss: Loss Frequency: Average Loss: Loss Deviation: Reward/Risk Sharpe Ratio: (RF=1%) Skewness: Kurtosis: Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year. Drawdown Report Depth Length (Mos.) Recovery (Mos.) Peak Valley -8.53 13 - 2/1/2007 3/1/2008 -6.56 4 7 2/1/2006 6/1/2006 -1.77 1 2 9/1/2005 10/1/2005 -0.90 1 1 7/1/2005 8/1/2005 Show More Consecutive Gains Run-up Length (Mos.) Start End 9.26 8 7/1/2006 2/1/2007 4.73 4 11/1/2005 2/1/2006 3.25 3 4/1/2008 6/1/2008 3.16 2 4/1/2007 5/1/2007 2.28 2 8/1/2008 9/1/2008 2.16 2 6/1/2005 7/1/2005 2.09 1 9/1/2005 9/1/2005 1.55 1 9/1/2007 9/1/2007 1.24 1 4/1/2005 4/1/2005 0.22 1 11/1/2007 11/1/2007 Show More Consecutive Losses Run-up Length (Mos.) Start End -6.56 4 3/1/2006 6/1/2006 -5.68 4 12/1/2007 3/1/2008 -3.91 1 3/1/2007 3/1/2007 -3.33 3 6/1/2007 8/1/2007 -1.77 1 10/1/2005 10/1/2005 -0.90 1 8/1/2005 8/1/2005 -0.55 1 10/1/2007 10/1/2007 Show More Top Performer Badges Index Award Type Rank Performance Period Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel