T4T s.r.l. : Gritti Program

archived programs
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

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 Since
1/2005
Gritti Program 2.16 - - - - - - 6.17
S&P 500 -9.08 - - - - - - 173.96
+/- S&P 500 11.24 - - - - - - -167.78

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).

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

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
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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
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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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods45.0043.0040.0034.0028.0022.00
Percent Profitable55.5658.1457.5050.0067.8677.27
Average Period Return0.150.360.520.680.942.39
Average Gain1.182.283.454.202.524.31
Average Loss-1.53-2.45-3.44-2.83-2.41-4.16
Best Period3.275.788.347.657.239.91
Worst Period-4.62-5.91-5.99-6.59-5.44-5.96
Standard Deviation1.602.853.984.182.934.38
Gain Standard Deviation0.881.542.162.451.852.61
Loss Standard Deviation1.331.871.781.941.642.06
Sharpe Ratio (1%)0.040.040.01-0.08-0.190.09
Average Gain / Average Loss0.770.931.001.481.051.04
Profit / Loss Ratio1.291.371.361.482.213.52
Downside Deviation (10%)1.352.604.065.917.258.95
Downside Deviation (5%)1.192.052.813.022.423.09
Downside Deviation (0%)1.151.922.512.411.622.17
Sortino Ratio (10%)-0.19-0.34-0.48-0.73-0.92-0.88
Sortino Ratio (5%)0.050.050.01-0.10-0.230.12
Sortino Ratio (0%)0.130.190.210.280.581.10

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.