T4T s.r.l. : System Program

Year-to-Date: N / A
May Performance: 4.15%

Min Investment: € 2,000k
Mgmt. Fee: 2.00%
Perf. Fee: 20.00%

Annualized Vol: 42.37%
Sharpe (RFR=1%): 1.25
CAROR: 56.42%

Assets: € 5.6M
Worst DD: -66.52
S&P Correlation: -0.32

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	May	Qtr	YTD	1yr	3yr	5yr	10yr	Since 12/2000
System Program	4.15	-	-	-	-	-	-	4,382.32
S&P 500	5.31	-	-	-	-	-	-	178.41
+/- S&P 500	-1.16	-	-	-	-	-	-	4,203.91

Strategy Description

Summary

Account & Fees

Type	Managed Account
Minimum Investment	€ 2,000k
Trading Level Incremental Increase	€ 0k
CTA Max Funding Factor
Management Fee	2.00%
Performance Fee	20.00%
Average Commission	$4.00
Available to US Investors	Yes

Subscriptions

High Water Mark	No
Subscription Frequency
Redemption Frequency
Investor Requirements
Lock-up Period	0

Trading

Trading Frequency	33000 RT/YR/$M
Avg. Margin-to-Equity	27%
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 T4T System Program is a EURO T4T program that seeks to generate attractive absolute returns through investiment in a diversified portfolio of Automatic Trading Systems on Futures. T4T System program is the older program that T4T runs. This program is focused on Intraday time frame armonised with a proprietary fixed risk money management. Actually the program components are: (Financial) Amsterdam Exchange Index Futures, Ibex35, CAC40, Swiss Market Index, DAX 30, S&P / MIB, Ftse100, Eurostoxx, Dow Jones, S&P 500, S&P 400 Midcap, Russell 2000, Nasdaq 100, Bovespa Index;(Currency) Euro Currency, Swiss Franc Currency;(Energy) London Gasoil, London Brent, RORB Gasoline, Heating Oil, Natural Gas, Sweet Light Crude Oil; (Grain) Soybean; (Metals) Copper High Grade; (Meats) Lean Hogs, Live Cattle. &

Compare to:

{{result.name}} {{result.description}}

Index: Chart Type:

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:

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
-66.52	28	8	7/1/2002	11/1/2004
-28.63	8	4	6/1/2006	2/1/2007
-21.08	5	2	12/1/2001	5/1/2002
-18.86	1	2	11/1/2007	12/1/2007
-9.42	1	2	1/1/2009	2/1/2009
-9.07	1	2	2/1/2006	3/1/2006
-8.50	1	1	3/1/2001	4/1/2001
-7.51	3	1	7/1/2007	10/1/2007
-6.43	1	1	7/1/2001	8/1/2001
-5.04	1	1	10/1/2001	11/1/2001
-2.87	1	2	6/1/2008	7/1/2008

Consecutive Gains

Run-up	Length (Mos.)	Start	End
622.26	15	12/1/2004	2/1/2006
114.18	6	8/1/2008	1/1/2009
63.09	6	1/1/2008	6/1/2008
60.03	3	4/1/2006	6/1/2006
59.40	2	6/1/2002	7/1/2002
58.75	3	5/1/2001	7/1/2001
35.16	1	11/1/2007	11/1/2007
32.19	2	3/1/2007	4/1/2007
32.02	2	9/1/2001	10/1/2001
31.42	4	12/1/2000	3/1/2001
21.44	2	10/1/2006	11/1/2006
17.44	1	12/1/2001	12/1/2001
17.34	3	3/1/2009	5/1/2009
13.12	2	6/1/2007	7/1/2007
8.39	1	11/1/2002	11/1/2002
7.88	2	3/1/2004	4/1/2004
6.77	1	12/1/2003	12/1/2003
5.70	1	9/1/2002	9/1/2002
4.26	1	9/1/2004	9/1/2004
3.63	1	9/1/2007	9/1/2007
2.67	1	4/1/2002	4/1/2002
0.32	1	6/1/2004	6/1/2004
0.16	1	7/1/2003	7/1/2003

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-43.16	7	12/1/2002	6/1/2003
-28.30	3	7/1/2006	9/1/2006
-18.86	1	12/1/2007	12/1/2007
-18.03	3	12/1/2006	2/1/2007
-16.83	2	10/1/2004	11/1/2004
-15.98	1	10/1/2002	10/1/2002
-15.94	3	1/1/2002	3/1/2002
-12.75	2	1/1/2004	2/1/2004
-10.65	1	8/1/2002	8/1/2002
-9.42	1	2/1/2009	2/1/2009
-9.40	4	8/1/2003	11/1/2003
-9.07	1	3/1/2006	3/1/2006
-8.56	1	5/1/2002	5/1/2002
-8.50	1	4/1/2001	4/1/2001
-7.32	2	7/1/2004	8/1/2004
-7.24	1	10/1/2007	10/1/2007
-6.85	1	5/1/2004	5/1/2004
-6.43	1	8/1/2001	8/1/2001
-5.04	1	11/1/2001	11/1/2001
-3.78	1	8/1/2007	8/1/2007
-2.87	1	7/1/2008	7/1/2008
-1.38	1	5/1/2007	5/1/2007

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	102.00	100.00	97.00	91.00	85.00	79.00	67.00	55.00	43.00
Percent Profitable	60.78	65.00	69.07	75.82	74.12	70.89	82.09	100.00	100.00
Average Period Return	4.49	14.46	33.47	81.69	137.12	194.54	352.99	759.79	913.98
Average Gain	11.93	28.40	56.04	117.20	197.96	289.58	436.92	759.79	913.98
Average Loss	-7.22	-11.43	-16.93	-29.66	-37.12	-36.88	-31.71
Best Period	41.60	86.46	219.88	495.37	827.15	815.09	1282.91	3271.71	3162.32
Worst Period	-22.02	-28.93	-41.72	-51.03	-57.19	-61.07	-52.25	10.77	235.84
Standard Deviation	12.23	26.89	53.19	122.83	190.02	228.20	327.57	852.87	885.73
Gain Standard Deviation	9.40	22.87	48.91	120.84	185.22	205.28	301.73	852.87	885.73
Loss Standard Deviation	4.90	7.68	10.78	15.59	15.37	17.11	15.19
Sharpe Ratio (1%)	0.36	0.53	0.62	0.66	0.71	0.84	1.07	0.89	1.03
Average Gain / Average Loss	1.65	2.49	3.31	3.95	5.33	7.85	13.78
Profit / Loss Ratio	2.63	4.62	7.39	12.39	15.27	19.12	63.15
Downside Deviation (10%)	5.59	8.72	12.29	18.62	24.01	26.98	21.10	1.84
Downside Deviation (5%)	5.42	8.23	11.34	16.83	21.08	22.84	15.94
Downside Deviation (0%)	5.37	8.11	11.11	16.40	20.37	21.85	14.76
Sortino Ratio (10%)	0.73	1.52	2.52	4.12	5.39	6.83	15.98	401.71
Sortino Ratio (5%)	0.81	1.73	2.91	4.79	6.43	8.43	21.96
Sortino Ratio (0%)	0.84	1.78	3.01	4.98	6.73	8.90	23.91

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.

Get Free Research Report on This CTA

Get additional information on T4T s.r.l., including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by T4T s.r.l.

Program Name	CAROR

IASG Activity

Blends 0
Portfolios 0
Watchlists 1

Find the right managed futures programs for you with our comprehensive free CTA database.

T4T s.r.l. : System Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

Connect With Us for Latest CTA News & Rankings

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

T4T s.r.l. : System Program

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: