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

/ T4T s.r.l. / System Program

T4T s.r.l. : System Program

Need help with terms?
archived programs
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 - - - - - - 225.36
+/- S&P 500 -1.16 - - - - - - 4,156.96

Strategy Description

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... Read More

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. &

   

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

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
Show More

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
Show More

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
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}}