T4T s.r.l. : System Program Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All 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 Since12/2000 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-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. & 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 -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 Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods102.00100.0097.0091.0085.0079.0067.0055.0043.00 Percent Profitable60.7865.0069.0775.8274.1270.8982.09100.00100.00 Average Period Return4.4914.4633.4781.69137.12194.54352.99759.79913.98 Average Gain11.9328.4056.04117.20197.96289.58436.92759.79913.98 Average Loss-7.22-11.43-16.93-29.66-37.12-36.88-31.71 Best Period41.6086.46219.88495.37827.15815.091282.913271.713162.32 Worst Period-22.02-28.93-41.72-51.03-57.19-61.07-52.2510.77235.84 Standard Deviation12.2326.8953.19122.83190.02228.20327.57852.87885.73 Gain Standard Deviation9.4022.8748.91120.84185.22205.28301.73852.87885.73 Loss Standard Deviation4.907.6810.7815.5915.3717.1115.19 Sharpe Ratio (1%)0.360.530.620.660.710.841.070.891.03 Average Gain / Average Loss1.652.493.313.955.337.8513.78 Profit / Loss Ratio2.634.627.3912.3915.2719.1263.15 Downside Deviation (10%)5.598.7212.2918.6224.0126.9821.101.84 Downside Deviation (5%)5.428.2311.3416.8321.0822.8415.94 Downside Deviation (0%)5.378.1111.1116.4020.3721.8514.76 Sortino Ratio (10%)0.731.522.524.125.396.8315.98401.71 Sortino Ratio (5%)0.811.732.914.796.438.4321.96 Sortino Ratio (0%)0.841.783.014.986.738.9023.91 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. x {{title}} x {{title}} Add Cancel