T4T s.r.l.

Borromeo Program

Year-to-Date
N/A
May4.15%
Minimum Investment
$2,000k
Management Fee2.00%
Performance Fee20.00%
Annualized Volatility40.49%
Sharpe (RFR=1%)1.84
CAROR94.03%
AUM$7.0M
Worst Drawdown-28.68
S&P Correlation-0.22
Annualized Vol
40.49%
Sharpe (RFR=1%)
1.84
CAROR
94.03%
Worst DD
-28.68
S&P Correlation
-0.22
Growth of $1,000 — VAMI
Created with Highcharts 9.1.0200420052006200720082009ZoomView 1 month1mView 3 months3mView 6 months6mView year to dateYTDView 1 year1yView allAllDec 1, 2003May 1, 2009Jan '04Jul '04Jan '05Jul '05Jan '06Jul '06Jan '07Jul '07Jan '08Jul '08Jan '098937.96k15.04k22.11k29.18k36.25k

Monthly Performance

Export Data
YearJanFebMarAprMayJunJulAugSepOctNovDecYTDDD
20093.38-10.274.927.834.159.30-10.27
200813.8716.756.28-1.467.0517.20-3.95-3.8413.0826.9012.7714.74199.57-7.64
2007-8.81-3.437.5426.58-2.429.165.52-3.797.22-5.4838.10-19.0846.81-19.08
200618.442.81-7.3211.9025.7919.42-6.95-15.90-8.8612.2713.22-7.4059.25-28.68

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 12/2003
Borromeo Program4.153,524.53
S&P 5005.31-79.071.76289.64
+/- S&P 500-1.1679.07-1.763,234.89
Account & Fees
TypeManaged Account
Minimum Investment
$2,000k
Management Fee2.00%
Performance Fee20.00%
Available to US InvestorsYes
Investor RequirementsAny Investor
High Water Markno
Subscription FrequencyAnytime
Redemption FrequencyAnytime
Decision-Making
Trading
Trading Frequency20000 RT/YR/$M
Avg. Margin-Equity Ratio
Targeted Worst DD0.00%
Worst Peak-to-Trough0.00%
Sector Focus
Holding Periods
Over 12 Months0.00%
4-12 Months0.00%
1-3 Months0.00%
1-30 Days0.00%
Intraday0.00%