Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
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
T4T s.r.l. Borromeo Program
Average RoR
6.30%
Max Gain
38.10%
Gain Frequency
63.08%
Average Gain
13.05%
Gain Deviation
8.85%
Risk
Standard Deviation
11.69%
Worst Loss
-19.08%
Loss Frequency
33.85%
Average Loss
-5.70%
Loss Deviation
4.85%
Reward/Risk
Sharpe (RFR=1%)
0.53
Skewness
0.34
Kurtosis
-0.25
Reward
T4T s.r.l. Borromeo Program
Compound RoR
94.03%
Average RoR
124.58%
Max Gain
356.09%
Gain Frequency
100.00%
Average Gain
124.58%
Gain Deviation
30.67%
Risk
Standard Deviation
40.49%
Worst Loss
Loss Frequency
0.00%
Average Loss
Loss Deviation
Reward/Risk
Sharpe (RFR=1%)
1.84
Skewness
53.60
Kurtosis
1130.17
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 (Months)
Recovery (Months)
Peak
Valley
-28.68
3
7
6/2006
9/2006
-19.08
1
2
11/2007
12/2007
-14.88
7
2
4/2004
11/2004
-10.27
1
2
1/2009
2/2009
-7.64
2
1
6/2008
8/2008
-7.32
1
1
2/2006
3/2006
-5.48
1
1
9/2007
10/2007
-3.79
1
1
7/2007
8/2007
-2.42
1
1
4/2007
5/2007
-1.46
1
1
3/2008
4/2008
-0.59
1
1
2/2005
3/2005
No data available in table
Consecutive Gains
Run-up
Length (Months)
Start
End
351.25
11
4/2005
2/2006
91.95
5
9/2008
1/2009
68.09
3
4/2006
6/2006
43.79
3
12/2004
2/2005
41.29
3
1/2008
3/2008
38.10
1
11/2007
11/2007
36.12
2
3/2007
4/2007
27.11
2
10/2006
11/2006
25.46
2
5/2008
6/2008
17.83
3
3/2009
5/2009
15.19
2
6/2007
7/2007
7.22
1
9/2007
9/2007
5.01
2
3/2004
4/2004
0.11
1
9/2004
9/2004
No data available in table
Consecutive Losses
Run-up
Length (Months)
Start
End
-28.68
3
7/2006
9/2006
-19.08
1
12/2007
12/2007
-18.45
3
12/2006
2/2007
-10.27
1
2/2009
2/2009
-8.27
2
10/2004
11/2004
-7.64
2
7/2008
8/2008
-7.32
1
3/2006
3/2006
-7.31
4
5/2004
8/2004
-5.48
1
10/2007
10/2007
-3.79
1
8/2007
8/2007
-2.42
1
5/2007
5/2007
-1.46
1
4/2008
4/2008
-0.59
1
3/2005
3/2005
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.
Top Performer Badges
Index
Award Type
Rank
Performance
Period
No data available in table
Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.