Bendio Quant: Beyond the Conventional

We’ve been discussing our managed futures program – hedge fund style?– for several weeks, and now we’re excited to share some real-time performance results. As previously explained, we believe this type of strategy adds valuable diversification to our clients’ portfolios. Our investment approach is not driven by broader market trends; instead, it focuses on capturing profits from both long and short positions across various asset classes—including metals, grains, softs, indices, and energies—regardless of overall market direction.

Positive Mathematical Expectation

Before presenting our real-time performance, let us share some insights into our mathematical expectations. We don’t aim to be right all the time; in fact, our percent profitable rate is approximately 42%. However, our edge lies in the fact that our gains on winning trades are typically double those of our losses. With over 250 trades executed this year, we find these figures statistically significant.

Regarding our equity curve, it isn’t flawless—and we don’t expect it to be. Unlike the smooth, straight lines some may promise, our performance includes phases of drawdowns followed by quick recoveries. We have been near all-time highs since early September, with our drawdowns reaching approximately 10-15%.

Results to Date: Beating Classic Benchmarks

With all these in mind we are glad to announce that our proprietary account is +37.39% YTD versus SP500? +19.61% and Dow Jones 10.80%. We started this journey 6 years ago and our aim was to offer value to our clients via an all weather portfolio that can have consistency within the years and we believe are in the right path.

This is the kind of result you get with a diversified, mathematical, consistency-based strategy. If you are looking for a different approach to optimize your portfolio, Bendio Quant may be just what you need.

Would you like to know how to integrate this strategy into your portfolio? Let's talk and explore how this strategy can work for you.

Andrés S. Trujillo Renzi

Disclaimer: The information presented is for informational purposes only and does not constitute an investment recommendation. Past performance is not indicative or a guarantee of future results. Any investment involves risks, including the possible loss of invested capital. Investors are advised to conduct their own research and consult with a financial advisor before making any investment decision.