Historical Performance

The information in this page is for Mario’s record, and nothing for than that. 

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Yearly Performance 

  • Yearly P&L
    • 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015  2016
    34.57% 108.03% 5.82% -27.52% 3.18% 14.39% 4.55% 14.45% 26.24% 27.15% 11.54%  3.73%
    2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028
    4.1%  -20%

Monthly Performance

 
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2.0%  -18.6% -2.0% -1.7% -2.9% -0.2% 0.2% -0.2% 0.0% -1.2% 1.4%
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
3.0%  0.8% 1.9% 0.4% 2.3%  0.5% 2%  0.1%  -2.1% -2.7% -0.6% -0.6%
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
-1.5% 0.5% 3.5% -1.7% 2.5% 1.6% 1.1% 0.4%  1.5% -1.8% -0.1% -1.4%
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
-1.9% 5.7% 1.6% 0.8% 1.2% -3.7% 9.1% -8.3% 3.0% 3.7% -0.1 -0.3%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
-3.5% 4.4% 2.6% 0.6% 3.4% 1.8% 0.7% 5.5% 1.3% 4.0% 1.7% 1.3%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
0.64% 0.31% 2.62% 3.28% 2.41% 0.38% 5.0% 5.9% 0.1% 5.1% 0.9% 3.7%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2.80% -4.39% -22.12% 3.87% 24.06% 2.87% 2.54% 2.54% -0.94% 8.17% -1.76% 1.92%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2.75% 1.01% 4.11% -22.40% -1.21% 0.51% 2.28% -2.34% 2.49% 9.34% 7.61% 4.25%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
4.33% 1.45% 1.89% 1.44% -2.64% 1.83% 2.11% 0.65% -0.15% 1.97% 1.16% -0.36%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
0.38% -0.55% -0.29% 0.24% -0.61% 0.23% -0.95% 3.08% 0.58% 0.33% 0.62% 0.14%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
-12.93% 0.26% -4.34% 5.03% 3.69% -5.52% -4.34% 4.91% -2.41% 0.87% -15.04% 0.50%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
-0.15% -6.09% -0.81% 4.42% 6.11% 5.17% 0.74% -11.58% 7.70% 9.14% -6.34% -0.43%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
5.33% 2.57% 1.66% 15.19% -2.13% -0.04% -3.38% 31.61% -3.67% 19.76% 20.72% -2.30%

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
– – – – 5.64% 6.19% 4.89% 4.57% 6.46% 2.33% 2.22% -0.42%

Results are a composite net of all cost & fees.
Past performance is not indicative of future results.

Portfolio Assets & Allocation 

Mario Randholm has developed a sound strategy that limits systematic risk while focusing on maximizing profits through optimization of position Market Exposure and VaR (Value at Risk) . The trading strategy allows a minimum investments of USD 110,000:

We allocate between 2% to 4% risk of our initial capital to most trades until the available capital for investment reaches below 20% of the initial capital. From that point on, we start hedging the strategies with various systems to protect 10% of the daily expected risk (VaR 99.9%). At that point, we switch back to allocating 1 to 2% risk of the initial capital to every trade.

For example, if we start with $1,000,000, we invest $20,000 to $40,000 risk on every trade. As soon as the available cash falls below $200,000, say $180,000, we implement hedge positions investing 10% of VaR of this amount on every trade or $8,000 in this example. Once available cash exceeds $100,000 again (say $120,000), we switch back to the 2% to 4% risk of the initial capital as the position size or $20,000 to $40,000 VaR on every trade.This allows a well diversified portfolio.

Portfolio Strategies

 Performance Improvements 

2006

    • Kept biweekly records of risks and market data.

2008

    • Modified brokers arrangements.
    • Real time risk information in derivatives became a trading edge.

2011

    • Improved algorithms, risk metrics and trading executions.
    • Started managing positions by VaR, change in margin requirements and filtering trades by a success rate.
    • Increased diversification to multilple strategies.

2012

    • Modified the entire risk calculation after Q1 results and incorporated real time data in the risk measures.
    • Enhanced the report trading systems providing monthly transaction history for US Equities and ETFs.
    • Added Commodities, FX and Derivatives to the weekly report system.

2013

    • Increased diversification by investment horizon and incorporate products with global exposure.
    • The trading report system becomes real time with confirmations from exchanges in North America, Europe and Asia/Pacific.

2014

    • Increased diversification with intraday trading systems.
    • Increased diversification trading more FX pairs and more futures products.

2015

    • Randholm & Co. is founded in Lima, Peru
    • Randholm & Co. start trading for clients in Peru

2016

    • Enhanced trading systems
    • Randholm & Co. goes social with RandBots.com

2017

    • RandBots.com expands internationally
    • ..