Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,24 years)
Annualized
Year 2012
Year 2013
Year to ...
Argie Bond Quant track record
Daily data

Inception date 12/07/2011 =1

2,30
2,10
1,90
1,70
1,50
1,30
1,10
0,90
D J F M A ...
Argie Bond Quant track record

J

F

M*

A

M

J

J

A

S

O

N

Year

2,98%

2011

D

2,98%

2012

4,49%

3,49%

2,63%

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Argie bond quant track record

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Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.

Published in: Economy & Finance
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Argie bond quant track record

  1. 1. Argie Bond Quant track record ABQ1/ Return Since inception 12/07/2011 (2,24 years) Annualized Year 2012 Year 2013 Year to date Month to date Week to date Last day 03/05/2014 Best day Worst day Risk Annualized volatility Beta / Correlation against IAMC Bond Index VaR1% 1 day Maximum drawdown (27 trading days to the bottom, 14 to recover) Risk-adjusted Annualized Alpha vs. IAMC Bond Index Sharpe ratio (Risk free rate 16,15%) 1/ Composite of all accounts under management. Subject to minor changes. 119,44% 41,93% 36,79% 40,74% 10,68% 0,36% 0,36% 0,36% 3,05% -3,64% 11,84% 0,76 / 0,74 -1,90% -7,37% 6,84% 2,18
  2. 2. Argie Bond Quant track record Daily data Inception date 12/07/2011 =1 2,30 2,10 1,90 1,70 1,50 1,30 1,10 0,90 D J F M A M J J A S O N D J F M A M J J A S O N D J F M 2011 2012 2013 2014 Maximum drawdown Recovery Argie Bond Quant
  3. 3. Argie Bond Quant track record J F M* A M J J A S O N Year 2,98% 2011 D 2,98% 2012 4,49% 3,49% 2,63% 0,68% -1,85% 4,78% 5,24% 1,16% 4,44% -1,42% 2,31% 6,16% 36,79% 2013 6,17% -3,84% 4,93% 6,48% -2,74% -0,43% 6,34% 2,49% 7,49% 8,70% -1,06% 1,12% 40,74% 2014 8,50% 1,64% 0,36% * as of 03/05/2014 10,68%
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