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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.

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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  • 1. Return Since inception 12/07/2011 (2,25 years) Annualized Year 2012 Year 2013 Year to date Month to date Week to date Last day 03/07/2014 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 16,19%) 1/ Composite of all accounts under management. Subject to minor changes. ABQ1/ 124,08% 43,13% 36,79% 40,74% 2,48% 2,48% 0,47% 3,05% 2,27 Argie Bond Quant track record -3,64% 7,18% 11,86% 0,76 / 0,74 -7,37% -1,90% 13,02%
  • 2. Daily data Inception date 12/07/2011 =1 Argie Bond Quant track record 0,90 1,10 1,30 1,50 1,70 1,90 2,10 2,30 2,50 D 2011 J 2012 F M A M J J A S O N D J 2013 F M A M J J A S O N D J 2014 F M Maximum drawdown Recovery Argie Bond Quant
  • 3. J F M* A M J J A S O N D Year 2011 2,98% 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% 2,48% 13,02% * as of 03/07/2014 Argie Bond Quant track record