1. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio IAMC Index
Return
Since inception 12/07/2011 31,82% 33,34%
Annualized 39,79% 41,76%
Year to date 28,00% 28,33%
Month to date 0,17% 0,89%
Week to date 0,17% 0,89%
Last day 10/03/2012 -0,19% 0,10%
Best day 1,45% 1,71%
Worst day -1,37% -1,53%
Daily Alpha against IAMC Bond Index 5 pb -
Annualized Alpha 13,55% -
Risk
Annualized volatility 8,37% 9,06%
Beta against IAMC Bond Index 0,59 1,00
Correlation against IAMC Bond Index 0,64 1,00
Maximum drawdown -5,21% -5,85%
1/ Suject to minor changes
For more info go to PRACK Asset Management's company profile in LinkedIn.

2. Argie Bond Quant Portfolio track record
Daily data Inception date 12/07/2011 =1
1,40
1,35
1,30
1,25
ABQ Portfolio
1,20
1,15
1,10
1,05 IAMC Index
1,00
0,95
0,90
D J F M A M J J A S
2012
2011