1. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio IAMC Index
Return
Since inception 12/07/2011 44,46% 44,70%
Annualized 40,18% 40,40%
Year 2012 37,29% 37,18%
Year to date 2,17% 1,52%
Month to date 2,17% 1,52%
Week to date -0,66% 0,25%
Last day 01/09/2013 -0,06% 0,53%
Best day 3,73% 3,74%
Worst day -3,23% -3,74%
Daily Alpha against IAMC Bond Index 4 pb -
Annualized Alpha 11,82% -
Risk
Annualized volatility 10,30% 10,61%
Beta against IAMC Bond Index 0,69 1,00
Correlation against IAMC Bond Index 0,71 1,00
Maximum drawdown -5,21% -6,21%
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
1,50
1,40
1,30
ABQ Portfolio
1,20
1,10
IAMC Index
1,00
0,90
D J F M A M J J A S O N D J
2011
2012 2013