The Argie Bond Quant Portfolio has generated returns of 48.93% since inception in December 2011, outperforming the IAMC Bond Index with an annualized alpha of 12.31%. The portfolio has exhibited lower risk than the index with an annualized volatility of 10.24% and beta of 0.69. The maximum drawdown was -5.21%.

1. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio
Return
Since inception 12/07/2011 48,93%
Annualized 42,36%
Year 2012 37,29%
Year to date 5,33%
Month to date 5,33%
Week to date 2,41%
Last day 01/23/2013 0,01%
Best day 3,73%
Worst day -3,23%
Daily Alpha against IAMC Bond Index 5 pb
Annualized Alpha 12,31%
Risk
Annualized volatility 10,24%
Beta against IAMC Bond Index 0,69
Correlation against IAMC Bond Index 0,71
Maximum drawdown -5,21%
1/ Suject to minor changes
For more info go to PRACK Asset Management's company profile on LinkedIn.

2. Argie Bond Quant Portfolio track record
Daily data Inception date 12/07/2011 =1
1,60
1,50
1,40
1,30
1,20
1,10
1,00
0,90
D J F M A M J J A S O N D J
2011
2012 2013
Maximum drawdown Recovery ABQ Portfolio