1. 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 F
2011
2012 2013
Maximum drawdown Recovery ABQ Portfolio

2. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio
Return
Since inception 12/07/2011 50,36%
Annualized 42,09%
Year 2012 37,29%
Year to date 6,34%
Month to date 0,12%
Week to date -0,26%
Last day 02/05/2013 -0,53%
Best day 3,73%
Worst day -3,23%
Daily Alpha against IAMC Bond Index 4 bp
Annualized Alpha 11,48%
Risk
Annualized volatility 10,14%
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.