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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
Argie Bond Quant Portfolio track record
                                                                            1/
                                                          ABQ Portfolio

Return
 Since inception 12/07/2011                                    49,44%
 Annualized                                                    41,10%
 Year 2012                                                     37,29%
 Year to date                                                   5,69%
 Month to date                                                 -0,50%
 Week to date                                                  -0,88%
 Last day 02/07/2013                                            0,10%
 Best day                                                       3,73%
 Worst day                                                     -3,23%
 Daily Alpha against IAMC Bond Index                             4 bp
 Annualized Alpha                                              10,60%
Risk
  Annualized volatility                                        10,14%
  Beta against IAMC Bond Index                                  0,70
  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.

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Argie bond quant portfolio track record

  • 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 49,44% Annualized 41,10% Year 2012 37,29% Year to date 5,69% Month to date -0,50% Week to date -0,88% Last day 02/07/2013 0,10% Best day 3,73% Worst day -3,23% Daily Alpha against IAMC Bond Index 4 bp Annualized Alpha 10,60% Risk Annualized volatility 10,14% Beta against IAMC Bond Index 0,70 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.