Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,06 years)
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 12/30/2013
Best day
Worst day
Risk
Annualized volatility
Beta / Correlation against IAMC Bond Index
VaR1% 1 day
Maximum drawdown
Risk-adjusted
Annualized Alpha vs. IAMC Bond Index
Sharpe ratio (Risk free rate 15,48%)
1/ Composite of all accounts under management. Subject to minor changes.
98,26%
39,32%
36,79%
40,74%
1,12%
1,78%
0,67%
3,05%
-3,64%
11,52%
0,76 / 0,73
-1,65%
-7,37%
8,35%
2,07

2. Argie Bond Quant track record
Daily data
Inception date 12/07/2011 =1
2,30
2,10
1,90
1,70
1,50
1,30
1,10
0,90
D J F M A M J J A S O N D J F M A M J J A S O N D
2011
2012
2013
Maximum drawdown
Recovery
Argie Bond Quant

3. Argie Bond Quant track record
J
F
M
A
M
J
J
A
S
O
N
2011
D* Year
2,98%
2,98%
2012
4,49%
3,49%
2,63%
0,68%
-1,85%
4,78%
5,24%
1,16%
4,44%
-1,42%
2,31%
6,16%
36,79%
2013
6,17%
-3,84%
4,93%
6,48%
-2,74%
-0,43%
6,34%
2,49%
7,49%
8,70%
-1,06%
1,12%
40,74%
* as of 12/30/2013