The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 114.75% overall. It has annualized returns of 43.22% for 2012 and 36.79% for 2013, with year-to-date returns of 40.74% and month-to-date returns of 8.31%. The fund exhibits moderate risk, with annualized volatility of 11.65% and maximum drawdown of -7.37%. Risk-adjusted returns have also been high, with an annualized alpha of 9% and Sharpe ratio of 2.37 versus the IAMC Bond Index.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,13 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 01/23/2014
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 15,66%)
1/ Composite of all accounts under management. Subject to minor changes.
114,75%
43,22%
36,79%
40,74%
8,31%
8,31%
2,55%
1,75%
3,05%
-3,64%
11,65%
0,78 / 0,74
-1,63%
-7,37%
9,00%
2,37

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 J
2011
2012
2013
2014
Maximum drawdown
Recovery
Argie Bond Quant

3. Argie Bond Quant track record
J*
F
M
A
M
J
J
A
S
O
N
Year
2,98%
2011
D
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%
2014
8,31%
* as of 01/23/2014
8,31%