The document provides performance metrics for an Argie Bond Quant investment strategy from inception on December 7, 2011 through April 11, 2014. Over this period, the strategy achieved an annualized return of 116.87% and had an annualized volatility of 3.64%. On a risk-adjusted basis, the strategy had an annualized alpha of 9.38% and a Sharpe ratio of 0.77 compared to the IAMC Bond Index. The maximum drawdown over any 27 trading day period was -7.37%.

1. Return
Since inception 12/07/2011 (2,34 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 04/11/2014
Best day
Worst day
Risk
Annualized volatility
Beta / Correlation against IAMC Bond Index
VaR1% 1 day
Maximum drawdown (27 trading days to the bottom, 14 to recover)
Risk-adjusted
Annualized Alpha vs. IAMC Bond Index
Sharpe ratio (Risk free rate 16,61%)
1/ Composite of all accounts under management. Subject to minor changes.
ABQ1/
116,87%
39,12%
36,79%
40,74%
-0,95%
-1,52%
-0,37%
3,05%
1,87
Argie Bond Quant track record
-3,64%
4,53%
12,02%
0,77 / 0,74
-7,37%
-1,96%
9,38%

2. Daily data Inception date 12/07/2011 =1
Argie Bond Quant track record
0,90
1,10
1,30
1,50
1,70
1,90
2,10
2,30
2,50
D
2011
J
2012
F M A M J J A S O N D J
2013
F M A M J J A S O N D J
2014
F M A
Maximum drawdown Recovery Argie Bond Quant

3. J F M A* M J J A S O N D Year
2011 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%
2014 8,50% 1,64% 0,14% -0,95% 9,38%
* as of 04/11/2014
Argie Bond Quant track record