1. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio IAMC Index
Return
Since inception 12/07/2011 29,28% 32,00%
Annualized 35,44% 38,81%
Year to date 25,54% 27,04%
Month to date -1,03% -0,13%
Week to date -1,72% -2,39%
Last day 10/11/2012 0,34% -0,29%
Best day 1,45% 1,71%
Worst day -1,53% -1,53%
Daily Alpha against IAMC Bond Index 5 pb -
Annualized Alpha 12,00% -
Risk
Annualized volatility 8,51% 9,22%
Beta against IAMC Bond Index 0,60 1,00
Correlation against IAMC Bond Index 0,65 1,00
Maximum drawdown -5,21% -5,85%
1/ Suject to minor changes
For more info go to PRACK Asset Management's company profile in LinkedIn.
2. Argie Bond Quant Portfolio track record
Daily data Inception date 12/07/2011 =1
1,40
1,35
1,30
1,25
ABQ Portfolio
1,20
1,15
1,10
1,05 IAMC Index
1,00
0,95
0,90
D J F M A M J J A S
2012
2011