The document summarizes the track record of the Argie Bond Quant Portfolio from inception in December 2011 through February 2013. It provides key performance metrics such as annualized returns of 37.87%, maximum drawdown of -5.21%, and daily alpha against the bond index of 3 basis points. Risk metrics like annualized volatility of 10.10% and beta of 0.69 against the bond index are also included. A chart shows the portfolio's performance compared to its maximum drawdown and recovery.

1. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio
Return
Since inception 12/07/2011 47,94%
Annualized 37,87%
Year 2012 37,29%
Year to date 4,63%
Month to date -1,49%
Week to date -1,22%
Last day 02/26/2013 0,01%
Best day 3,73%
Worst day -3,23%
Daily Alpha against IAMC Bond Index 3 bp
Annualized Alpha 8,78%
Risk
Annualized volatility 10,10%
Beta against IAMC Bond Index 0,69
Correlation against IAMC Bond Index 0,71
Maximum drawdown -5,21%
1/ Suject to minor changes
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2. 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