The document summarizes the performance of the Argie Bond Quant Portfolio since its inception in December 2011. It provides key metrics such as an annualized return of 39.98% and maximum drawdown of -5.21%. A chart shows the daily performance of the portfolio compared to its maximum drawdown and recovery. For more information, check the company profile of PRACK Asset Management on LinkedIn.

1. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio
Return
Since inception 12/07/2011 52,26%
Annualized 39,98%
Year 2012 37,29%
Year to date 7,69%
Month to date 5,25%
Week to date 2,00%
Last day 03/07/2013 0,51%
Best day 3,73%
Worst day -3,23%
Daily Alpha against IAMC Bond Index 3 bp
Annualized Alpha 7,84%
Risk
Annualized volatility 10,69%
Beta against IAMC Bond Index 0,72
Correlation against IAMC Bond Index 0,71
Maximum drawdown -5,21%
1/ Suject to minor changes
For more info go to PRACK Asset Management's company profile on LinkedIn.

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 M
2011
2012 2013
Maximum drawdown Recovery ABQ Portfolio