The Argie Bond Quant Portfolio has generated strong returns since its inception in December 2011, with a return of 54.54% and annualized return of 41.01%. The portfolio has lower volatility than the market, with an annualized volatility of 10.64% and beta of 0.72 compared to its benchmark index. However, it also experienced its largest drawdown of 5.21%.

1. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio
Return
Since inception 12/07/2011 54,54%
Annualized 41,01%
Year 2012 37,29%
Year to date 9,30%
Month to date 6,83%
Week to date 1,60%
Last day 03/13/2013 0,32%
Best day 3,73%
Worst day -3,23%
Annualized Alpha vs. IAMC Bond Index 7,49%
Risk
Annualized volatility 10,64%
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