The Argie Bond Quant Portfolio has generated strong returns since its inception in December 2011, including a 56.68% total return and 41.78% annualized return. It has achieved these returns with relatively low risk, as shown by its annualized volatility of 10.63% and beta of 0.72 against the IAMC Bond Index. However, it also experienced a maximum drawdown of 5.21% during this period. For more information, check PRACK Asset Management's LinkedIn profile.

1. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio
Return
Since inception 12/07/2011 56,68%
Annualized 41,78%
Year 2012 37,29%
Year to date 10,81%
Month to date 8,30%
Week to date 0,23%
Last day 03/20/2013 0,43%
Best day 3,73%
Worst day -3,23%
Annualized Alpha vs. IAMC Bond Index 8,10%
Risk
Annualized volatility 10,63%
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
1,70
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