This document provides performance metrics for the ABQ Portfolio, including annualized returns of 62.12% since inception in December 2011. It shows the portfolio has achieved annualized alpha of 0.81% against the IAMC Bond Index with annualized volatility of 10.51% and maximum drawdown of -5.21%. For more information, check the LinkedIn profile for PRACK Asset Management.

1. Return
Since inception 12/07/2011
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 06/10/2013
Best day
Worst day
Annualized Alpha vs. IAMC Bond Index
Risk
Annualized volatility
Beta against IAMC Bond Index
Correlation against IAMC Bond Index
Maximum drawdown
1/ Suject to minor changes
ABQ Portfolio
1/
62,12%
0,47%
0,81%
37,76%
14,66%
37,29%
-3,23%
0,81%
3,73%
10,51%
10,90%
0,71
-5,21%
0,72
Argie Bond Quant Portfolio track record
For more info go to PRACK Asset Management's company profile on LinkedIn.

2. Daily data Inception date 12/07/2011 =1
Argie Bond Quant Portfolio track record
0,90
1,00
1,10
1,20
1,30
1,40
1,50
1,60
1,70
1,80
D
2011
J
2012
F M A M J J A S O N D J
2013
F M A M J
Maximum drawdown Recovery ABQ Portfolio