The document provides performance metrics for the ABQ Portfolio from inception in December 2011 through mid-July 2013. It shows the portfolio's annualized and year-to-date returns, monthly returns, and best and worst single-day performances. It also includes risk metrics like annualized volatility, beta, correlation, and maximum drawdown compared to an index.
1. Return
Since inception 12/07/2011
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 07/16/2013
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/
68,60%
5,13%
1,30%
38,37%
19,24%
37,29%
-3,23%
0,44%
3,73%
12,54%
11,07%
0,71
-7,19%
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 J
Maximum drawdown Recovery ABQ Portfolio