The document provides performance metrics for the ABQ Portfolio, including returns since inception in December 2011, annualized returns for 2012 and year-to-date, as well as monthly, weekly, and daily returns. It also lists the best and worst single days, annualized alpha, risk measures like volatility and beta, and maximum drawdown of 7.19%.
1. Return
Since inception 12/07/2011
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 08/02/2013
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/
70,70%
6,45%
-0,39%
38,20%
20,73%
37,29%
-3,23%
0,44%
3,73%
11,80%
10,96%
0,70
-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 A
Maximum drawdown Recovery ABQ Portfolio