This document summarizes the performance of the ABQ Portfolio, a quantitative bond portfolio, since its inception on December 7, 2011. It provides annualized and year-to-date returns, along with various risk metrics like annualized volatility, beta, correlation, and maximum drawdown compared to an index. For more information, it directs the reader to PRACK Asset Management's LinkedIn profile.
1. Return
Since inception 12/07/2011
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 08/06/2013
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/
71,69%
0,81%
0,58%
38,38%
21,43%
37,29%
-3,23%
0,44%
3,73%
11,38%
10,93%
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