The document provides performance metrics for the ABQ Portfolio from inception in December 2011 through August 2013. It shows the portfolio has achieved annualized returns of 74.87% and annualized alpha versus the IAMC Bond Index of 3.73%. Risk metrics include annualized volatility of 11.55% and a maximum drawdown of 7.19%. The document directs the reader to PRACK Asset Management's LinkedIn profile for more information.
1. Return
Since inception 12/07/2011
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 08/23/2013
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/
74,87%
2,68%
-0,03%
38,63%
23,68%
37,29%
-3,23%
-0,63%
3,73%
11,55%
10,84%
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
1,90
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