The document provides performance metrics for the Argie Bond Quant portfolio from inception in December 2011 through September 20, 2013. Over this period, the annualized return was 2.44% with an annualized volatility of 11.23%. The maximum single-day loss was 7.37% and the maximum drawdown was 41.03%. The annualized alpha versus the IAMC Bond Index was 0.61% with a Sharpe ratio of 3.05%.

1. Return
Since inception 12/07/2011
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 09/20/2013
Best day
Worst day
Risk
Annualized volatility
Beta / Correlation against IAMC Bond Index
VaR1% 1 day
Maximum drawdown
Risk-adjusted
Annualized Alpha vs. IAMC Bond Index
Sharpe ratio (Risk free rate 14,89%)
1/ Composite of all accounts under management. Subject to minor changes.
2,44
Argie Bond Quant track record
-3,64%
11,23%
10,69%
0,70 / 0,72
-7,37%
-1,56%
ABQ1/
84,79%
41,03%
36,79%
31,18%
8,96%
3,25%
0,61%
3,05%

2. Daily data Inception date 12/07/2011 =1
Argie Bond Quant 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 S
Maximum drawdown Recovery ABQ Portfolio

3. J F M A M J J A S* O N D Year
2011 2,98% 2,98%
2012 4,49% 3,49% 2,63% 0,68% -1,85% 4,78% 5,24% 1,16% 4,44% -1,42% 2,31% 6,16% 36,79%
2013 6,17% -3,84% 4,93% 6,48% -2,74% -0,43% 6,34% 2,49% 8,96% 31,18%
* as of 09/20/2013
Argie Bond Quant track record