This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through October 1, 2013. It shows annualized returns of 2.21% for 2012 and 10.34% year-to-date in 2013. Risk metrics include an annualized volatility of 10.7% and maximum drawdown of 7.37%. Risk-adjusted returns are negative with an alpha of -0.78% and Sharpe ratio of -1.42 versus the IAMC Bond Index.

1. Return
Since inception 12/07/2011
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 10/01/2013
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 14,94%)
1/ Composite of all accounts under management. Subject to minor changes.
2,21
Argie Bond Quant track record
-3,64%
10,34%
10,70%
0,70 / 0,72
-7,37%
-1,56%
ABQ1/
80,89%
38,58%
36,79%
28,41%
-0,78%
-1,42%
-0,78%
3,05%

2. Daily data Inception date 12/07/2011 =1
Argie Bond Quant track record
0,90
1,10
1,30
1,50
1,70
1,90
2,10
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 O
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% 7,49% -0,78% 28,41%
* as of 10/01/2013
Argie Bond Quant track record