The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, with a 93.72% total return and annualized returns of 42.74%. It has moderate risk, with an annualized volatility of 11% and maximum drawdown of 7.37%. The fund has outperformed its benchmark index with an annualized alpha of 11.2% and Sharpe ratio of 2.52, demonstrating strong risk-adjusted returns.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 10/16/2013
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 15,03%)
1/ Composite of all accounts under management. Subject to minor changes.
93,72%
42,74%
36,79%
37,51%
6,26%
5,96%
0,10%
3,05%
-3,64%
11,00%
0,72 / 0,72
-1,56%
-7,37%
11,20%
2,52

2. Argie Bond Quant track record
Daily data
Inception date 12/07/2011 =1
2,10
1,90
1,70
1,50
1,30
1,10
0,90
D J F M A M J
2011
2012
J
Maximum drawdown
A S O N D
J F M A M J
2013
Recovery
J
A S O
ABQ Portfolio

3. Argie Bond Quant track record
J
F
M
A
M
J
J
A
S
O*
N
2012
4,49%
3,49%
2,63%
0,68%
-1,85%
4,78%
5,24%
1,16%
4,44%
-1,42%
2013
6,17%
-3,84%
4,93%
6,48%
-2,74%
-0,43%
6,34%
2,49%
7,49%
6,26%
* as of 10/16/2013
2,31%
Year
2,98%
2011
D
2,98%
6,16%
36,79%
37,51%