Argie bond quant track record
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The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved a return of 101.37% and annualized volatility of 3.05%. On a risk-adjusted basis, the fund outperformed its benchmark index with an annualized alpha of 12.02% and Sharpe ratio of 2.73. The maximum drawdown was 7.37% and value at risk at the 1% level was -1.56% for a 1 day period.
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Argie bond quant track record
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved annualized returns of 45.79% and total returns of 102.97%, with annualized volatility of 3.05% and a maximum drawdown of 7.37%. Risk-adjusted returns were strong as well, with an annualized alpha of 12.31% and Sharpe ratio of 2.77 compared to the IAMC Bond Index. Monthly returns are provided for 2012 and 2013, with year-to-date returns of 36.79% and month-to-date returns of 44.08% as of the last date shown.
Argie bond quant track record
The Argie Bond Quant track record shows that since its inception in December 2011, the portfolio has achieved returns of 102.07% and annualized returns of 43.81%. It has outperformed the IAMC Bond Index with an annualized alpha of 11.62% and Sharpe ratio of 2.58. However, it also displays more risk with an annualized volatility of 11.09% and maximum drawdown of -7.37% compared to the index. The monthly returns have varied widely both positively and negatively over the past two years.
Argie bond quant track record
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved annualized returns of 44.44% and cumulative returns of 100.48%. Risk metrics included annualized volatility of 3.05%, a beta of -3.64%, and a maximum drawdown of 7.37%. The fund outperformed its benchmark index with an annualized alpha of 11.69% and a Sharpe ratio of 2.65.
Argie bond quant track record
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 102.21% overall. On an annualized basis, it has returned 45.34% for 2012 and 36.79% year-to-date for 2013. It has exhibited low volatility of 3.05% annually and has outperformed the IAMC Bond Index with an annualized alpha of 12.18% and a Sharpe ratio of 2.74, demonstrating strong risk-adjusted returns.
Argie bond quant track record
The Argie Bond Quant fund has achieved a 103.81% return since its inception in December 2011, equivalent to an annualized return of 44.91%. In the year to date period it has returned 36.79%, while returning 44.68% in the month to date period and 2.85% on the last day reported, November 8th 2013. The fund exhibits moderate risk with an annualized volatility of 11.12% and maximum drawdown of -7.37%. It has outperformed its benchmark index with an annualized alpha of 12.05% and Sharpe ratio of 2.68.
Argie bond quant track record
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 102.4% total as of October 22, 2013. It has annualized returns of 45.65% and year-to-date returns of 36.79%. However, it also experiences volatility, with an annualized volatility of 3.05% and maximum drawdown of 7.37%. Risk-adjusted returns have also been positive, with an annualized alpha of 12.34% and Sharpe ratio of 2.76.
Argie bond quant track record
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.
Argie bond quant track record
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.
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Argie bond quant track record
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved annualized returns of 45.79% and total returns of 102.97%, with annualized volatility of 3.05% and a maximum drawdown of 7.37%. Risk-adjusted returns were strong as well, with an annualized alpha of 12.31% and Sharpe ratio of 2.77 compared to the IAMC Bond Index. Monthly returns are provided for 2012 and 2013, with year-to-date returns of 36.79% and month-to-date returns of 44.08% as of the last date shown.
Argie bond quant track record
The Argie Bond Quant track record shows that since its inception in December 2011, the portfolio has achieved returns of 102.07% and annualized returns of 43.81%. It has outperformed the IAMC Bond Index with an annualized alpha of 11.62% and Sharpe ratio of 2.58. However, it also displays more risk with an annualized volatility of 11.09% and maximum drawdown of -7.37% compared to the index. The monthly returns have varied widely both positively and negatively over the past two years.
Argie bond quant track record
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved annualized returns of 44.44% and cumulative returns of 100.48%. Risk metrics included annualized volatility of 3.05%, a beta of -3.64%, and a maximum drawdown of 7.37%. The fund outperformed its benchmark index with an annualized alpha of 11.69% and a Sharpe ratio of 2.65.
Argie bond quant track record
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 102.21% overall. On an annualized basis, it has returned 45.34% for 2012 and 36.79% year-to-date for 2013. It has exhibited low volatility of 3.05% annually and has outperformed the IAMC Bond Index with an annualized alpha of 12.18% and a Sharpe ratio of 2.74, demonstrating strong risk-adjusted returns.
Argie bond quant track record
The Argie Bond Quant fund has achieved a 103.81% return since its inception in December 2011, equivalent to an annualized return of 44.91%. In the year to date period it has returned 36.79%, while returning 44.68% in the month to date period and 2.85% on the last day reported, November 8th 2013. The fund exhibits moderate risk with an annualized volatility of 11.12% and maximum drawdown of -7.37%. It has outperformed its benchmark index with an annualized alpha of 12.05% and Sharpe ratio of 2.68.
Argie bond quant track record
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 102.4% total as of October 22, 2013. It has annualized returns of 45.65% and year-to-date returns of 36.79%. However, it also experiences volatility, with an annualized volatility of 3.05% and maximum drawdown of 7.37%. Risk-adjusted returns have also been positive, with an annualized alpha of 12.34% and Sharpe ratio of 2.76.
Argie bond quant track record
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.
Argie bond quant track record
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.
Argie bond quant track record
The Argie Bond Quant fund has achieved returns of 100.17% since its inception in December 2011, with annualized returns of 45.11% and year-to-date returns of 36.79%. The fund exhibits moderate risk, with annualized volatility of 11.10% and a beta of 0.72 relative to its benchmark index. Risk-adjusted returns have been strong, with an annualized alpha of 12% and Sharpe ratio of 2.71.
Argie bond quant track record
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, returning 102.14% overall. Annualized returns have been 44.52% for 2012 and 36.79% year-to-date in 2013. Risk metrics also appear favorable, with annualized volatility of 11.10% and a Sharpe ratio of 2.65, indicating strong risk-adjusted returns. Monthly returns have varied but have mostly been positive.
Argie bond quant track record
The Argie Bond Quant track record shows that since its inception in December 2011, the fund has achieved a return of 102.06% and annualized returns of 43.96%. Key performance metrics for the past year include a 36.79% year-to-date return and maximum monthly gains of 8.70% and 7.49%. However, the fund also experienced losses such as a single-day drop of 3.84% and maximum drawdown of 7.37% over the period.
Argie bond quant track record
The Argie Bond Quant fund has achieved a 103.33% return since its inception in December 2011, representing an annualized return of 44.5%. Its annualized volatility is 3.05% with a beta of -3.64 relative to the IAMC Bond Index. The maximum single-day loss was 0.24% on November 11, 2013 while the maximum drawdown was 7.37%. Risk-adjusted returns have been strong with an annualized alpha of 11.86% and Sharpe ratio of 2.64.
Argie bond quant track record
This document summarizes the performance of the Argie Bond Quant portfolio from inception in December 2011 through October 2013. Over this period, the annualized return was 2.52% with an annualized volatility of 11.39%. The maximum single-day loss was 7.37% and the maximum drawdown was 42.29%. The portfolio has an annualized alpha of 0.37% compared to the IAMC Bond Index and a Sharpe ratio of 3.05%.
Argie bond quant portfolio track record
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through September 18, 2013. Over this period, the annualized return was 2.36% and the annualized volatility was 10.71%. The maximum drawdown was 7.37% and the Sharpe ratio, a measure of risk-adjusted return, was 1.11%.
Argie bond quant portfolio track record
This document provides performance metrics for an Argentinian bond quantitative investment strategy called Argie Bond Quant from inception in December 2011 through September 2013. Some key metrics include: an annualized return of 83.66%, annualized volatility of 2.41%, a maximum drawdown of 11.21%, an annualized alpha versus the IAMC Bond Index of -3.64%, and a Sharpe ratio of 0.70. Risk-adjusted returns have been negative compared to the bond index benchmark.
Argie bond quant track record
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through October 7, 2013. It shows the portfolio's annualized and year-to-date returns, as well as risk metrics like annualized volatility, beta, value at risk, and maximum drawdown. Key performance numbers include an annualized return of 2.38%, a year-to-date return of 10.77%, and maximum drawdown of 7.37%.
Argie bond quant track record
The Argie Bond Quant track record shows annualized returns of 45.35% since inception in December 2011, with annualized volatility of 11.12% and a Sharpe ratio of 2.71. On a month-to-date basis, returns are 3.34% with a maximum 1-day drawdown of -3.64%. Risk metrics include a beta of 0.73 when compared to the IAMC Bond Index and 1% 1-day Value at Risk of -1.56%.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through October 3, 2013. It shows the annualized return since inception was 2.27% with annualized volatility of 10.69%. The maximum single-day loss was 7.37% and the portfolio has recovered from its maximum drawdown of 16.56%. Risk-adjusted returns include an annualized alpha of 0.28% and a Sharpe ratio of 0.26%.
Argie bond quant track record
The Argie Bond Quant track record shows annualized returns of 97.9% since inception in December 2011, with annualized volatility of 11.11% and a Sharpe ratio of 2.54. On a monthly basis, returns have ranged from -3.84% to 8.39% in 2013. The maximum single-day loss was 1.79% on October 30, 2013 and the strategy has recovered from a previous maximum drawdown of 7.37%.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant portfolio track record
This document summarizes the performance of the Argie Bond Quant portfolio from inception on December 7, 2011 through September 23, 2013. Over this period, the portfolio achieved an annualized return of 85.28% with an annualized volatility of 11.50% and maximum drawdown of 10.68%. On a risk-adjusted basis, the portfolio has an annualized alpha of -1.56 versus the IAMC Bond Index and a Sharpe ratio of 0.70.
Argie bond quant track record
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved a return of 96.04% and annualized volatility of 11.01%. On a risk-adjusted basis, the fund has outperformed its benchmark index with an annualized alpha of 11.49% and Sharpe ratio of 2.59. The maximum drawdown was 7.37% and value at risk at the 1% level was -1.56% for a 1 day period.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
The Argie Bond Quant track record document summarizes the performance of a quantitative bond strategy since inception on December 7, 2011. Some key highlights include: an annualized return of 43.33% for 2012, year-to-date return of 36.79% as of October 31, 2013, maximum drawdown of 7.37%, annualized alpha of 11.31% versus the IAMC Bond Index, and Sharpe ratio of 2.54. Charts also show the portfolio's daily performance track record since inception and monthly returns for 2012 and 2013.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
The Argie Bond Quant fund has achieved a return of 100.79% since its inception in December 2011, representing an annualized return of 42.47%. Key risk metrics include an annualized volatility of 3.05% and maximum drawdown of -7.37%. The fund has demonstrated strong risk-adjusted returns with an annualized alpha of 10.28% and Sharpe ratio of 2.37 against the IAMC Bond Index. Monthly performance has varied between gains of 8.7% and losses of -3.84% but the fund has recovered well from its maximum drawdown.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
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Argie bond quant track record
The Argie Bond Quant fund has achieved returns of 100.17% since its inception in December 2011, with annualized returns of 45.11% and year-to-date returns of 36.79%. The fund exhibits moderate risk, with annualized volatility of 11.10% and a beta of 0.72 relative to its benchmark index. Risk-adjusted returns have been strong, with an annualized alpha of 12% and Sharpe ratio of 2.71.
Argie bond quant track record
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, returning 102.14% overall. Annualized returns have been 44.52% for 2012 and 36.79% year-to-date in 2013. Risk metrics also appear favorable, with annualized volatility of 11.10% and a Sharpe ratio of 2.65, indicating strong risk-adjusted returns. Monthly returns have varied but have mostly been positive.
Argie bond quant track record
The Argie Bond Quant track record shows that since its inception in December 2011, the fund has achieved a return of 102.06% and annualized returns of 43.96%. Key performance metrics for the past year include a 36.79% year-to-date return and maximum monthly gains of 8.70% and 7.49%. However, the fund also experienced losses such as a single-day drop of 3.84% and maximum drawdown of 7.37% over the period.
Argie bond quant track record
The Argie Bond Quant fund has achieved a 103.33% return since its inception in December 2011, representing an annualized return of 44.5%. Its annualized volatility is 3.05% with a beta of -3.64 relative to the IAMC Bond Index. The maximum single-day loss was 0.24% on November 11, 2013 while the maximum drawdown was 7.37%. Risk-adjusted returns have been strong with an annualized alpha of 11.86% and Sharpe ratio of 2.64.
Argie bond quant track record
This document summarizes the performance of the Argie Bond Quant portfolio from inception in December 2011 through October 2013. Over this period, the annualized return was 2.52% with an annualized volatility of 11.39%. The maximum single-day loss was 7.37% and the maximum drawdown was 42.29%. The portfolio has an annualized alpha of 0.37% compared to the IAMC Bond Index and a Sharpe ratio of 3.05%.
Argie bond quant portfolio track record
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through September 18, 2013. Over this period, the annualized return was 2.36% and the annualized volatility was 10.71%. The maximum drawdown was 7.37% and the Sharpe ratio, a measure of risk-adjusted return, was 1.11%.
Argie bond quant portfolio track record
This document provides performance metrics for an Argentinian bond quantitative investment strategy called Argie Bond Quant from inception in December 2011 through September 2013. Some key metrics include: an annualized return of 83.66%, annualized volatility of 2.41%, a maximum drawdown of 11.21%, an annualized alpha versus the IAMC Bond Index of -3.64%, and a Sharpe ratio of 0.70. Risk-adjusted returns have been negative compared to the bond index benchmark.
Argie bond quant track record
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through October 7, 2013. It shows the portfolio's annualized and year-to-date returns, as well as risk metrics like annualized volatility, beta, value at risk, and maximum drawdown. Key performance numbers include an annualized return of 2.38%, a year-to-date return of 10.77%, and maximum drawdown of 7.37%.
Argie bond quant track record
The Argie Bond Quant track record shows annualized returns of 45.35% since inception in December 2011, with annualized volatility of 11.12% and a Sharpe ratio of 2.71. On a month-to-date basis, returns are 3.34% with a maximum 1-day drawdown of -3.64%. Risk metrics include a beta of 0.73 when compared to the IAMC Bond Index and 1% 1-day Value at Risk of -1.56%.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through October 3, 2013. It shows the annualized return since inception was 2.27% with annualized volatility of 10.69%. The maximum single-day loss was 7.37% and the portfolio has recovered from its maximum drawdown of 16.56%. Risk-adjusted returns include an annualized alpha of 0.28% and a Sharpe ratio of 0.26%.
Argie bond quant track record
The Argie Bond Quant track record shows annualized returns of 97.9% since inception in December 2011, with annualized volatility of 11.11% and a Sharpe ratio of 2.54. On a monthly basis, returns have ranged from -3.84% to 8.39% in 2013. The maximum single-day loss was 1.79% on October 30, 2013 and the strategy has recovered from a previous maximum drawdown of 7.37%.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant portfolio track record
This document summarizes the performance of the Argie Bond Quant portfolio from inception on December 7, 2011 through September 23, 2013. Over this period, the portfolio achieved an annualized return of 85.28% with an annualized volatility of 11.50% and maximum drawdown of 10.68%. On a risk-adjusted basis, the portfolio has an annualized alpha of -1.56 versus the IAMC Bond Index and a Sharpe ratio of 0.70.
Argie bond quant track record
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved a return of 96.04% and annualized volatility of 11.01%. On a risk-adjusted basis, the fund has outperformed its benchmark index with an annualized alpha of 11.49% and Sharpe ratio of 2.59. The maximum drawdown was 7.37% and value at risk at the 1% level was -1.56% for a 1 day period.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
The Argie Bond Quant track record document summarizes the performance of a quantitative bond strategy since inception on December 7, 2011. Some key highlights include: an annualized return of 43.33% for 2012, year-to-date return of 36.79% as of October 31, 2013, maximum drawdown of 7.37%, annualized alpha of 11.31% versus the IAMC Bond Index, and Sharpe ratio of 2.54. Charts also show the portfolio's daily performance track record since inception and monthly returns for 2012 and 2013.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
The Argie Bond Quant fund has achieved a return of 100.79% since its inception in December 2011, representing an annualized return of 42.47%. Key risk metrics include an annualized volatility of 3.05% and maximum drawdown of -7.37%. The fund has demonstrated strong risk-adjusted returns with an annualized alpha of 10.28% and Sharpe ratio of 2.37 against the IAMC Bond Index. Monthly performance has varied between gains of 8.7% and losses of -3.84% but the fund has recovered well from its maximum drawdown.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
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Argie bond quant track record
The document provides performance metrics for the Argie Bond Quant fund from inception in December 2011 through October 15, 2013. Over this period, the fund achieved an annualized return of 42.73% and total return of 93.53%. Risk metrics included annualized volatility of 3.05% and maximum drawdown of 7.37%. The fund has outperformed its benchmark index with an annualized alpha of 10.89% and Sharpe ratio of 2.52.
Argie bond quant track record
- The annualized return since inception in December 2011 is 82.35%
- The annualized volatility is 3.05% and the beta/correlation against the IAMC Bond Index is 0.70/0.72
- The maximum drawdown was 10.70% and the annualized alpha vs the IAMC Bond Index is -1.56%
Argie bond quant track record
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through September 26, 2013. Over this period, the annualized return was 2.42% with an annualized volatility of 11.64%. The maximum single-day loss was 7.37% and the maximum drawdown was 40.77%. The annualized alpha versus the IAMC Bond Index was 3.05% and the Sharpe ratio was 0.20%.
Argie bond quant track record
This document summarizes the performance of the Argie Bond Quant portfolio from inception on December 7, 2011 through September 25, 2013. Over this period, the annualized return was 84.87% and the maximum drawdown was 11.41%. On a risk-adjusted basis, the annualized alpha was 10.68% and the Sharpe ratio was 1.56.
Argie bond quant track record
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved a return of 97.60% and an annualized return of 43.26%. The fund has relatively low risk, with an annualized volatility of 3.05% and a beta of -3.64% correlated to the IAMC Bond Index. The maximum drawdown was 7.37% and the Sharpe ratio, a measure of risk-adjusted return, was a strong 2.53.
Argie bond quant track record
This document summarizes the performance of the Argie Bond Quant portfolio from inception on December 7, 2011 through October 10, 2013. Over this period, the portfolio achieved an annualized return of 44.13% and year-to-date return of 36.79%. Risk metrics for the portfolio include an annualized volatility of 2.65% and maximum drawdown of 11.61%.
Argie bond quant portfolio track record
This document summarizes the performance of the Argie Bond Quant portfolio from inception in December 2011 through September 2013. Over this period, the annualized return was 2.32% with an annualized volatility of 10.56%. The maximum single-day loss was 7.37% and the maximum drawdown was 39.64%. The portfolio has an annualized alpha of -0.31% and a Sharpe ratio of 0.74 compared to the IAMC Bond Index.
Argie bond quant track record
This document summarizes the performance of the Argie Bond Quant portfolio from inception on December 7, 2011 through October 8, 2013. Over this period, the portfolio achieved an annualized return of 90.57% and outperformed its benchmark index with an annualized alpha of -3.64%. Risk metrics for the portfolio include an annualized volatility of 11.44% and maximum drawdown of 10.86%.
Argie bond quant portfolio track record
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%.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 96.31% over 2 years. It has lower risk than the benchmark IAMC Bond Index with an annualized volatility of 11.60% and beta of 0.76. The fund's best monthly return was 8.70% while its maximum drawdown was -7.37%. Risk-adjusted returns have also been positive as it achieved an annualized alpha of 9.02% and Sharpe ratio of 2.14 outperforming the benchmark.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
This document summarizes the performance of the Argie Bond Quant portfolio from inception in December 2011 through September 2013. Over this period, the annualized return was 2.47% with an annualized volatility of 11.56%. The maximum single-day loss was 7.37% and the maximum drawdown was 41.26%. The portfolio has an annualized alpha of 0.41% and Sharpe ratio of 0.90 compared to the IAMC Bond Index.
Argie bond quant portfolio track record
This document provides performance metrics for an Argie Bond Quant portfolio from inception in December 2011 through September 2013. Some key metrics include:
- Total return since inception was 80.87%
- Annualized return for 2012 was 36.79% and year-to-date return for 2013 was 29.41%
- Maximum single-day loss was 3.05% while maximum single-day gain was 10.71%
- Annualized volatility was 2.32% and beta/correlation to bond index was 0.70/0.72
- Maximum drawdown was -7.37%
Argie bond quant track record
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through September 30, 2013. It shows the annualized return since inception was 2.27% with an annualized volatility of 11.03%. The maximum single-day loss was 7.37% and the maximum drawdown was 16.56%. The annualized alpha was -0.65% and the Sharpe ratio was 0.90.
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Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
This document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through September 2014. It shows the fund achieved annualized returns of 38.1% in 2012, 32.1% in 2013, and has achieved 28.1% year-to-date in 2014. Risk metrics include an annualized volatility of 6.75% and maximum drawdown of 13.62%. Monthly and annual returns are provided.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that ...
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that ...
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that ...
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that ...
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that ...
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that ...
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
Argie bond quant track record
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio that is always on the cheap side of the market.
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Argie bond quant track record
- 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 10/21/2013 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 15,06%) 1/ Composite of all accounts under management. Subject to minor changes. 101,37% 45,33% 36,79% 42,94% 10,45% 0,60% 0,60% 3,05% -3,64% 11,09% 0,72 / 0,72 -1,56% -7,37% 12,02% 2,73
- 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% 10,45% * as of 10/21/2013 2,31% Year 2,98% 2011 D 2,98% 6,16% 36,79% 42,94%