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.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (1,9 years)
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 11/14/2013
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 15,20%)
1/ Composite of all accounts under management. Subject to minor changes.
102,07%
43,81%
36,79%
43,44%
1,97%
-0,85%
0,19%
3,05%
-3,64%
11,09%
0,73 / 0,72
-1,56%
-7,37%
11,62%
2,58

2. Argie Bond Quant track record
Daily data
Inception date 12/07/2011 =1
2,30
2,10
1,90
1,70
1,50
1,30
1,10
0,90
D J F M A M J
2011
2012
J A S O N D
Maximum drawdown
J F M A M J
2013
Recovery
J A S O N
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%
2,31%
2013
6,17%
-3,84%
4,93%
6,48%
-2,74%
-0,43%
6,34%
2,49%
7,49%
8,70%
1,97%
* as of 11/14/2013
Year
2,98%
2011
D
2,98%
6,16%
36,79%
43,44%