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.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,00 years)
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 12/06/2013
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 15,33%)
1/ Composite of all accounts under management. Subject to minor changes.
96,31%
40,17%
36,79%
39,35%
0,12%
0,12%
1,06%
3,05%
-3,64%
11,60%
0,76 / 0,73
-1,68%
-7,37%
9,02%
2,14

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 J A S O N D J F M A M J J A S O N D
2011
2012
2013
Maximum drawdown
Recovery
Argie Bond Quant

3. Argie Bond Quant track record
J
F
M
A
M
J
J
A
S
O
N
2011
D* Year
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%
8,70%
-1,06%
0,12%
39,35%
* as of 12/06/2013