The Argie Bond Quant track record shows an annualized return of 92.72% since its inception on December 7, 2011. As of December 16, 2013, the fund has demonstrated notable performance metrics, including a Sharpe ratio of 1.98 and a maximum drawdown of -7.37%. The data reflects significant volatility and risk-adjusted returns against the IAMC bond index.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,03 years)
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 12/16/2013
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 15,40%)
1/ Composite of all accounts under management. Subject to minor changes.
92,72%
38,26%
36,79%
36,80%
-1,71%
0,15%
0,15%
3,05%
-3,64%
11,57%
0,76 / 0,73
-1,67%
-7,37%
7,69%
1,98

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%
-1,71%
36,80%
* as of 12/16/2013