Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 96.94% overall. It has annualized returns of 39.06% and 36.79% for 2012 and year-to-date 2013 respectively. However, it also displays volatility with an annualized volatility of 11.53% and maximum drawdown of 7.37%. Risk-adjusted returns have also been positive with an annualized alpha of 7.99% and Sharpe ratio of 2.05 outperforming the bond market index.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
This document summarizes the performance of the Argie Bond Quant fund since its inception on December 7, 2011 through June 23, 2014. Some key highlights include:
- An annualized return of 129.40% since inception and annualized returns of 38.58% in 2012, 36.79% in 2013, and 15.70% year-to-date in 2014.
- Maximum drawdown of 12.95% and annualized volatility of 5.63%.
- Outperformance compared to the IAMC Bond Index with an annualized alpha of 4.76% and Sharpe ratio of 0.90.
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 is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 96.94% overall. It has annualized returns of 39.06% and 36.79% for 2012 and year-to-date 2013 respectively. However, it also displays volatility with an annualized volatility of 11.53% and maximum drawdown of 7.37%. Risk-adjusted returns have also been positive with an annualized alpha of 7.99% and Sharpe ratio of 2.05 outperforming the bond market index.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
This document summarizes the performance of the Argie Bond Quant fund since its inception on December 7, 2011 through June 23, 2014. Some key highlights include:
- An annualized return of 129.40% since inception and annualized returns of 38.58% in 2012, 36.79% in 2013, and 15.70% year-to-date in 2014.
- Maximum drawdown of 12.95% and annualized volatility of 5.63%.
- Outperformance compared to the IAMC Bond Index with an annualized alpha of 4.76% and Sharpe ratio of 0.90.
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.
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through February 2014. Over this 2.2 year period, the fund achieved a return of 111.12% and annualized returns of 40.51% in 2012 and 36.79% in 2013. The fund has exhibited higher risk than the IAMC Bond Index with an annualized volatility of 3.05% and maximum drawdown of -7.37%, but has also achieved an annualized alpha of 6.60% and Sharpe ratio of 2.06, indicating strong risk-adjusted returns.
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%.
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%.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 93.92% overall. It has annualized returns of 38.94% for 2012 and 36.79% year-to-date for 2013. However, it also displays 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 7.99% and Sharpe ratio of 2.04.
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 is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 93.35% overall. It has an annualized return of 38.3% and low volatility of 3.05%. The fund's risk-adjusted returns are also high, with an annualized alpha of 7.79% and Sharpe ratio of 1.98 compared to its bond index benchmark. However, it also experienced draws down of up to 7.37% at its worst point.
The document summarizes the return performance of the Argie Bond Quant strategy since its inception on December 7, 2011 through May 12, 2014. Over this period, the strategy achieved an annualized return of 122.73% and had its best and worst single day returns of 5.24% and -3.84% respectively. It had an annualized volatility of 3.64% and maximum drawdown of 7.37% across the period.
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through February 2014. Over this 2.2 year period, the fund achieved a return of 111.12% and annualized returns of 40.51% in 2012 and 36.79% in 2013. The fund has exhibited higher risk than the IAMC Bond Index with an annualized volatility of 3.05% and maximum drawdown of -7.37%, but has also achieved an annualized alpha of 6.60% and Sharpe ratio of 2.06, indicating strong risk-adjusted returns.
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%.
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%.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 93.92% overall. It has annualized returns of 38.94% for 2012 and 36.79% year-to-date for 2013. However, it also displays 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 7.99% and Sharpe ratio of 2.04.
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 is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 93.35% overall. It has an annualized return of 38.3% and low volatility of 3.05%. The fund's risk-adjusted returns are also high, with an annualized alpha of 7.79% and Sharpe ratio of 1.98 compared to its bond index benchmark. However, it also experienced draws down of up to 7.37% at its worst point.
The document summarizes the return performance of the Argie Bond Quant strategy since its inception on December 7, 2011 through May 12, 2014. Over this period, the strategy achieved an annualized return of 122.73% and had its best and worst single day returns of 5.24% and -3.84% respectively. It had an annualized volatility of 3.64% and maximum drawdown of 7.37% across the period.
ITG-Nov15-MgmtBrief-Cost-Benefit-Comparison-IBM-VMwareMichael Martin
This document compares the costs of using IBM Spectrum Virtualize and Control versus VMware storage tools over five years for three mid-sized companies. It finds that using IBM solutions reduces total costs of ownership by an average of 35% compared to VMware tools, with personnel costs reduced by 56% on average due to lower administrative overhead requirements for IBM solutions. IBM solutions also enable higher storage utilization rates and reduced reliance on more expensive tier 1 storage capacities over time. While VMware tools offer some similar capabilities, IBM solutions provide a more stable, integrated and automated approach optimized for storage administration.
This document provides guidance for writing an essay analyzing a poem using the New Critical approach. It instructs students to choose one of three provided poems and write a 500-750 word thesis-driven essay examining how elements of the poem work together to create an "organic unity." The document outlines the steps of close reading a poem, identifying tensions and how they are resolved, and using evidence from the text to support an argument about the poem's overall meaning. It also provides expectations, previously learned skills, best practices, and things to avoid in completing the assignment successfully.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and warrants that is always on the cheap side of the market.
El documento describe cómo la electricidad domina el mundo moderno y cómo nos sentiriamos si se cortara la luz. Hoy en día, gracias a Internet, las computadoras y los satélites, la mayoría de los servicios están en línea y accesibles con solo hacer clic en un enlace. La electricidad alimenta muchos artefactos que usamos diariamente como lámparas, computadoras, impresoras, radios, televisores y más.
Este documento describe los aspectos psicológicos de las fisuras labio-alveolo-palatinas tanto para padres como para hijos. Estas malformaciones congénitas ocurren en 1 de cada 700 nacimientos y pueden afectar el labio, el paladar o ambos. Los padres suelen sentirse desbordados, lo que dificulta el vínculo con el bebé. El apoyo psicológico ayuda a los padres a elaborar la situación y a los niños a ganar confianza. El tratamiento quirúrgico temprano
Un corte de energía eléctrica nos dejaría aislados del mundo debido a nuestra dependencia de la electricidad para el funcionamiento de Internet, redes de computadoras, bancos, empresas e instituciones educativas. La mayoría de los artefactos que usamos diariamente como lámparas, computadoras, radios, televisores y electrodomésticos requieren electricidad para funcionar.
This document provides the agenda for an EWRT 1C class. It includes assignments to read about feminist criticism, Andrew Marvell's poem "To His Coy Mistress," and a feminist reading of the poem. Students are to revise and submit their first essay by Saturday noon. The homework is to post a discussion on feminist theory or criticism and bring copies of the Marvell poem and feminist reading to next class.
Presentation given at the California Council of Social Studies 2013. Teaching writing is a must, but how can we do it and not spend hours and hours grading? Check out the idea of targeting one skill to ease the process. For more information, contact nicole@dirtpathpublishing.com or visit nicolelusiani.com/teacher-tribe
Este documento describe los estilos de aprendizaje y los sistemas de representación. Existen cuatro estilos principales - visual, auditivo, kinestésico y el modelo de David Kolb que incluye los estilos activo, teórico, reflexivo y pragmático. Cada persona aprende de manera diferente dependiendo de cómo procesa la información a través de la vista, el oído o el tacto.
Yokoten é um conceito da Toyota que significa "copiar e melhorar as idéias kaizen". Isso não significa simplesmente copiar práticas de outras empresas, mas sim aprender com os outros, melhorar as idéias e implementá-las. O papel dos gerentes é conscientizar as pessoas sobre boas práticas para que possam aprender e melhorar por conta própria, e não simplesmente impor cópias.
Este documento presenta una discusión sobre la enseñanza de la composición escrita intercultural, el multilingüismo y las tecnologías. Explora conceptos como la metacognición de la escritura, la interacción sociocultural, el currículum académico, y métodos para enseñar a escribir de manera recursiva y diversa tomando en cuenta factores como la identidad sociocultural y el uso de herramientas tecnológicas. El documento es obra de la Dra. Rosario Arroyo González de la Universidad de Granada.
El documento define conceptos clave como ley, moral, cultura, ciudad y acción colectiva. La ley establece normas de comportamiento para evitar conflictos. La moral guía las acciones correctas e incorrectas de acuerdo a valores. La cultura incluye conocimientos y costumbres aprendidos socialmente. Una ciudad es un centro urbano poblado donde se desarrollan actividades económicas. La acción colectiva es la cooperación de un grupo para alcanzar un objetivo común.
This document discusses managing and reporting database information in Microsoft Access. It describes how to create forms and queries, generate reports, print labels, and share database files. Key topics covered include using the Form Wizard to create customized data entry forms, sorting and searching records in a table, building queries to retrieve matching records, formatting reports for printing, and encrypting database files for secure sharing.
Un profesor universitario desafió a sus estudiantes preguntando si Dios creó todo, incluyendo el mal. Un estudiante llamado Albert Einstein defendió que el mal, el frío y la oscuridad no existen por sí mismos, sino que son una ausencia de Dios, calor y luz respectivamente. El profesor no pudo refutar los argumentos de Einstein y se quedó sin palabras.
El documento resume los logros del gobierno constitucional ecuatoriano durante 21 meses, incluyendo establecer la estabilidad democrática de manera continua. Insta a los ecuatorianos a seguir siendo serios y honestos, y que sus obras, más que sus palabras, demuestren sus intenciones de trabajar arduamente con solidaridad en lugar de participar en paros, huelgas o rumores.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 94.92% overall. In 2012 it returned 36.79% and has returned 38.37% year-to-date in 2013. The fund exhibits moderate risk, with an annualized volatility of 3.05% and maximum drawdown of 7.37%. It has significantly outperformed its benchmark index with an annualized alpha of 8.27% and Sharpe ratio of 2.07, demonstrating excellent risk-adjusted returns.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 94.15% overall. It has annualized returns of 39.66% for 2012 and 36.79% year-to-date for 2013. However, it also displays volatility, with an annualized volatility of 3.05% and maximum drawdown of 7.37%. The fund has low correlation of 0.73 with its benchmark index and has achieved positive risk-adjusted returns as demonstrated by its annualized alpha of 8.48% and Sharpe ratio of 2.10.
The Argie Bond Quant track record shows returns since inception on December 7, 2011. Over this period the fund has achieved an annualized return of 38.34% and a total return of 92.43%. Risk metrics include an annualized volatility of 3.05% and maximum drawdown of -7.37%. The fund has outperformed the IAMC Bond Index with an annualized alpha of 7.64% and Sharpe ratio of 1.98, demonstrating strong risk-adjusted returns.
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.
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.
- 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%
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 97.40% overall. It has an annualized return of 41.11% and year-to-date returns of 36.79%. However, it also experiences volatility, with an annualized volatility of 11.59% and maximum drawdown of -7.37%. The fund has strong risk-adjusted returns with an annualized alpha of 9.78% and Sharpe ratio of 2.23 compared to the IAMC Bond Index.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 96.08% over 1.98 years. It has an annualized return of 40.56% and year-to-date returns of 36.79%. However, it also displays volatility, with an annualized volatility of 11.59% and maximum drawdown of -7.37%. Risk-adjusted returns have also been positive, with an annualized alpha of 9.11% and Sharpe ratio of 2.18 compared to the bond index.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 96.20% overall. Annualized returns are 40.74% with annualized volatility of 3.05% and a beta of 0.75 correlated with the IAMC Bond Index. The fund's Sharpe ratio of 2.20 indicates strong risk-adjusted returns. Maximum drawdown was -7.37% indicating relatively low downside risk. Monthly returns have been consistently positive with the exception of a few months, demonstrating the fund's resilience through changing market conditions.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and warrants that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and warrants that is always on the cheap side of the market.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and warrants that is always on the cheap side of the market.
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through January 2014. Over this period, the fund achieved a return of 115.12% and annualized returns of 42.80% in 2012 and 36.79% in 2013. The fund's annualized volatility was 3.05% with a maximum drawdown of -7.37% and Sharpe ratio of 2.30, outperforming the IAMC Bond Index with an annualized alpha of 8.66%.
This document summarizes the return and risk statistics for the Argie Bond Quant fund from inception on December 7, 2011 through March 10, 2014. Over this period, the fund achieved an annualized return of 123.55% and maximum drawdowns of -7.37% and -1.90%. The fund has exhibited lower risk than the IAMC Bond Index with an annualized volatility of 7.17% and beta of 0.76.
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.
1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,05 years)
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 12/26/2013
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 15,46%)
1/ Composite of all accounts under management. Subject to minor changes.
94,75%
38,36%
36,79%
38,24%
-0,68%
1,20%
-0,08%
3,05%
-3,64%
11,52%
0,76 / 0,73
-1,66%
-7,37%
7,71%
1,99
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%
-0,68%
38,24%
* as of 12/26/2013