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 101.95% and annualized returns of 39.94% in 2012 and 36.79% in 2013. Risk metrics for the fund include an annualized volatility of 3.05% and maximum drawdown of 7.37%. The fund has outperformed its benchmark index with an annualized alpha of 8.60% and Sharpe ratio of 2.12.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,09 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 01/10/2014
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 15,56%)
1/ Composite of all accounts under management. Subject to minor changes.
101,95%
39,94%
36,79%
40,74%
1,86%
1,86%
1,27%
0,52%
3,05%
-3,64%
11,50%
0,76 / 0,73
-1,64%
-7,37%
8,60%
2,12

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 J
2011
2012
2013
2014
Maximum drawdown
Recovery
Argie Bond Quant

3. Argie Bond Quant track record
J*
F
M
A
M
J
J
A
S
O
N
Year
2,98%
2011
D
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%
1,12%
40,74%
2014
1,86%
* as of 01/10/2014
1,86%