The Argie Bond Quant track record indicates an annualized return of 109.32% since its inception on December 7, 2011, with substantial performance data across various periods. The document highlights key metrics such as maximum drawdown, risk-adjusted returns, and volatility measures, showing significant performance fluctuations over the years. As of January 21, 2014, the quant strategy has experienced a maximum drawdown of -7.37% and a Sharpe ratio of 0.77.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,12 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 01/21/2014
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 15,64%)
1/ Composite of all accounts under management. Subject to minor changes.
109,32%
41,64%
36,79%
40,74%
5,58%
5,58%
-0,04%
0,42%
3,05%
-3,64%
11,61%
0,77 / 0,73
-1,63%
-7,37%
8,77%
2,24

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
5,58%
* as of 01/21/2014
5,58%