The document outlines the performance of the Argie Bond Quant track record since its inception on December 7, 2011, highlighting an annualized return of 111.06% over 2.13 years. Key metrics include a Sharpe ratio of 0.78 and maximum drawdown of -7.37%. Additionally, risks such as annualized volatility and beta relative to the IAMC Bond Index are provided.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,13 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 01/22/2014
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 15,65%)
1/ Composite of all accounts under management. Subject to minor changes.
111,06%
42,12%
36,79%
40,74%
6,45%
6,45%
0,79%
0,83%
3,05%
-3,64%
11,61%
0,78 / 0,73
-1,63%
-7,37%
8,80%
2,28

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
6,45%
* as of 01/22/2014
6,45%