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.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011 (2,20 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 02/18/2014
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 15,98%)
1/ Composite of all accounts under management. Subject to minor changes.
111,12%
40,51%
36,79%
40,74%
6,49%
-1,86%
-1,66%
-1,12%
3,05%
-3,64%
11,89%
0,76 / 0,74
-1,92%
-7,37%
6,60%
2,06

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 F
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
8,50%
-1,86%
* as of 02/18/2014
6,49%