The document provides performance statistics for an investment portfolio since its inception on December 7, 2011, detailing annualized returns, maximum drawdown, and risk metrics such as volatility and Sharpe ratio. It compares the portfolio's performance against an index, highlighting a maximum drawdown of 27 trading days and recent returns through March 2014. Additionally, individual monthly performances are outlined for each year from 2011 to 2014.

1. Return
Since inception 12/07/2011 (2,25 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 03/07/2014
Best day
Worst day
Risk
Annualized volatility
Beta / Correlation against IAMC Bond Index
VaR1% 1 day
Maximum drawdown (27 trading days to the bottom, 14 to recover)
Risk-adjusted
Annualized Alpha vs. IAMC Bond Index
Sharpe ratio (Risk free rate 16,19%)
1/ Composite of all accounts under management. Subject to minor changes.
ABQ1/
124,08%
43,13%
36,79%
40,74%
2,48%
2,48%
0,47%
3,05%
2,27
Argie Bond Quant track record
-3,64%
7,18%
11,86%
0,76 / 0,74
-7,37%
-1,90%
13,02%

2. Daily data Inception date 12/07/2011 =1
Argie Bond Quant track record
0,90
1,10
1,30
1,50
1,70
1,90
2,10
2,30
2,50
D
2011
J
2012
F M A M J J A S O N D J
2013
F M A M J J A S O N D J
2014
F M
Maximum drawdown Recovery Argie Bond Quant

3. J F M* A M J J A S O N D Year
2011 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% 1,12% 40,74%
2014 8,50% 1,64% 2,48% 13,02%
* as of 03/07/2014
Argie Bond Quant track record