The document provides a performance overview of the Argie Bond Quant track record from its inception on December 7, 2011, highlighting annualized returns, risk metrics, and maximum drawdown details. Key figures include an annualized return of 114.79% and a maximum drawdown of -27% over the period analyzed. Statistical measures such as Sharpe ratio and volatility are also discussed, indicating the risk-adjusted performance in comparison to the IAMC bond index.

1. Return
Since inception 12/07/2011 (2,33 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 04/07/2014
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 16,52%)
1/ Composite of all accounts under management. Subject to minor changes.
ABQ1/
114,79%
38,77%
36,79%
40,74%
-1,90%
-2,47%
-2,47%
3,05%
1,85
Argie Bond Quant track record
-3,64%
4,06%
12,05%
0,78 / 0,74
-7,37%
-1,96%
8,34%

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 A
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% 0,14% -1,90% 8,34%
* as of 04/07/2014
Argie Bond Quant track record