- The document provides performance metrics for the Argie Bond Quant fund from inception on December 7, 2011 through May 9, 2014. It includes annualized returns, returns by year and month, as well as risk metrics like volatility, maximum drawdown, and Sharpe ratio. The fund has achieved annualized returns of 1.84% with maximum drawdowns of up to 38.91% and Sharpe ratio of 0.63.

1. Return
Since inception 12/07/2011 (2,42 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 05/09/2014
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 16,88%)
1/ Composite of all accounts under management. Subject to minor changes.
1,84
Argie Bond Quant track record
-3,64%
5,09%
11,96%
0,77 / 0,74
-7,37%
-1,95%
11,80%
ABQ1/
121,67%
38,91%
36,79%
40,74%
0,63%
0,63%
0,69%
3,05%

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 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% 0,14% 0,61% 0,63% 11,80%
* as of 05/09/2014
Argie Bond Quant track record