The document summarizes the return performance of the Argie Bond Quant strategy since its inception on December 7, 2011 through May 12, 2014. Over this period, the strategy achieved an annualized return of 122.73% and had its best and worst single day returns of 5.24% and -3.84% respectively. It had an annualized volatility of 3.64% and maximum drawdown of 7.37% across the period.

1. Return
Since inception 12/07/2011 (2,43 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 05/12/2014
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 16,89%)
1/ Composite of all accounts under management. Subject to minor changes.
ABQ1/
122,73%
39,02%
36,79%
40,74%
1,11%
0,48%
0,48%
3,05%
1,85
Argie Bond Quant track record
-3,64%
5,33%
11,95%
0,77 / 0,74
-7,37%
-1,95%
12,34%

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 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% 1,11% 12,34%
* as of 05/12/2014
Argie Bond Quant track record