The document provides a detailed performance report of the Argie Bond Quant track record since its inception on December 7, 2011. It includes annualized returns, maximum drawdown statistics, and risk-adjusted metrics such as the Sharpe ratio and beta against the IAMC bond index. The data shows varying performance across the years, highlighting both gains and losses throughout the reported time frame.

1. Return
Since inception 12/07/2011 (2,49 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 06/05/2014
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 17,12%)
1/ Composite of all accounts under management. Subject to minor changes.
1,81
Argie Bond Quant track record
-3,64%
5,11%
11,86%
0,73 / 0,73
-7,37%
-1,95%
13,72%
ABQ1/
125,47%
38,53%
36,79%
40,74%
-0,41%
-0,41%
0,37%
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 J
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% 2,78% -0,41% 13,72%
* as of 06/05/2014
Argie Bond Quant track record