This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through September 26, 2013. Over this period, the annualized return was 2.42% with an annualized volatility of 11.64%. The maximum single-day loss was 7.37% and the maximum drawdown was 40.77%. The annualized alpha versus the IAMC Bond Index was 3.05% and the Sharpe ratio was 0.20%.
The document provides performance metrics for an investment fund called "Argie Bond Quant" from inception in December 2011 through May 2014. Over this period the fund achieved an annualized return of 128.31% and had an annualized volatility of 3.05%. The maximum drawdown over any 27 trading day period was -7.37% and it took 14 trading days on average to recover losses. The fund has a Sharpe ratio of 0.75, indicating relatively high returns compared to risk.
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through September 26, 2013. Over this period, the annualized return was 2.42% with an annualized volatility of 11.64%. The maximum single-day loss was 7.37% and the maximum drawdown was 40.77%. The annualized alpha versus the IAMC Bond Index was 3.05% and the Sharpe ratio was 0.20%.
The document provides performance metrics for an investment fund called "Argie Bond Quant" from inception in December 2011 through May 2014. Over this period the fund achieved an annualized return of 128.31% and had an annualized volatility of 3.05%. The maximum drawdown over any 27 trading day period was -7.37% and it took 14 trading days on average to recover losses. The fund has a Sharpe ratio of 0.75, indicating relatively high returns compared to risk.
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through October 1, 2013. It shows annualized returns of 2.21% for 2012 and 10.34% year-to-date in 2013. Risk metrics include an annualized volatility of 10.7% and maximum drawdown of 7.37%. Risk-adjusted returns are negative with an alpha of -0.78% and Sharpe ratio of -1.42 versus the IAMC Bond Index.
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved annualized returns of 45.79% and total returns of 102.97%, with annualized volatility of 3.05% and a maximum drawdown of 7.37%. Risk-adjusted returns were strong as well, with an annualized alpha of 12.31% and Sharpe ratio of 2.77 compared to the IAMC Bond Index. Monthly returns are provided for 2012 and 2013, with year-to-date returns of 36.79% and month-to-date returns of 44.08% as of the last date shown.
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through October 7, 2013. It shows the portfolio's annualized and year-to-date returns, as well as risk metrics like annualized volatility, beta, value at risk, and maximum drawdown. Key performance numbers include an annualized return of 2.38%, a year-to-date return of 10.77%, and maximum drawdown of 7.37%.
This document summarizes the performance of the Argie Bond Quant portfolio from inception on December 7, 2011 through October 8, 2013. Over this period, the portfolio achieved an annualized return of 90.57% and outperformed its benchmark index with an annualized alpha of -3.64%. Risk metrics for the portfolio include an annualized volatility of 11.44% and maximum drawdown of 10.86%.
The Argie Bond Quant fund has achieved a 103.81% return since its inception in December 2011, equivalent to an annualized return of 44.91%. In the year to date period it has returned 36.79%, while returning 44.68% in the month to date period and 2.85% on the last day reported, November 8th 2013. The fund exhibits moderate risk with an annualized volatility of 11.12% and maximum drawdown of -7.37%. It has outperformed its benchmark index with an annualized alpha of 12.05% and Sharpe ratio of 2.68.
This document summarizes the performance of the Argie Bond Quant portfolio from inception on December 7, 2011 through September 23, 2013. Over this period, the portfolio achieved an annualized return of 85.28% with an annualized volatility of 11.50% and maximum drawdown of 10.68%. On a risk-adjusted basis, the portfolio has an annualized alpha of -1.56 versus the IAMC Bond Index and a Sharpe ratio of 0.70.
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved a return of 101.37% and annualized volatility of 3.05%. On a risk-adjusted basis, the fund outperformed its benchmark index with an annualized alpha of 12.02% and Sharpe ratio of 2.73. The maximum drawdown was 7.37% and value at risk at the 1% level was -1.56% for a 1 day period.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 102.4% total as of October 22, 2013. It has annualized returns of 45.65% and year-to-date returns of 36.79%. However, it also experiences volatility, with an annualized volatility of 3.05% and maximum drawdown of 7.37%. Risk-adjusted returns have also been positive, with an annualized alpha of 12.34% and Sharpe ratio of 2.76.
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved annualized returns of 44.44% and cumulative returns of 100.48%. Risk metrics included annualized volatility of 3.05%, a beta of -3.64%, and a maximum drawdown of 7.37%. The fund outperformed its benchmark index with an annualized alpha of 11.69% and a Sharpe ratio of 2.65.
This document provides performance metrics for an Argentinian bond quantitative investment strategy called Argie Bond Quant from inception in December 2011 through September 2013. Some key metrics include: an annualized return of 83.66%, annualized volatility of 2.41%, a maximum drawdown of 11.21%, an annualized alpha versus the IAMC Bond Index of -3.64%, and a Sharpe ratio of 0.70. Risk-adjusted returns have been negative compared to the bond index benchmark.
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through October 1, 2013. It shows annualized returns of 2.21% for 2012 and 10.34% year-to-date in 2013. Risk metrics include an annualized volatility of 10.7% and maximum drawdown of 7.37%. Risk-adjusted returns are negative with an alpha of -0.78% and Sharpe ratio of -1.42 versus the IAMC Bond Index.
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved annualized returns of 45.79% and total returns of 102.97%, with annualized volatility of 3.05% and a maximum drawdown of 7.37%. Risk-adjusted returns were strong as well, with an annualized alpha of 12.31% and Sharpe ratio of 2.77 compared to the IAMC Bond Index. Monthly returns are provided for 2012 and 2013, with year-to-date returns of 36.79% and month-to-date returns of 44.08% as of the last date shown.
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through October 7, 2013. It shows the portfolio's annualized and year-to-date returns, as well as risk metrics like annualized volatility, beta, value at risk, and maximum drawdown. Key performance numbers include an annualized return of 2.38%, a year-to-date return of 10.77%, and maximum drawdown of 7.37%.
This document summarizes the performance of the Argie Bond Quant portfolio from inception on December 7, 2011 through October 8, 2013. Over this period, the portfolio achieved an annualized return of 90.57% and outperformed its benchmark index with an annualized alpha of -3.64%. Risk metrics for the portfolio include an annualized volatility of 11.44% and maximum drawdown of 10.86%.
The Argie Bond Quant fund has achieved a 103.81% return since its inception in December 2011, equivalent to an annualized return of 44.91%. In the year to date period it has returned 36.79%, while returning 44.68% in the month to date period and 2.85% on the last day reported, November 8th 2013. The fund exhibits moderate risk with an annualized volatility of 11.12% and maximum drawdown of -7.37%. It has outperformed its benchmark index with an annualized alpha of 12.05% and Sharpe ratio of 2.68.
This document summarizes the performance of the Argie Bond Quant portfolio from inception on December 7, 2011 through September 23, 2013. Over this period, the portfolio achieved an annualized return of 85.28% with an annualized volatility of 11.50% and maximum drawdown of 10.68%. On a risk-adjusted basis, the portfolio has an annualized alpha of -1.56 versus the IAMC Bond Index and a Sharpe ratio of 0.70.
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved a return of 101.37% and annualized volatility of 3.05%. On a risk-adjusted basis, the fund outperformed its benchmark index with an annualized alpha of 12.02% and Sharpe ratio of 2.73. The maximum drawdown was 7.37% and value at risk at the 1% level was -1.56% for a 1 day period.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 102.4% total as of October 22, 2013. It has annualized returns of 45.65% and year-to-date returns of 36.79%. However, it also experiences volatility, with an annualized volatility of 3.05% and maximum drawdown of 7.37%. Risk-adjusted returns have also been positive, with an annualized alpha of 12.34% and Sharpe ratio of 2.76.
The document summarizes the track record of the Argie Bond Quant fund from inception in December 2011 through October 2013. Over this period, the fund achieved annualized returns of 44.44% and cumulative returns of 100.48%. Risk metrics included annualized volatility of 3.05%, a beta of -3.64%, and a maximum drawdown of 7.37%. The fund outperformed its benchmark index with an annualized alpha of 11.69% and a Sharpe ratio of 2.65.
This document provides performance metrics for an Argentinian bond quantitative investment strategy called Argie Bond Quant from inception in December 2011 through September 2013. Some key metrics include: an annualized return of 83.66%, annualized volatility of 2.41%, a maximum drawdown of 11.21%, an annualized alpha versus the IAMC Bond Index of -3.64%, and a Sharpe ratio of 0.70. Risk-adjusted returns have been negative compared to the bond index benchmark.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
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.
Argie Bond Quant is an ARS denominated sovereign fixed income portfolio comprised of Argie bonds and GDP warrants that is always on the cheap side of the market.
The Argie Bond Quant fund has achieved strong returns since its inception in December 2011, gaining 96.31% over 2 years. It has lower risk than the benchmark IAMC Bond Index with an annualized volatility of 11.60% and beta of 0.76. The fund's best monthly return was 8.70% while its maximum drawdown was -7.37%. Risk-adjusted returns have also been positive as it achieved an annualized alpha of 9.02% and Sharpe ratio of 2.14 outperforming the benchmark.
This document provides performance metrics for the Argie Bond Quant portfolio from inception on December 7, 2011 through September 18, 2013. Over this period, the annualized return was 2.36% and the annualized volatility was 10.71%. The maximum drawdown was 7.37% and the Sharpe ratio, a measure of risk-adjusted return, was 1.11%.
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The document provides performance metrics for the Argie Bond Quant track record from inception on December 7, 2011 through May 30, 2014. It shows annualized returns of -3.64% for 2012, 5.16% for 2013, and 11.88% year-to-date for 2014. Key risk metrics include an annualized volatility of 14.2% and a maximum drawdown of -1.95%.
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Argie bond quant track record
1. Return
Since inception 12/07/2011 (2,57 years)
Annualized
Year 2012
Year 2013
Year to date
Month to date
Week to date
Last day 07/02/2014
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 17,28%)
1/ Composite of all accounts under management. Subject to minor changes.
ABQ1/
130,15%
38,32%
36,79%
40,74%
2,38%
2,15%
1,41%
5,23%
1,62
Argie Bond Quant track record
-5,63%
5,28%
12,95%
0,75 / 0,78
-7,37%
-1,97%
16,08%
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 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% -0,70% 2,38% 16,08%
* as of 07/02/2014
Argie Bond Quant track record