1. Argie Bond Quant Portfolio track record
1/
ABQ Portfolio
Return
Since inception 12/07/2011 52,11%
Annualized 39,77%
Year 2012 37,29%
Year to date 7,59%
Month to date 5,15%
Week to date 1,90%
Last day 03/08/2013 -0,10%
Best day 3,73%
Worst day -3,23%
Daily Alpha against IAMC Bond Index 3 bp
Annualized Alpha 7,50%
Risk
Annualized volatility 10,68%
Beta against IAMC Bond Index 0,72
Correlation against IAMC Bond Index 0,71
Maximum drawdown -5,21%
1/ Suject to minor changes
For more info go to PRACK Asset Management's company profile on LinkedIn.

2. Argie Bond Quant Portfolio track record
Daily data Inception date 12/07/2011 =1
1,60
1,50
1,40
1,30
1,20
1,10
1,00
0,90
D J F M A M J J A S O N D J F M
2011
2012 2013
Maximum drawdown Recovery ABQ Portfolio