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 96.04% and annualized volatility of 11.01%. On a risk-adjusted basis, the fund has outperformed its benchmark index with an annualized alpha of 11.49% and Sharpe ratio of 2.59. The maximum drawdown was 7.37% and value at risk at the 1% level was -1.56% for a 1 day period.

1. Argie Bond Quant track record
ABQ1/
Return
Since inception 12/07/2011
Annualized
Year 2012
Year to date
Month to date
Week to date
Last day 10/17/2013
Best day
Worst day
Risk
Annualized volatility
Beta / Correlation against IAMC Bond Index
VaR1% 1 day
Maximum drawdown
Risk-adjusted
Annualized Alpha vs. IAMC Bond Index
Sharpe ratio (Risk free rate 15,04%)
1/ Composite of all accounts under management. Subject to minor changes.
96,04%
43,57%
36,79%
39,16%
7,53%
1,27%
1,20%
3,05%
-3,64%
11,01%
0,72 / 0,72
-1,56%
-7,37%
11,49%
2,59

2. Argie Bond Quant track record
Daily data
Inception date 12/07/2011 =1
2,10
1,90
1,70
1,50
1,30
1,10
0,90
D J F M A M J
2011
2012
J
Maximum drawdown
A S O N D
J F M A M J
2013
Recovery
J
A S O
ABQ Portfolio

3. Argie Bond Quant track record
J
F
M
A
M
J
J
A
S
O*
N
2012
4,49%
3,49%
2,63%
0,68%
-1,85%
4,78%
5,24%
1,16%
4,44%
-1,42%
2013
6,17%
-3,84%
4,93%
6,48%
-2,74%
-0,43%
6,34%
2,49%
7,49%
7,53%
* as of 10/17/2013
2,31%
Year
2,98%
2011
D
2,98%
6,16%
36,79%
39,16%