Reporting Period | Quarterly Simulated Performance | Quarterly Hit Rate | Annual Simulated Performance | Annual Hit Rate | Annual Simulated Performance Decile | Annual Simulated Performance Hedge Funds Decile | Annual Simulated Performance Quant Decile | Annual Simulated Performance Fundamental Decile |
---|---|---|---|---|---|---|---|---|
Dec. 31, 2015 | 5.23 % | 0.38 | 6.16 % | 0.50 | ||||
March 31, 2016 | -1.38 % | 0.62 | 53.46 % | 0.75 | ||||
June 30, 2016 | 27.27 % | 0.83 | 96.43 % | 1.00 | ||||
Sept. 30, 2016 | -2.03 % | 0.33 | 78.34 % | 0.83 | ||||
Dec. 31, 2016 | 37.32 % | 1.00 | 83.27 % | 1.00 | ||||
March 31, 2017 | 17.67 % | 0.80 | 57.58 % | 1.00 | ||||
June 30, 2017 | 13.82 % | 0.62 | 71.69 % | 0.86 | ||||
Sept. 30, 2017 | 4.90 % | 0.86 | 69.09 % | 1.00 | ||||
Dec. 31, 2017 | 17.30 % | 0.71 | 34.29 % | 0.71 | ||||
March 31, 2018 | 28.72 % | 0.86 | 62.03 % | 1.00 | ||||
June 30, 2018 | 12.19 % | 0.78 | 53.50 % | 0.78 | ||||
Sept. 30, 2018 | -17.67 % | 0.11 | 40.98 % | 0.56 | ||||
Dec. 31, 2018 | 38.35 % | 1.00 | 82.88 % | 0.89 | ||||
March 31, 2019 | 21.32 % | 0.57 | 30.12 % | 0.57 | ||||
June 30, 2019 | 0.85 % | 0.30 | 85.03 % | 0.70 | ||||
Sept. 30, 2019 | 4.21 % | 0.50 | 92.04 % | 0.80 | ||||
Dec. 31, 2019 | 3.14 % | 0.33 | 147.62 % | 1.00 | ||||
March 31, 2020 | 90.55 % | 1.00 | 143.64 % | 0.92 | ||||
June 30, 2020 | 17.69 % | 0.58 | 49.27 % | 0.83 | ||||
Sept. 30, 2020 | 30.85 % | 0.80 | 13.70 % | 0.70 | ||||
Dec. 31, 2020 | -11.16 % | 0.40 | -20.51 % | 0.60 | ||||
March 31, 2021 | 7.88 % | 0.90 | -36.63 % | 0.20 | ||||
June 30, 2021 | -8.46 % | 0.36 | -63.39 % | - | ||||
Sept. 30, 2021 | -10.74 % | 0.25 | -59.84 % | - | ||||
Dec. 31, 2021 | -37.02 % | - | -63.60 % | 0.09 | ||||
March 31, 2022 | -37.22 % | - | -18.02 % | 0.14 | ||||
June 30, 2022 | 10.17 % | 0.75 | 52.66 % | 0.88 | ||||
Sept. 30, 2022 | -9.46 % | 0.44 | 34.68 % | 0.89 | ||||
Dec. 31, 2022 | 36.01 % | 0.89 | 65.17 % | 0.78 | ||||
March 31, 2023 | 21.28 % | 1.00 | 20.08 % | 0.67 | ||||
June 30, 2023 | -8.28 % | 0.11 | -11.38 % | 0.44 | ||||
Sept. 30, 2023 | 3.61 % | 0.44 | 4.10 % | 0.56 | ||||
Dec. 31, 2023 | 3.19 % | 0.50 | 26.96 % | 0.62 | ||||
March 31, 2024 | -10.94 % | 0.14 | - | - | ||||
June 30, 2024 | 6.06 % | 0.86 | - | - | ||||
Sept. 30, 2024 | 24.14 % | 0.71 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |