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, 2020 | 22.70 % | 0.79 | 12.95 % | 0.47 | ||||
March 31, 2021 | 3.00 % | 0.44 | -31.85 % | 0.09 | ||||
June 30, 2021 | -9.27 % | 0.30 | -45.19 % | 0.05 | ||||
Sept. 30, 2021 | -3.94 % | 0.24 | -30.13 % | 0.16 | ||||
Dec. 31, 2021 | -15.20 % | 0.22 | -14.65 % | 0.19 | ||||
March 31, 2022 | -9.63 % | 0.18 | -5.49 % | 0.25 | ||||
June 30, 2022 | 4.84 % | 0.43 | -8.99 % | 0.35 | ||||
Sept. 30, 2022 | 6.98 % | 0.44 | -12.51 % | 0.38 | ||||
Dec. 31, 2022 | -2.26 % | 0.36 | -12.11 % | 0.39 | ||||
March 31, 2023 | -5.61 % | 0.39 | -9.87 % | 0.36 | ||||
June 30, 2023 | -15.01 % | 0.24 | -16.42 % | 0.28 | ||||
Sept. 30, 2023 | 18.28 % | 0.50 | 14.75 % | 0.38 | ||||
Dec. 31, 2023 | 0.72 % | 0.51 | 17.17 % | 0.36 | ||||
March 31, 2024 | -5.22 % | 0.31 | - | - | ||||
June 30, 2024 | -1.37 % | 0.40 | - | - | ||||
Sept. 30, 2024 | 10.66 % | 0.50 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |