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, 2016 | 15.36 % | 0.94 | 46.40 % | 0.94 | ||||
March 31, 2017 | 10.26 % | 0.89 | 38.58 % | 0.89 | ||||
June 30, 2017 | 13.66 % | 0.82 | 37.14 % | 0.82 | ||||
Sept. 30, 2017 | 3.27 % | 0.72 | 23.84 % | 0.89 | ||||
Dec. 31, 2017 | 8.12 % | 0.68 | -1.44 % | 0.37 | ||||
March 31, 2018 | 4.33 % | 0.56 | 11.21 % | 0.72 | ||||
June 30, 2018 | 4.72 % | 0.79 | 16.83 % | 0.89 | ||||
Sept. 30, 2018 | -16.17 % | 0.05 | 11.41 % | 0.78 | ||||
Dec. 31, 2018 | 19.13 % | 0.95 | 47.78 % | 0.95 | ||||
March 31, 2019 | 11.04 % | 0.84 | -1.22 % | 0.53 | ||||
June 30, 2019 | 1.37 % | 0.52 | 0.78 % | 0.62 | ||||
Sept. 30, 2019 | 9.09 % | 0.86 | 9.36 % | 0.62 | ||||
Dec. 31, 2019 | -17.87 % | - | 13.83 % | 0.71 | ||||
March 31, 2020 | 15.12 % | 0.88 | 42.80 % | 0.92 | ||||
June 30, 2020 | 7.88 % | 0.75 | 34.73 % | 0.96 | ||||
Sept. 30, 2020 | 13.55 % | 0.96 | 26.30 % | 0.92 | ||||
Dec. 31, 2020 | 3.14 % | 0.46 | 23.52 % | 0.81 | ||||
March 31, 2021 | 8.72 % | 0.78 | 8.40 % | 0.70 | ||||
June 30, 2021 | 0.76 % | 0.46 | -16.16 % | 0.12 | ||||
Sept. 30, 2021 | 12.09 % | 0.80 | -24.13 % | 0.04 | ||||
Dec. 31, 2021 | -11.22 % | 0.12 | -22.37 % | 0.04 | ||||
March 31, 2022 | -15.99 % | 0.04 | -4.34 % | 0.28 | ||||
June 30, 2022 | -8.65 % | 0.12 | 19.45 % | 0.84 | ||||
Sept. 30, 2022 | 14.08 % | 0.92 | 29.45 % | 0.92 | ||||
Dec. 31, 2022 | 11.32 % | 0.87 | 33.93 % | 0.83 | ||||
March 31, 2023 | 6.90 % | 0.83 | 28.81 % | 0.92 | ||||
June 30, 2023 | -3.21 % | 0.29 | 19.66 % | 0.83 | ||||
Sept. 30, 2023 | 15.40 % | 0.96 | 36.49 % | 0.96 | ||||
Dec. 31, 2023 | 7.23 % | 0.79 | 13.22 % | 0.79 | ||||
March 31, 2024 | -2.59 % | 0.37 | 4.42 % | 0.52 | ||||
June 30, 2024 | 10.22 % | 0.73 | - | - | ||||
Sept. 30, 2024 | -2.15 % | 0.36 | - | - | ||||
Dec. 31, 2024 | 0.99 % | 0.37 | - | - | ||||
March 31, 2025 | - | - | - | - |