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 |
---|---|---|---|---|---|---|---|---|
June 30, 2013 | 10.49 % | 0.75 | 24.54 % | 0.72 | ||||
Sept. 30, 2013 | 7.29 % | 0.77 | 8.64 % | 0.64 | ||||
Dec. 31, 2013 | -3.24 % | 0.43 | 6.28 % | 0.56 | ||||
March 31, 2014 | 2.59 % | 0.55 | 10.92 % | 0.62 | ||||
June 30, 2014 | -0.48 % | 0.51 | 11.98 % | 0.62 | ||||
Sept. 30, 2014 | 6.64 % | 0.72 | 1.34 % | 0.56 | ||||
Dec. 31, 2014 | 4.50 % | 0.60 | 4.16 % | 0.63 | ||||
March 31, 2015 | 0.18 % | 0.64 | -1.94 % | 0.44 | ||||
June 30, 2015 | -10.28 % | 0.20 | -7.11 % | 0.35 | ||||
Sept. 30, 2015 | 8.52 % | 0.69 | 12.74 % | 0.63 | ||||
Dec. 31, 2015 | -1.44 % | 0.54 | 7.97 % | 0.67 | ||||
March 31, 2016 | 1.40 % | 0.46 | 21.64 % | 0.81 | ||||
June 30, 2016 | 7.08 % | 0.75 | 25.05 % | 0.88 | ||||
Sept. 30, 2016 | -0.79 % | 0.43 | 29.01 % | 0.85 | ||||
Dec. 31, 2016 | 12.24 % | 0.86 | 36.73 % | 0.86 | ||||
March 31, 2017 | 7.22 % | 0.79 | 27.24 % | 0.90 | ||||
June 30, 2017 | 11.50 % | 0.88 | 22.12 % | 0.83 | ||||
Sept. 30, 2017 | 3.07 % | 0.68 | 13.08 % | 0.61 | ||||
Dec. 31, 2017 | 3.28 % | 0.61 | -5.96 % | 0.36 | ||||
March 31, 2018 | 4.60 % | 0.66 | 18.52 % | 0.66 | ||||
June 30, 2018 | 3.30 % | 0.55 | 18.34 % | 0.69 | ||||
Sept. 30, 2018 | -14.72 % | 0.17 | 15.74 % | 0.70 | ||||
Dec. 31, 2018 | 25.90 % | 0.96 | 48.94 % | 0.93 | ||||
March 31, 2019 | 7.67 % | 0.70 | 4.37 % | 0.47 | ||||
June 30, 2019 | 0.15 % | 0.48 | 34.46 % | 0.71 | ||||
Sept. 30, 2019 | 11.28 % | 0.80 | 52.06 % | 0.82 | ||||
Dec. 31, 2019 | -12.42 % | 0.22 | 56.94 % | 0.86 | ||||
March 31, 2020 | 40.82 % | 0.98 | 81.43 % | 0.96 | ||||
June 30, 2020 | 9.52 % | 0.68 | 39.61 % | 0.86 | ||||
Sept. 30, 2020 | 19.80 % | 0.84 | 22.91 % | 0.72 | ||||
Dec. 31, 2020 | -1.62 % | 0.40 | 3.46 % | 0.55 | ||||
March 31, 2021 | 7.26 % | 0.68 | -10.62 % | 0.35 | ||||
June 30, 2021 | -3.57 % | 0.35 | -35.74 % | 0.06 | ||||
Sept. 30, 2021 | 0.03 % | 0.43 | -36.14 % | 0.08 | ||||
Dec. 31, 2021 | -16.03 % | 0.11 | -33.59 % | 0.12 | ||||
March 31, 2022 | -21.85 % | 0.09 | -10.35 % | 0.32 | ||||
June 30, 2022 | -4.99 % | 0.41 | 25.86 % | 0.64 | ||||
Sept. 30, 2022 | 3.83 % | 0.55 | 27.03 % | 0.66 | ||||
Dec. 31, 2022 | 15.13 % | 0.67 | 45.07 % | 0.78 | ||||
March 31, 2023 | 9.52 % | 0.67 | 41.54 % | 0.69 | ||||
June 30, 2023 | -0.84 % | 0.37 | 32.76 % | 0.62 | ||||
Sept. 30, 2023 | 16.69 % | 0.82 | 39.78 % | 0.78 | ||||
Dec. 31, 2023 | 14.03 % | 0.64 | 27.84 % | 0.71 | ||||
March 31, 2024 | 5.00 % | 0.45 | 2.26 % | 0.49 | ||||
June 30, 2024 | 3.63 % | 0.67 | - | - | ||||
Sept. 30, 2024 | 1.12 % | 0.47 | - | - | ||||
Dec. 31, 2024 | -6.16 % | 0.35 | - | - | ||||
March 31, 2025 | - | - | - | - |