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, 2017 | -4.06 % | 0.43 | -8.89 % | 0.44 | 4 | |||
March 31, 2018 | 1.18 % | 0.63 | 3.24 % | 0.74 | 3 | |||
June 30, 2018 | 8.50 % | 0.70 | -5.25 % | 0.62 | 2 | |||
Sept. 30, 2018 | -19.86 % | 0.12 | -10.46 % | 0.56 | 2 | |||
Dec. 31, 2018 | 17.97 % | 0.87 | 32.18 % | 0.83 | 7 | |||
March 31, 2019 | -2.31 % | 0.61 | -20.95 % | 0.30 | 3 | |||
June 30, 2019 | -1.45 % | 0.55 | 0.60 % | 0.50 | 5 | |||
Sept. 30, 2019 | 11.68 % | 0.72 | 12.40 % | 0.61 | 5 | |||
Dec. 31, 2019 | -28.89 % | 0.08 | 9.47 % | 0.67 | 3 | |||
March 31, 2020 | 30.88 % | 0.92 | 64.90 % | 0.96 | 6 | |||
June 30, 2020 | 12.60 % | 0.67 | 42.72 % | 0.84 | 5 | |||
Sept. 30, 2020 | 11.12 % | 0.79 | 20.16 % | 0.76 | 2 | |||
Dec. 31, 2020 | 3.93 % | 0.59 | 14.29 % | 0.67 | 2 | |||
March 31, 2021 | 9.05 % | 0.70 | 11.95 % | 0.47 | 6 | |||
June 30, 2021 | -2.80 % | 0.47 | -15.57 % | 0.31 | 4 | |||
Sept. 30, 2021 | 11.34 % | 0.62 | -15.56 % | 0.24 | 6 | |||
Dec. 31, 2021 | -10.60 % | 0.33 | -27.43 % | 0.29 | 3 | |||
March 31, 2022 | -16.31 % | 0.19 | -2.96 % | 0.39 | 9 | |||
June 30, 2022 | -6.91 % | 0.33 | 17.14 % | 0.66 | 6 | |||
Sept. 30, 2022 | 13.06 % | 0.76 | 15.76 % | 0.67 | 4 | |||
Dec. 31, 2022 | 1.44 % | 0.55 | 13.71 % | 0.62 | 3 | |||
March 31, 2023 | 2.09 % | 0.61 | 21.72 % | 0.66 | 4 | |||
June 30, 2023 | -2.39 % | 0.32 | 17.84 % | 0.58 | 5 | |||
Sept. 30, 2023 | 13.39 % | 0.77 | 28.77 % | 0.78 | 4 | |||
Dec. 31, 2023 | 6.22 % | 0.71 | 22.83 % | 0.64 | 6 | |||
March 31, 2024 | 2.20 % | 0.41 | 11.21 % | 0.51 | 8 | |||
June 30, 2024 | 1.85 % | 0.73 | - | - | ||||
Sept. 30, 2024 | 5.24 % | 0.47 | - | - | ||||
Dec. 31, 2024 | -3.91 % | 0.46 | - | - | ||||
March 31, 2025 | - | - | - | - |