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, 2014 | -0.82 % | 0.20 | -16.01 % | 0.27 | ||||
March 31, 2015 | -8.13 % | 0.50 | -43.74 % | 0.12 | ||||
June 30, 2015 | -23.09 % | - | -48.70 % | - | ||||
Sept. 30, 2015 | 7.23 % | 0.88 | -26.31 % | 0.38 | ||||
Dec. 31, 2015 | -26.61 % | 0.12 | 4.00 % | 0.88 | ||||
March 31, 2016 | -12.36 % | 0.27 | 33.53 % | 0.90 | ||||
June 30, 2016 | 14.00 % | 0.82 | 55.53 % | 0.90 | ||||
Sept. 30, 2016 | 16.88 % | 0.82 | 72.89 % | 0.90 | ||||
Dec. 31, 2016 | 8.91 % | 1.00 | 34.09 % | 0.85 | ||||
March 31, 2017 | 3.38 % | 0.67 | 30.25 % | 0.77 | ||||
June 30, 2017 | 20.24 % | 0.94 | 31.06 % | 0.94 | ||||
Sept. 30, 2017 | 4.54 % | 0.79 | 7.87 % | 0.67 | ||||
Dec. 31, 2017 | 3.61 % | 0.57 | -11.52 % | 0.25 | ||||
March 31, 2018 | 1.89 % | 0.56 | 1.89 % | 0.53 | ||||
June 30, 2018 | 0.84 % | 0.60 | 6.00 % | 0.59 | ||||
Sept. 30, 2018 | -14.22 % | - | 2.46 % | 0.57 | ||||
Dec. 31, 2018 | 13.97 % | 0.79 | 31.62 % | 1.00 | ||||
March 31, 2019 | 8.69 % | 0.82 | -20.62 % | 0.27 | ||||
June 30, 2019 | -2.01 % | 0.36 | -15.00 % | 0.36 | ||||
Sept. 30, 2019 | 9.81 % | 0.92 | -2.60 % | 0.67 | ||||
Dec. 31, 2019 | -31.00 % | - | 5.35 % | 0.64 | ||||
March 31, 2020 | 14.63 % | 0.73 | 67.67 % | 1.00 | ||||
June 30, 2020 | 10.48 % | 0.85 | 58.11 % | 1.00 | ||||
Sept. 30, 2020 | 18.34 % | 1.00 | 40.42 % | 1.00 | ||||
Dec. 31, 2020 | 11.94 % | 0.83 | 26.40 % | 0.83 | ||||
March 31, 2021 | 7.48 % | 0.83 | 15.21 % | 0.75 | ||||
June 30, 2021 | -4.16 % | 0.31 | -19.05 % | - | ||||
Sept. 30, 2021 | 6.85 % | 0.69 | -18.32 % | - | ||||
Dec. 31, 2021 | 1.50 % | 0.23 | -13.33 % | 0.17 | ||||
March 31, 2022 | -22.08 % | 0.08 | -10.98 % | 0.17 | ||||
June 30, 2022 | -3.39 % | 0.17 | 24.17 % | 0.83 |