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 | 3.10 % | 0.72 | 13.66 % | 0.78 | 1 | |||
Sept. 30, 2013 | 8.25 % | 0.70 | 17.54 % | 0.80 | 7 | |||
Dec. 31, 2013 | 5.63 % | 0.74 | 15.03 % | 0.62 | 9 | |||
March 31, 2014 | 2.59 % | 0.62 | 17.69 % | 0.70 | 10 | |||
June 30, 2014 | -1.90 % | 0.39 | 14.53 % | 0.66 | 10 | |||
Sept. 30, 2014 | 9.55 % | 0.74 | 5.05 % | 0.59 | 9 | |||
Dec. 31, 2014 | 5.65 % | 0.75 | -3.48 % | 0.44 | 5 | |||
March 31, 2015 | 2.56 % | 0.61 | -4.41 % | 0.26 | 5 | |||
June 30, 2015 | -12.66 % | 0.12 | -8.49 % | 0.19 | 3 | |||
Sept. 30, 2015 | -2.18 % | 0.39 | 9.05 % | 0.50 | 3 | |||
Dec. 31, 2015 | 0.73 % | 0.52 | 13.28 % | 0.64 | 5 | |||
March 31, 2016 | 7.15 % | 0.62 | 13.35 % | 0.71 | 3 | |||
June 30, 2016 | 7.00 % | 0.73 | 22.71 % | 0.68 | 8 | |||
Sept. 30, 2016 | -1.22 % | 0.33 | 37.98 % | 0.58 | 10 | |||
Dec. 31, 2016 | 8.55 % | 0.71 | 39.62 % | 0.67 | 10 | |||
March 31, 2017 | 35.44 % | 0.71 | 34.82 % | 0.83 | 10 | |||
June 30, 2017 | 0.73 % | 0.62 | 11.81 % | 0.60 | 5 | |||
Sept. 30, 2017 | 14.23 % | 0.59 | 45.59 % | 0.82 | 10 | |||
Dec. 31, 2017 | -9.52 % | 0.30 | -2.57 % | 0.47 | 9 | |||
March 31, 2018 | 17.90 % | 0.75 | 25.79 % | 0.55 | 10 | |||
June 30, 2018 | 12.04 % | 0.71 | 11.93 % | 0.46 | 8 | |||
Sept. 30, 2018 | -22.99 % | 0.18 | -5.35 % | 0.31 | 2 | |||
Dec. 31, 2018 | 2.77 % | 0.33 | 1.84 % | 0.50 | 1 |