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 | -13.72 % | - | -49.21 % | - | ||||
March 31, 2015 | 0.13 % | 0.50 | -41.38 % | - | ||||
June 30, 2015 | -21.36 % | - | -7.04 % | - | ||||
Sept. 30, 2015 | -25.12 % | - | 33.30 % | 1.00 | ||||
Dec. 31, 2015 | -2.73 % | 0.33 | 96.98 % | 1.00 | ||||
March 31, 2016 | 62.81 % | 1.00 | 112.63 % | 1.00 | ||||
June 30, 2016 | 13.13 % | 0.75 | 24.00 % | 1.00 | ||||
Sept. 30, 2016 | 7.99 % | 1.00 | 12.79 % | 1.00 | ||||
Dec. 31, 2016 | 4.52 % | 0.50 | -4.84 % | - | ||||
March 31, 2017 | -4.48 % | - | -12.87 % | - | ||||
June 30, 2017 | 3.78 % | 1.00 | 8.68 % | 0.33 | ||||
Sept. 30, 2017 | -6.88 % | 0.33 | 0.81 % | 0.33 | ||||
Dec. 31, 2017 | -5.33 % | - | -13.41 % | 0.67 | ||||
March 31, 2018 | 19.22 % | 0.67 | 4.80 % | 0.67 | ||||
June 30, 2018 | -3.84 % | 0.67 | -12.16 % | 0.33 | ||||
Sept. 30, 2018 | -19.04 % | 0.25 | -16.60 % | 0.25 | ||||
Dec. 31, 2018 | 12.87 % | 1.00 | -6.42 % | 0.67 | ||||
March 31, 2019 | 0.25 % | 1.00 | -25.29 % | - | ||||
June 30, 2019 | 1.31 % | 1.00 | -3.19 % | - | ||||
Sept. 30, 2019 | - | - | - | - |