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 | 11.63 % | 0.73 | 35.85 % | 0.77 | 10 | 9 | 9 | |
Sept. 30, 2013 | 19.88 % | 0.74 | 34.96 % | 0.64 | 10 | 10 | 10 | |
Dec. 31, 2013 | 6.89 % | 0.65 | 0.69 % | 0.52 | 2 | 3 | 3 | |
March 31, 2014 | 2.94 % | 0.54 | 0.35 % | 0.46 | 2 | 3 | 3 | |
June 30, 2014 | -5.44 % | 0.33 | 5.62 % | 0.49 | 6 | 5 | 6 | |
Sept. 30, 2014 | -2.93 % | 0.62 | -15.38 % | 0.41 | 2 | 2 | 2 | |
Dec. 31, 2014 | 4.96 % | 0.64 | -9.98 % | 0.40 | 2 | 3 | 3 | |
March 31, 2015 | 1.53 % | 0.51 | -25.67 % | 0.25 | 1 | 2 | 2 | |
June 30, 2015 | -21.99 % | 0.12 | -22.02 % | 0.29 | 1 | 2 | 2 | |
Sept. 30, 2015 | 4.83 % | 0.63 | 6.60 % | 0.61 | 2 | 3 | 4 | |
Dec. 31, 2015 | -9.25 % | 0.34 | -0.02 % | 0.63 | 1 | 2 | 2 | |
March 31, 2016 | 8.58 % | 0.58 | 28.50 % | 0.74 | 9 | 8 | 8 | |
June 30, 2016 | 8.04 % | 0.73 | 24.33 % | 0.73 | 8 | 6 | 6 | |
Sept. 30, 2016 | -4.99 % | 0.41 | 9.57 % | 0.69 | 2 | 2 | 2 | |
Dec. 31, 2016 | 6.66 % | 0.68 | 17.24 % | 0.68 | 4 | 4 | 4 | |
March 31, 2017 | 7.38 % | 0.61 | 7.06 % | 0.62 | 3 | 3 | 3 | |
June 30, 2017 | 5.18 % | 0.63 | 13.68 % | 0.69 | 6 | 5 | 5 | |
Sept. 30, 2017 | 2.20 % | 0.57 | 10.39 % | 0.69 | 3 | 4 | 4 | |
Dec. 31, 2017 | -1.29 % | 0.49 | -12.91 % | 0.42 | 3 | 4 | 4 | |
March 31, 2018 | 11.52 % | 0.80 | 10.41 % | 0.60 | 6 | 7 | 7 | |
June 30, 2018 | 1.93 % | 0.61 | -8.85 % | 0.45 | 1 | 2 | 3 | |
Sept. 30, 2018 | -24.25 % | 0.09 | -14.91 % | 0.38 | 1 | 2 | 2 | |
Dec. 31, 2018 | 16.36 % | 0.80 | 26.80 % | 0.72 | 4 | 5 | 5 | |
March 31, 2019 | 7.21 % | 0.50 | -18.68 % | 0.28 | 3 | 5 | 5 | |
June 30, 2019 | -9.32 % | 0.39 | 6.48 % | 0.43 | 7 | 7 | 7 | |
Sept. 30, 2019 | 10.92 % | 0.71 | 61.67 % | 0.63 | 10 | 10 | 9 | |
Dec. 31, 2019 | -25.15 % | 0.18 | 87.32 % | 0.77 | 10 | 10 | 10 | |
March 31, 2020 | 61.26 % | 0.90 | 209.53 % | 0.92 | 10 | 10 | 10 | |
June 30, 2020 | 25.61 % | 0.61 | 75.01 % | 0.85 | 10 | 8 | 8 | |
Sept. 30, 2020 | 29.90 % | 0.82 | 30.81 % | 0.78 | 6 | 4 | 4 | |
Dec. 31, 2020 | 12.33 % | 0.71 | 8.89 % | 0.61 | 2 | 4 | 4 | |
March 31, 2021 | 5.15 % | 0.65 | -12.58 % | 0.44 | 2 | 3 | 3 | |
June 30, 2021 | -8.39 % | 0.36 | -32.95 % | 0.15 | 2 | 3 | 4 | |
Sept. 30, 2021 | -4.48 % | 0.48 | -30.42 % | 0.20 | 2 | 4 | 4 | |
Dec. 31, 2021 | -12.85 % | 0.27 | -26.62 % | 0.21 | 3 | 4 | 4 | |
March 31, 2022 | -15.09 % | 0.05 | -13.25 % | 0.25 | 3 | 4 | 5 | |
June 30, 2022 | 4.02 % | 0.48 | 7.17 % | 0.60 | 2 | 4 | 4 | |
Sept. 30, 2022 | -5.11 % | 0.49 | -6.69 % | 0.58 | 1 | 1 | 2 | |
Dec. 31, 2022 | 7.20 % | 0.71 | 17.55 % | 0.71 | 4 | 4 | 4 | |
March 31, 2023 | 5.27 % | 0.65 | 19.73 % | 0.59 | 4 | 5 | 5 | |
June 30, 2023 | -10.42 % | 0.35 | 23.05 % | 0.53 | 8 | 8 | 7 | |
Sept. 30, 2023 | 23.46 % | 0.84 | 51.27 % | 0.71 | 10 | 9 | 9 | |
Dec. 31, 2023 | 12.80 % | 0.55 | 28.13 % | 0.60 | 8 | 8 | 8 | |
March 31, 2024 | 1.64 % | 0.50 | -6.80 % | 0.40 | 1 | 3 | 3 | |
June 30, 2024 | 5.66 % | 0.58 | - | - | ||||
Sept. 30, 2024 | 3.55 % | 0.55 | - | - | ||||
Dec. 31, 2024 | -15.25 % | 0.23 | - | - | ||||
March 31, 2025 | - | - | - | - |