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 | 5.63 % | 0.90 | 9.53 % | 0.70 | 1 | |||
Sept. 30, 2013 | 5.23 % | 0.70 | 17.98 % | 0.50 | 7 | |||
Dec. 31, 2013 | 2.06 % | 0.50 | 24.17 % | 0.73 | 10 | |||
March 31, 2014 | -1.09 % | 0.55 | 20.97 % | 0.64 | 10 | |||
June 30, 2014 | 8.11 % | 0.56 | 23.14 % | 0.67 | 10 | |||
Sept. 30, 2014 | 17.78 % | 0.69 | 7.38 % | 0.46 | 10 | |||
Dec. 31, 2014 | 0.82 % | 0.50 | -7.96 % | 0.36 | 3 | |||
March 31, 2015 | 4.50 % | 0.40 | -8.96 % | 0.40 | 3 | |||
June 30, 2015 | -13.84 % | - | -11.54 % | 0.50 | 2 | |||
Sept. 30, 2015 | -0.28 % | 0.75 | 16.61 % | 0.56 | 8 | |||
Dec. 31, 2015 | 7.02 % | 0.67 | 23.43 % | 0.73 | 9 | |||
March 31, 2016 | 0.94 % | 0.56 | 15.14 % | 0.62 | 4 | |||
June 30, 2016 | 7.06 % | 0.60 | 15.82 % | 0.74 | 5 | |||
Sept. 30, 2016 | 9.88 % | 0.72 | 16.42 % | 0.78 | 5 | |||
Dec. 31, 2016 | 1.00 % | 0.78 | 19.66 % | 0.94 | 6 | |||
March 31, 2017 | 2.57 % | 0.57 | 28.58 % | 0.62 | 10 | |||
June 30, 2017 | 6.02 % | 0.75 | 25.15 % | 0.75 | 9 | |||
Sept. 30, 2017 | 14.09 % | 0.92 | 17.27 % | 0.68 | 7 | |||
Dec. 31, 2017 | 3.40 % | 0.45 | -3.67 % | 0.45 | 8 | |||
March 31, 2018 | 1.99 % | 0.48 | -2.02 % | 0.57 | 2 | |||
June 30, 2018 | 2.16 % | 0.62 | -10.20 % | 0.52 | 1 | |||
Sept. 30, 2018 | -14.53 % | 0.05 | -8.69 % | 0.37 | 2 | |||
Dec. 31, 2018 | 6.05 % | 0.62 | 12.35 % | 0.62 | 1 | |||
March 31, 2019 | 1.96 % | 0.60 | -33.84 % | 0.13 | 1 | |||
June 30, 2019 | 5.13 % | 0.43 | -24.48 % | 0.14 | 1 | |||
Sept. 30, 2019 | 3.53 % | 0.60 | -14.75 % | 0.67 | 1 | |||
Dec. 31, 2019 | -38.94 % | - | -0.16 % | 0.67 | 2 | |||
March 31, 2020 | 20.99 % | 0.75 | 99.88 % | 1.00 | 9 |