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Simulated Performance for BASSO CAPITAL MANAGEMENT, L.P.

Performance Trend (13F securities)
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 2.87 % 0.70 12.39 % 0.86
Sept. 30, 2013 2.03 % 0.76 2.01 % 0.59
Dec. 31, 2013 0.37 % 0.79 -0.92 % 0.62
March 31, 2014 4.05 % 0.83 -0.37 % 0.61
June 30, 2014 -2.22 % 0.31 3.38 % 0.56
Sept. 30, 2014 -0.05 % 0.68 3.46 % 0.50
Dec. 31, 2014 2.87 % 0.68 2.03 % 0.55
March 31, 2015 4.03 % 0.69 -1.16 % 0.39
June 30, 2015 -3.72 % 0.31 -8.20 % 0.29
Sept. 30, 2015 1.99 % 0.33 0.48 % 0.67
Dec. 31, 2015 1.12 % 0.68 6.08 % 0.78
March 31, 2016 0.28 % 0.63 10.03 % 0.81
June 30, 2016 2.57 % 0.82 11.81 % 0.91
Sept. 30, 2016 1.16 % 0.73 4.85 % 0.82
Dec. 31, 2016 0.68 % 0.77 2.05 % 0.70
March 31, 2017 1.27 % 0.59 -0.49 % 0.50
June 30, 2017 -2.27 % 0.59 -3.41 % 0.56
Sept. 30, 2017 -1.00 % 0.35 3.78 % 0.73
Dec. 31, 2017 0.05 % 0.71 -3.65 % 0.60
March 31, 2018 1.51 % 0.86 26.12 % 0.68
June 30, 2018 1.88 % 0.76 21.22 % 0.63
Sept. 30, 2018 -3.02 % 0.51 15.84 % 0.53
Dec. 31, 2018 4.97 % 0.71 6.06 % 0.73
March 31, 2019 0.91 % 0.78 -2.05 % 0.54
June 30, 2019 0.17 % 0.82 25.27 % 0.77
Sept. 30, 2019 0.75 % 0.78 29.38 % 0.77
Dec. 31, 2019 -2.17 % 0.27 36.16 % 0.84
March 31, 2020 7.81 % 0.93 19.63 % 0.84
June 30, 2020 0.23 % 0.73 19.32 % 0.77
Sept. 30, 2020 22.39 % 0.94 10.09 % 0.68
Dec. 31, 2020 1.76 % 0.25 -5.76 % 0.32
March 31, 2021 1.85 % 0.82 -3.99 % 0.68
June 30, 2021 0.18 % 0.68 -8.71 % 0.55
Sept. 30, 2021 -0.42 % 0.67 -8.42 % 0.68
Dec. 31, 2021 0.35 % 0.71 -4.73 % 0.82
March 31, 2022 -0.50 % 0.66 -4.15 % 0.86
June 30, 2022 -0.63 % 0.96 -0.75 % 0.87
Sept. 30, 2022 0.48 % 0.93 -2.20 % 0.79
Dec. 31, 2022 6.39 % 0.55 22.49 % 0.76
March 31, 2023 6.71 % 0.68 25.15 % 0.86
June 30, 2023 2.62 % 0.61 23.74 % 0.79
Sept. 30, 2023 6.18 % 0.79 28.83 % 0.97
Dec. 31, 2023 12.00 % 0.88 31.27 % 0.72
March 31, 2024 4.77 % 0.59 22.16 % 0.63
June 30, 2024 3.56 % 0.58 - -
Sept. 30, 2024 9.51 % 0.57 - -
Dec. 31, 2024 4.08 % 0.70 - -
March 31, 2025 - - - -