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 | 6.01 % | 0.73 | 23.90 % | 0.78 | 6 | |||
Sept. 30, 2013 | 9.92 % | 0.73 | 17.50 % | 0.62 | 7 | |||
Dec. 31, 2013 | 2.05 % | 0.55 | 12.47 % | 0.56 | 7 | |||
March 31, 2014 | 4.81 % | 0.57 | 12.01 % | 0.57 | 7 | |||
June 30, 2014 | -0.16 % | 0.30 | 6.82 % | 0.54 | 7 | |||
Sept. 30, 2014 | 5.18 % | 0.68 | -0.91 % | 0.47 | 7 | |||
Dec. 31, 2014 | 1.79 % | 0.56 | -0.10 % | 0.42 | 7 | |||
March 31, 2015 | -0.08 % | 0.47 | -0.41 % | 0.38 | 7 | |||
June 30, 2015 | -7.44 % | 0.23 | 1.20 % | 0.40 | 7 | |||
Sept. 30, 2015 | 6.06 % | 0.58 | 14.33 % | 0.65 | 6 | |||
Dec. 31, 2015 | 1.06 % | 0.48 | 14.03 % | 0.69 | 6 | |||
March 31, 2016 | 2.65 % | 0.57 | 17.32 % | 0.73 | 6 | |||
June 30, 2016 | 4.28 % | 0.69 | 17.69 % | 0.72 | 6 | |||
Sept. 30, 2016 | 3.86 % | 0.61 | 17.96 % | 0.69 | 6 | |||
Dec. 31, 2016 | 5.70 % | 0.57 | 19.84 % | 0.65 | 6 |