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, 2017 | -0.09 % | 0.41 | -5.29 % | 0.35 | 7 | |||
March 31, 2018 | 6.18 % | 0.71 | 13.61 % | 0.62 | 8 | |||
June 30, 2018 | 6.26 % | 0.71 | 10.70 % | 0.62 | 8 | |||
Sept. 30, 2018 | -15.52 % | 0.11 | 9.11 % | 0.58 | 9 | |||
Dec. 31, 2018 | 16.97 % | 0.91 | 36.88 % | 0.88 | 9 | |||
March 31, 2019 | 5.96 % | 0.72 | -8.16 % | 0.28 | 7 | |||
June 30, 2019 | 5.55 % | 0.65 | 7.79 % | 0.47 | 7 | |||
Sept. 30, 2019 | 5.74 % | 0.78 | 10.81 % | 0.54 | 5 | |||
Dec. 31, 2019 | -19.00 % | 0.09 | 18.13 % | 0.68 | 6 | |||
March 31, 2020 | 19.19 % | 0.96 | 49.63 % | 0.97 | 2 | |||
June 30, 2020 | 9.41 % | 0.76 | 38.90 % | 0.94 | 4 | |||
Sept. 30, 2020 | 10.99 % | 0.83 | 29.58 % | 0.90 | 5 | |||
Dec. 31, 2020 | 4.19 % | 0.70 | 31.26 % | 0.81 | 9 | |||
March 31, 2021 | 9.89 % | 0.71 | 13.41 % | 0.69 | 6 | |||
June 30, 2021 | 2.57 % | 0.49 | -12.82 % | 0.25 | 5 | |||
Sept. 30, 2021 | 11.75 % | 0.80 | -18.60 % | 0.19 | 5 | |||
Dec. 31, 2021 | -8.47 % | 0.28 | -22.25 % | 0.19 | 4 | |||
March 31, 2022 | -15.41 % | 0.07 | -11.45 % | 0.30 | 3 | |||
June 30, 2022 | -3.35 % | 0.35 | 6.76 % | 0.61 | 2 | |||
Sept. 30, 2022 | 4.13 % | 0.74 | 4.86 % | 0.60 | 2 | |||
Dec. 31, 2022 | 2.73 % | 0.54 | 14.02 % | 0.61 | 3 | |||
March 31, 2023 | 3.41 % | 0.61 | 16.97 % | 0.72 | 3 | |||
June 30, 2023 | -5.00 % | 0.32 | 13.79 % | 0.66 | 3 | |||
Sept. 30, 2023 | 11.76 % | 0.85 | 30.57 % | 0.86 | 5 | |||
Dec. 31, 2023 | 8.05 % | 0.74 | 14.85 % | 0.65 | 3 | |||
March 31, 2024 | 0.94 % | 0.48 | 4.87 % | 0.62 | 4 | |||
June 30, 2024 | 6.53 % | 0.74 | - | - | ||||
Sept. 30, 2024 | -1.63 % | 0.45 | - | - | ||||
Dec. 31, 2024 | -1.04 % | 0.41 | - | - | ||||
March 31, 2025 | - | - | - | - |