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, 2015 | -9.23 % | 0.14 | -4.58 % | 0.45 | ||||
Sept. 30, 2015 | 5.75 % | 0.80 | 11.24 % | 0.76 | ||||
Dec. 31, 2015 | -1.64 % | 0.51 | 11.22 % | 0.79 | ||||
March 31, 2016 | 1.46 % | 0.53 | 17.37 % | 0.85 | ||||
June 30, 2016 | 4.29 % | 0.65 | 17.91 % | 0.76 | ||||
Sept. 30, 2016 | 5.00 % | 0.56 | 17.80 % | 0.77 | ||||
Dec. 31, 2016 | 4.94 % | 0.76 | 16.55 % | 0.74 | ||||
March 31, 2017 | 3.14 % | 0.71 | 9.69 % | 0.67 | ||||
June 30, 2017 | 3.25 % | 0.67 | 8.79 % | 0.61 | ||||
Sept. 30, 2017 | 5.59 % | 0.79 | 12.31 % | 0.69 | ||||
Dec. 31, 2017 | -1.81 % | 0.35 | -8.51 % | 0.33 | ||||
March 31, 2018 | 1.82 % | 0.59 | 8.80 % | 0.68 | ||||
June 30, 2018 | 7.60 % | 0.70 | 9.70 % | 0.69 | ||||
Sept. 30, 2018 | -15.10 % | 0.09 | 5.76 % | 0.69 | ||||
Dec. 31, 2018 | 15.07 % | 0.90 | 34.79 % | 0.91 | ||||
March 31, 2019 | 5.89 % | 0.75 | -5.78 % | 0.34 | ||||
June 30, 2019 | 2.20 % | 0.57 | 8.68 % | 0.61 | ||||
Sept. 30, 2019 | 8.51 % | 0.85 | 20.47 % | 0.68 | ||||
Dec. 31, 2019 | -17.89 % | 0.08 | 20.91 % | 0.78 | ||||
March 31, 2020 | 20.26 % | 0.96 | 56.37 % | 0.99 | ||||
June 30, 2020 | 10.17 % | 0.84 | 41.53 % | 0.99 | ||||
Sept. 30, 2020 | 12.60 % | 0.89 | 30.10 % | 0.90 | ||||
Dec. 31, 2020 | 5.70 % | 0.70 | 26.12 % | 0.82 | ||||
March 31, 2021 | 8.04 % | 0.78 | 9.43 % | 0.67 | ||||
June 30, 2021 | 0.46 % | 0.51 | -14.00 % | 0.26 | ||||
Sept. 30, 2021 | 8.07 % | 0.79 | -20.12 % | 0.20 | ||||
Dec. 31, 2021 | -7.86 % | 0.25 | -19.30 % | 0.25 | ||||
March 31, 2022 | -13.76 % | 0.18 | -7.96 % | 0.45 | ||||
June 30, 2022 | -6.39 % | 0.24 | 16.92 % | 0.79 | ||||
Sept. 30, 2022 | 8.12 % | 0.80 | 20.55 % | 0.83 | ||||
Dec. 31, 2022 | 4.31 % | 0.60 | 23.14 % | 0.71 | ||||
March 31, 2023 | 8.82 % | 0.75 | 27.79 % | 0.84 | ||||
June 30, 2023 | -2.65 % | 0.39 | 18.72 % | 0.72 | ||||
Sept. 30, 2023 | 10.86 % | 0.77 | 28.42 % | 0.80 | ||||
Dec. 31, 2023 | 8.80 % | 0.79 | 16.48 % | 0.62 | ||||
March 31, 2024 | 1.50 % | 0.50 | - | - | ||||
June 30, 2024 | 4.99 % | 0.71 | - | - | ||||
Sept. 30, 2024 | -0.35 % | 0.45 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |