Simulated Performance for CAPSTONE INVESTMENT ADVISORS, LLC
| 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 | 9.75 % | 0.69 | 36.72 % | 0.83 | ||||
| Sept. 30, 2013 | 9.65 % | 0.81 | 24.93 % | 0.75 | ||||
| Dec. 31, 2013 | -1.75 % | 0.54 | 22.13 % | 0.64 | ||||
| March 31, 2014 | 6.60 % | 0.67 | 15.94 % | 0.63 | ||||
| June 30, 2014 | 0.42 % | 0.43 | 8.46 % | 0.66 | ||||
| Sept. 30, 2014 | 5.32 % | 0.62 | 1.12 % | 0.46 | ||||
| Dec. 31, 2014 | 3.48 % | 0.66 | -0.08 % | 0.43 | ||||
| March 31, 2015 | 2.02 % | 0.50 | -1.50 % | 0.49 | ||||
| June 30, 2015 | -6.10 % | 0.22 | -4.09 % | 0.43 | ||||
| Sept. 30, 2015 | 1.13 % | 0.56 | 6.09 % | 0.65 | ||||
| Dec. 31, 2015 | 2.46 % | 0.58 | 7.39 % | 0.77 | ||||
| March 31, 2016 | -0.44 % | 0.56 | 10.40 % | 0.80 | ||||
| June 30, 2016 | 4.85 % | 0.70 | 18.20 % | 0.79 | ||||
| Sept. 30, 2016 | 3.63 % | 0.62 | 18.48 % | 0.75 | ||||
| Dec. 31, 2016 | 8.98 % | 0.66 | 24.28 % | 0.73 | ||||
| March 31, 2017 | 2.36 % | 0.62 | 11.76 % | 0.66 | ||||
| June 30, 2017 | 3.10 % | 0.68 | 12.06 % | 0.66 | ||||
| Sept. 30, 2017 | 2.53 % | 0.69 | 5.31 % | 0.65 | ||||
| Dec. 31, 2017 | -3.49 % | 0.39 | -13.27 % | 0.32 | ||||
| March 31, 2018 | 4.86 % | 0.68 | 10.22 % | 0.64 | ||||
| June 30, 2018 | 3.53 % | 0.71 | 9.03 % | 0.65 | ||||
| Sept. 30, 2018 | -9.93 % | 0.13 | 3.86 % | 0.51 | ||||
| Dec. 31, 2018 | 11.58 % | 0.87 | 22.44 % | 0.83 | ||||
| March 31, 2019 | 0.56 % | 0.56 | -12.02 % | 0.21 | ||||
| June 30, 2019 | 0.95 % | 0.51 | 6.39 % | 0.41 | ||||
| Sept. 30, 2019 | 11.01 % | 0.83 | 12.52 % | 0.53 | ||||
| Dec. 31, 2019 | -20.11 % | 0.08 | 13.64 % | 0.58 | ||||
| March 31, 2020 | 19.65 % | 0.89 | 65.82 % | 0.98 | ||||
| June 30, 2020 | 4.79 % | 0.67 | 31.85 % | 0.97 | ||||
| Sept. 30, 2020 | 21.06 % | 0.91 | 48.38 % | 0.92 | ||||
| Dec. 31, 2020 | 7.28 % | 0.76 | 24.59 % | 0.70 | ||||
| March 31, 2021 | 10.82 % | 0.66 | 15.75 % | 0.45 | ||||
| June 30, 2021 | -0.14 % | 0.48 | -8.49 % | 0.43 | ||||
| Sept. 30, 2021 | 9.64 % | 0.65 | -13.47 % | 0.34 | ||||
| Dec. 31, 2021 | -5.04 % | 0.48 | -15.21 % | 0.44 | ||||
| March 31, 2022 | -15.19 % | 0.29 | -8.77 % | 0.45 | ||||
| June 30, 2022 | -3.51 % | 0.52 | 22.02 % | 0.70 | ||||
| Sept. 30, 2022 | 5.56 % | 0.84 | 19.13 % | 0.73 | ||||
| Dec. 31, 2022 | 9.21 % | 0.68 | 26.96 % | 0.67 | ||||
| March 31, 2023 | 3.69 % | 0.62 | 17.81 % | 0.72 | ||||
| June 30, 2023 | -3.98 % | 0.31 | 13.73 % | 0.59 | ||||
| Sept. 30, 2023 | 11.17 % | 0.78 | 26.91 % | 0.75 | ||||
| Dec. 31, 2023 | 10.45 % | 0.68 | 23.05 % | 0.59 | ||||
| March 31, 2024 | 2.14 % | 0.38 | 6.04 % | 0.50 | ||||
| June 30, 2024 | 8.51 % | 0.74 | 12.58 % | 0.61 | ||||
| Sept. 30, 2024 | 1.03 % | 0.45 | 13.73 % | 0.57 | ||||
| Dec. 31, 2024 | -8.84 % | 0.44 | - | - | ||||
| March 31, 2025 | 22.26 % | 0.66 | - | - | ||||
| June 30, 2025 | 17.08 % | 0.61 | - | - | ||||
| Sept. 30, 2025 | - | - | - | - |