Simulated Performance for CastleKnight Management LP
| 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, 2021 | 15.38 % | 0.51 | -6.95 % | 0.29 | ||||
| March 31, 2022 | -22.22 % | 0.13 | -14.38 % | 0.31 | ||||
| June 30, 2022 | -2.94 % | 0.34 | 10.21 % | 0.60 | ||||
| Sept. 30, 2022 | 9.40 % | 0.64 | 16.32 % | 0.63 | ||||
| Dec. 31, 2022 | 5.19 % | 0.56 | 18.03 % | 0.61 | ||||
| March 31, 2023 | 1.95 % | 0.48 | 15.93 % | 0.61 | ||||
| June 30, 2023 | -0.65 % | 0.44 | 16.06 % | 0.55 | ||||
| Sept. 30, 2023 | 12.27 % | 0.69 | 33.63 % | 0.66 | ||||
| Dec. 31, 2023 | 15.51 % | 0.58 | 17.67 % | 0.54 | ||||
| March 31, 2024 | 1.20 % | 0.41 | -5.21 % | 0.39 | ||||
| June 30, 2024 | 7.68 % | 0.66 | - | - | ||||
| Sept. 30, 2024 | -0.49 % | 0.45 | - | - | ||||
| Dec. 31, 2024 | -15.05 % | 0.21 | - | - | ||||
| March 31, 2025 | - | - | - | - |