Simulated Performance for CHESAPEAKE ASSET MANAGEMENT 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 | 7.95 % | 0.69 | 25.65 % | 0.90 | ||||
| Sept. 30, 2013 | 10.75 % | 0.90 | 15.94 % | 0.79 | ||||
| Dec. 31, 2013 | -0.27 % | 0.60 | 7.26 % | 0.68 | ||||
| March 31, 2014 | 7.31 % | 0.77 | 12.28 % | 0.71 | ||||
| June 30, 2014 | 0.85 % | 0.51 | 6.36 % | 0.58 | ||||
| Sept. 30, 2014 | 3.89 % | 0.71 | -3.02 % | 0.52 | ||||
| Dec. 31, 2014 | 1.77 % | 0.53 | -2.23 % | 0.47 | ||||
| March 31, 2015 | -0.14 % | 0.41 | -2.45 % | 0.49 | ||||
| June 30, 2015 | -7.91 % | 0.19 | 2.83 % | 0.51 | ||||
| Sept. 30, 2015 | 5.35 % | 0.72 | 14.06 % | 0.79 | ||||
| Dec. 31, 2015 | 0.97 % | 0.66 | 11.77 % | 0.80 | ||||
| March 31, 2016 | 4.90 % | 0.76 | 17.16 % | 0.83 | ||||
| June 30, 2016 | 3.05 % | 0.59 | 14.54 % | 0.79 | ||||
| Sept. 30, 2016 | 3.36 % | 0.58 | 16.24 % | 0.77 | ||||
| Dec. 31, 2016 | 4.82 % | 0.67 | 14.83 % | 0.72 | ||||
| March 31, 2017 | 2.59 % | 0.66 | 10.19 % | 0.68 | ||||
| June 30, 2017 | 3.93 % | 0.70 | 7.33 % | 0.62 | ||||
| Sept. 30, 2017 | 3.80 % | 0.71 | 12.14 % | 0.66 | ||||
| Dec. 31, 2017 | -2.21 % | 0.36 | -6.63 % | 0.25 | ||||
| March 31, 2018 | 1.88 % | 0.58 | 12.43 % | 0.66 | ||||
| June 30, 2018 | 9.70 % | 0.71 | 13.65 % | 0.73 | ||||
| Sept. 30, 2018 | -14.69 % | 0.11 | 6.20 % | 0.53 | ||||
| Dec. 31, 2018 | 15.49 % | 0.95 | 36.72 % | 0.94 | ||||
| March 31, 2019 | 5.75 % | 0.74 | -5.34 % | 0.30 | ||||
| June 30, 2019 | 1.99 % | 0.54 | 4.71 % | 0.44 | ||||
| Sept. 30, 2019 | 8.14 % | 0.78 | 12.34 % | 0.56 | ||||
| Dec. 31, 2019 | -18.80 % | 0.09 | 12.40 % | 0.53 |