Simulated Performance for CITADEL 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 | 8.85 % | 0.74 | 27.92 % | 0.79 | 8 | 6 | 7 | |
| Sept. 30, 2013 | 9.68 % | 0.72 | 17.01 % | 0.63 | 6 | 7 | 7 | |
| Dec. 31, 2013 | 2.60 % | 0.56 | 10.63 % | 0.56 | 6 | 6 | 6 | |
| March 31, 2014 | 5.38 % | 0.59 | 11.81 % | 0.55 | 7 | 7 | 7 | |
| June 30, 2014 | -1.33 % | 0.30 | 5.77 % | 0.52 | 6 | 6 | 5 | |
| Sept. 30, 2014 | 3.18 % | 0.63 | -3.80 % | 0.44 | 5 | 5 | 6 | |
| Dec. 31, 2014 | 3.89 % | 0.57 | -3.56 % | 0.39 | 5 | 5 | 6 | |
| March 31, 2015 | -0.06 % | 0.47 | -8.47 % | 0.36 | 3 | 5 | 3 | |
| June 30, 2015 | -11.40 % | 0.20 | -6.63 % | 0.39 | 4 | 6 | 4 | |
| Sept. 30, 2015 | 3.38 % | 0.58 | 12.91 % | 0.66 | 5 | 6 | 6 | |
| Dec. 31, 2015 | -1.15 % | 0.50 | 15.70 % | 0.69 | 7 | 7 | 7 | |
| March 31, 2016 | 2.65 % | 0.58 | 20.05 % | 0.73 | 8 | 6 | 8 | |
| June 30, 2016 | 7.00 % | 0.67 | 21.56 % | 0.71 | 8 | 5 | 8 | |
| Sept. 30, 2016 | 3.41 % | 0.59 | 18.58 % | 0.68 | 7 | 5 | 8 | |
| Dec. 31, 2016 | 6.42 % | 0.61 | 19.72 % | 0.65 | 6 | 5 | 6 | |
| March 31, 2017 | 2.35 % | 0.55 | 14.09 % | 0.59 | 7 | 5 | 6 | |
| June 30, 2017 | 5.76 % | 0.64 | 17.46 % | 0.64 | 8 | 6 | 8 | |
| Sept. 30, 2017 | 6.80 % | 0.61 | 15.26 % | 0.60 | 6 | 6 | 6 | |
| Dec. 31, 2017 | 0.04 % | 0.42 | -9.36 % | 0.30 | 4 | 6 | 6 | |
| March 31, 2018 | 3.84 % | 0.63 | 8.14 % | 0.52 | 4 | 6 | 6 | |
| June 30, 2018 | 4.53 % | 0.56 | 4.47 % | 0.45 | 4 | 6 | 6 | |
| Sept. 30, 2018 | -17.13 % | 0.12 | -0.07 % | 0.42 | 4 | 6 | 6 | |
| Dec. 31, 2018 | 16.71 % | 0.83 | 31.04 % | 0.72 | 6 | 6 | 9 | |
| March 31, 2019 | 3.42 % | 0.53 | -16.39 % | 0.19 | 4 | 6 | 6 | |
| June 30, 2019 | -0.72 % | 0.46 | -0.90 % | 0.34 | 4 | 5 | 4 | |
| Sept. 30, 2019 | 9.28 % | 0.70 | 8.39 % | 0.44 | 4 | 4 | 4 | |
| Dec. 31, 2019 | -26.15 % | 0.08 | 17.28 % | 0.53 | 6 | 5 | 4 | |
| March 31, 2020 | 25.39 % | 0.86 | 73.30 % | 0.93 | 8 | 5 | 5 | |
| June 30, 2020 | 7.10 % | 0.54 | 49.70 % | 0.86 | 8 | 5 | 5 | |
| Sept. 30, 2020 | 21.64 % | 0.85 | 38.48 % | 0.81 | 8 | 6 | 7 | |
| Dec. 31, 2020 | 8.44 % | 0.72 | 19.67 % | 0.62 | 3 | 6 | 6 | |
| March 31, 2021 | 6.82 % | 0.59 | 2.95 % | 0.43 | 3 | 6 | 6 | |
| June 30, 2021 | -2.31 % | 0.37 | -19.56 % | 0.22 | 3 | 6 | 4 | |
| Sept. 30, 2021 | 5.03 % | 0.50 | -20.82 % | 0.23 | 4 | 6 | 3 | |
| Dec. 31, 2021 | -6.37 % | 0.37 | -20.18 % | 0.27 | 4 | 5 | 2 | |
| March 31, 2022 | -16.07 % | 0.17 | -8.26 % | 0.32 | 5 | 6 | 4 | |
| June 30, 2022 | -1.86 % | 0.40 | 16.32 % | 0.53 | 5 | 6 | 7 | |
| Sept. 30, 2022 | 8.15 % | 0.63 | 15.09 % | 0.55 | 4 | 5 | 6 | |
| Dec. 31, 2022 | 7.54 % | 0.55 | 23.97 % | 0.58 | 6 | 6 | 8 | |
| March 31, 2023 | 5.53 % | 0.54 | 24.04 % | 0.58 | 5 | 6 | 7 | |
| June 30, 2023 | -4.04 % | 0.34 | 14.81 % | 0.51 | 4 | 5 | 5 | |
| Sept. 30, 2023 | 12.09 % | 0.71 | 28.71 % | 0.66 | 4 | 5 | 5 | |
| Dec. 31, 2023 | 9.94 % | 0.55 | 17.66 % | 0.52 | 4 | 6 | 5 | |
| March 31, 2024 | -1.03 % | 0.38 | 2.88 % | 0.45 | 3 | 6 | 5 | |
| June 30, 2024 | 7.42 % | 0.65 | 13.98 % | 0.55 | 6 | 5 | 5 | |
| Sept. 30, 2024 | 1.60 % | 0.46 | 12.62 % | 0.53 | 4 | 4 | 3 | |
| Dec. 31, 2024 | -3.39 % | 0.33 | 13.30 % | 0.54 | 4 | 5 | 3 | |
| March 31, 2025 | 8.44 % | 0.61 | - | - | ||||
| June 30, 2025 | 7.23 % | 0.63 | - | - | ||||
| Dec. 31, 2025 | - | - | - | - |