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, 2015 | 5.20 % | 0.57 | 22.67 % | 0.78 | 9 | |||
March 31, 2016 | 0.29 % | 0.55 | 27.65 % | 0.77 | 9 | |||
June 30, 2016 | 12.16 % | 0.53 | 31.51 % | 0.78 | 9 | |||
Sept. 30, 2016 | 2.62 % | 0.56 | 24.63 % | 0.89 | 9 | |||
Dec. 31, 2016 | 11.51 % | 0.83 | 35.82 % | 0.86 | 10 | |||
March 31, 2017 | 3.82 % | 0.66 | 26.68 % | 0.76 | 10 | |||
June 30, 2017 | 5.99 % | 0.69 | 27.01 % | 0.66 | 10 | |||
Sept. 30, 2017 | 11.58 % | 0.73 | 30.07 % | 0.64 | 10 | |||
Dec. 31, 2017 | 3.35 % | 0.43 | -3.74 % | 0.54 | 8 | |||
March 31, 2018 | 2.84 % | 0.75 | 17.86 % | 0.75 | 9 | |||
June 30, 2018 | 11.72 % | 0.79 | 17.23 % | 0.64 | 10 | |||
Sept. 30, 2018 | -15.33 % | 0.16 | 2.65 % | 0.61 | 6 | |||
Dec. 31, 2018 | 19.75 % | 0.87 | 39.51 % | 0.94 | 9 | |||
March 31, 2019 | 6.65 % | 0.68 | 1.48 % | 0.32 | 10 | |||
June 30, 2019 | -0.95 % | 0.59 | 19.18 % | 0.46 | 10 | |||
Sept. 30, 2019 | 12.01 % | 0.77 | 37.20 % | 0.61 | 9 | |||
Dec. 31, 2019 | -14.71 % | 0.08 | 31.13 % | 0.66 | 9 | |||
March 31, 2020 | 25.88 % | 0.92 | 59.76 % | 0.98 | 5 | |||
June 30, 2020 | 11.41 % | 0.72 | 36.47 % | 0.96 | 3 | |||
Sept. 30, 2020 | 10.82 % | 0.84 | 20.39 % | 0.88 | 2 | |||
Dec. 31, 2020 | 3.91 % | 0.75 | 21.69 % | 0.84 | 4 | |||
March 31, 2021 | 6.84 % | 0.76 | 8.09 % | 0.65 | 4 | |||
June 30, 2021 | -1.57 % | 0.46 | -15.23 % | 0.31 | 4 | |||
Sept. 30, 2021 | 10.86 % | 0.72 | -16.58 % | 0.23 | 6 | |||
Dec. 31, 2021 | -6.45 % | 0.36 | -19.03 % | 0.29 | 5 | |||
March 31, 2022 | -17.85 % | 0.12 | -3.84 % | 0.35 | 9 | |||
June 30, 2022 | -3.24 % | 0.33 | 28.91 % | 0.70 | 9 | |||
Sept. 30, 2022 | 6.15 % | 0.82 | 27.70 % | 0.72 | 9 | |||
Dec. 31, 2022 | 10.50 % | 0.57 | 39.90 % | 0.70 | 9 | |||
March 31, 2023 | 12.06 % | 0.63 | 42.09 % | 0.75 | 10 | |||
June 30, 2023 | -2.99 % | 0.35 | 26.02 % | 0.68 | 8 | |||
Sept. 30, 2023 | 15.89 % | 0.81 | 33.25 % | 0.83 | 6 | |||
Dec. 31, 2023 | 12.29 % | 0.75 | 21.08 % | 0.65 | 6 | |||
March 31, 2024 | -2.21 % | 0.41 | -3.12 % | 0.59 | 2 | |||
June 30, 2024 | 1.45 % | 0.74 | 8.10 % | 0.67 | 3 | |||
Sept. 30, 2024 | 4.39 % | 0.44 | - | - | ||||
Dec. 31, 2024 | -6.43 % | 0.51 | - | - | ||||
March 31, 2025 | 9.74 % | 0.64 | - | - | ||||
June 30, 2025 | - | - | - | - |