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, 2016 | 12.12 % | 0.77 | 33.06 % | 0.78 | ||||
Sept. 30, 2016 | -4.69 % | 0.50 | 25.68 % | 0.73 | ||||
Dec. 31, 2016 | 12.79 % | 0.84 | 34.86 % | 0.81 | ||||
March 31, 2017 | 9.44 % | 0.71 | 22.01 % | 0.69 | ||||
June 30, 2017 | 7.52 % | 0.63 | 14.25 % | 0.67 | ||||
Sept. 30, 2017 | 7.64 % | 0.75 | 5.96 % | 0.60 | ||||
Dec. 31, 2017 | -1.51 % | 0.41 | -20.65 % | 0.27 | ||||
March 31, 2018 | -0.86 % | 0.53 | -2.50 % | 0.61 | ||||
June 30, 2018 | -1.36 % | 0.68 | -3.07 % | 0.61 | ||||
Sept. 30, 2018 | -16.81 % | 0.11 | -3.09 % | 0.53 | ||||
Dec. 31, 2018 | 27.54 % | 0.89 | 40.83 % | 0.83 | ||||
March 31, 2019 | 0.55 % | 0.65 | -12.16 % | 0.29 | ||||
June 30, 2019 | -4.76 % | 0.48 | 7.75 % | 0.50 | ||||
Sept. 30, 2019 | 17.46 % | 0.85 | 29.89 % | 0.58 | ||||
Dec. 31, 2019 | -21.71 % | 0.07 | 24.10 % | 0.69 | ||||
March 31, 2020 | 20.44 % | 0.96 | 58.37 % | 0.99 | ||||
June 30, 2020 | 16.34 % | 0.83 | 36.08 % | 0.94 | ||||
Sept. 30, 2020 | 17.58 % | 0.91 | 3.63 % | 0.77 | ||||
Dec. 31, 2020 | -0.91 % | 0.66 | -14.83 % | 0.58 | ||||
March 31, 2021 | 0.82 % | 0.79 | -28.08 % | 0.48 | ||||
June 30, 2021 | -15.74 % | 0.36 | -35.96 % | 0.15 | ||||
Sept. 30, 2021 | -5.70 % | 0.51 | -29.69 % | 0.15 | ||||
Dec. 31, 2021 | -8.29 % | 0.34 | -15.22 % | 0.28 | ||||
March 31, 2022 | -15.90 % | 0.15 | -8.52 % | 0.35 | ||||
June 30, 2022 | 0.64 % | 0.37 | 25.64 % | 0.72 | ||||
Sept. 30, 2022 | 8.66 % | 0.68 | 22.80 % | 0.78 | ||||
Dec. 31, 2022 | 10.47 % | 0.71 | 32.48 % | 0.79 | ||||
March 31, 2023 | 4.92 % | 0.65 | 31.71 % | 0.75 | ||||
June 30, 2023 | -0.10 % | 0.38 | 18.63 % | 0.66 | ||||
Sept. 30, 2023 | 12.41 % | 0.80 | 30.41 % | 0.78 | ||||
Dec. 31, 2023 | 9.32 % | 0.68 | 19.37 % | 0.59 | ||||
March 31, 2024 | 0.57 % | 0.41 | - | - | ||||
June 30, 2024 | 4.63 % | 0.69 | - | - | ||||
Sept. 30, 2024 | -1.43 % | 0.55 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |