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, 2014 | 4.36 % | 0.56 | 1.44 % | 0.43 | ||||
March 31, 2015 | 1.40 % | 0.41 | -1.85 % | 0.45 | ||||
June 30, 2015 | -6.20 % | 0.28 | -1.94 % | 0.50 | ||||
Sept. 30, 2015 | 3.01 % | 0.75 | 6.07 % | 0.72 | ||||
Dec. 31, 2015 | -0.05 % | 0.54 | 11.92 % | 0.75 | ||||
March 31, 2016 | 2.27 % | 0.65 | 13.55 % | 0.80 | ||||
June 30, 2016 | -2.04 % | 0.54 | 12.49 % | 0.69 | ||||
Sept. 30, 2016 | 8.40 % | 0.56 | 17.47 % | 0.72 | ||||
Dec. 31, 2016 | 5.92 % | 0.69 | 14.35 % | 0.70 | ||||
March 31, 2017 | 2.00 % | 0.64 | 6.06 % | 0.65 | ||||
June 30, 2017 | 2.89 % | 0.67 | 4.15 % | 0.67 | ||||
Sept. 30, 2017 | 2.46 % | 0.73 | 2.93 % | 0.62 | ||||
Dec. 31, 2017 | -3.67 % | 0.39 | -21.06 % | 0.26 | ||||
March 31, 2018 | 0.58 % | 0.59 | 0.22 % | 0.56 | ||||
June 30, 2018 | 4.71 % | 0.63 | -5.27 % | 0.50 | ||||
Sept. 30, 2018 | -21.47 % | 0.11 | -4.19 % | 0.49 | ||||
Dec. 31, 2018 | 16.78 % | 0.90 | 36.81 % | 0.85 | ||||
March 31, 2019 | 2.51 % | 0.62 | -6.74 % | 0.27 | ||||
June 30, 2019 | 1.82 % | 0.50 | 6.02 % | 0.40 | ||||
Sept. 30, 2019 | 8.29 % | 0.73 | 20.91 % | 0.62 | ||||
Dec. 31, 2019 | -22.93 % | 0.07 | 22.88 % | 0.65 | ||||
March 31, 2020 | 25.42 % | 0.91 | 63.51 % | 0.96 | ||||
June 30, 2020 | 12.28 % | 0.68 | 44.76 % | 0.92 | ||||
Sept. 30, 2020 | 12.85 % | 0.78 | 20.91 % | 0.79 | ||||
Dec. 31, 2020 | 3.11 % | 0.67 | 19.20 % | 0.66 | ||||
March 31, 2021 | 4.78 % | 0.68 | 8.40 % | 0.54 | ||||
June 30, 2021 | -2.41 % | 0.31 | -16.47 % | 0.27 | ||||
Sept. 30, 2021 | 6.80 % | 0.60 | -13.95 % | 0.24 | ||||
Dec. 31, 2021 | -3.97 % | 0.35 | -19.87 % | 0.29 | ||||
March 31, 2022 | -17.20 % | 0.14 | -9.60 % | 0.29 | ||||
June 30, 2022 | -3.24 % | 0.29 | 15.47 % | 0.62 | ||||
Sept. 30, 2022 | 2.14 % | 0.69 | 10.80 % | 0.64 | ||||
Dec. 31, 2022 | 5.99 % | 0.49 | 18.09 % | 0.56 | ||||
March 31, 2023 | 5.10 % | 0.54 | 6.07 % | 0.60 | ||||
June 30, 2023 | -6.78 % | 0.35 | 10.03 % | 0.57 | ||||
Sept. 30, 2023 | 9.35 % | 0.71 | 28.32 % | 0.75 | ||||
Dec. 31, 2023 | 2.95 % | 0.65 | 22.95 % | 0.58 | ||||
March 31, 2024 | 4.64 % | 0.41 | 11.42 % | 0.54 | ||||
June 30, 2024 | 5.55 % | 0.69 | - | - | ||||
Sept. 30, 2024 | -1.48 % | 0.36 | - | - | ||||
Dec. 31, 2024 | -0.84 % | 0.53 | - | - | ||||
March 31, 2025 | - | - | - | - |