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 |
---|---|---|---|---|---|---|---|---|
March 31, 2015 | 0.92 % | 1.00 | -10.49 % | - | ||||
June 30, 2015 | - | - | - | - | ||||
Dec. 31, 2015 | 2.99 % | 0.64 | 6.73 % | 0.76 | ||||
March 31, 2016 | 0.59 % | 0.58 | 8.20 % | 0.74 | ||||
June 30, 2016 | 4.20 % | 0.69 | 8.95 % | 0.75 | ||||
Sept. 30, 2016 | 1.44 % | 0.62 | 8.35 % | 0.65 | ||||
Dec. 31, 2016 | 4.39 % | 0.69 | 12.89 % | 0.65 | ||||
March 31, 2017 | 3.63 % | 0.57 | 9.15 % | 0.56 | ||||
June 30, 2017 | 2.96 % | 0.63 | 5.83 % | 0.60 | ||||
Sept. 30, 2017 | 0.92 % | 0.58 | 1.40 % | 0.66 | ||||
Dec. 31, 2017 | -0.27 % | 0.49 | -12.52 % | 0.32 | ||||
March 31, 2018 | 2.47 % | 0.65 | 1.58 % | 0.50 | ||||
June 30, 2018 | 4.49 % | 0.67 | 5.07 % | 0.54 | ||||
Sept. 30, 2018 | -10.47 % | 0.19 | -2.43 % | 0.44 | ||||
Dec. 31, 2018 | 7.86 % | 0.82 | 7.75 % | 0.74 | ||||
March 31, 2019 | -1.91 % | 0.64 | -20.57 % | 0.26 | ||||
June 30, 2019 | 1.13 % | 0.47 | 0.49 % | 0.53 | ||||
Sept. 30, 2019 | 8.51 % | 0.79 | 14.07 % | 0.67 | ||||
Dec. 31, 2019 | -16.77 % | 0.17 | 23.02 % | 0.73 | ||||
March 31, 2020 | 16.13 % | 0.91 | 33.03 % | 0.90 | ||||
June 30, 2020 | 1.24 % | 0.69 | 33.59 % | 0.81 | ||||
Sept. 30, 2020 | 14.56 % | 0.86 | 16.51 % | 0.63 | ||||
Dec. 31, 2020 | 0.98 % | 0.43 | 13.15 % | 0.46 | ||||
March 31, 2021 | 6.89 % | 0.63 | 7.78 % | 0.38 | ||||
June 30, 2021 | -1.68 % | 0.39 | -8.88 % | 0.29 | ||||
Sept. 30, 2021 | 2.92 % | 0.53 | -15.50 % | 0.40 | ||||
Dec. 31, 2021 | -3.31 % | 0.50 | -19.00 % | 0.45 | ||||
March 31, 2022 | -11.27 % | 0.49 | -7.62 % | 0.63 | ||||
June 30, 2022 | -3.48 % | 0.74 | 6.01 % | 0.71 | ||||
Sept. 30, 2022 | 2.77 % | 0.82 | 6.92 % | 0.76 | ||||
Dec. 31, 2022 | 5.07 % | 0.79 | 15.17 % | 0.70 | ||||
March 31, 2023 | 2.21 % | 0.70 | 21.95 % | 0.66 | ||||
June 30, 2023 | 1.96 % | 0.50 | 19.81 % | 0.59 | ||||
Sept. 30, 2023 | 7.21 % | 0.77 | 13.19 % | 0.77 | ||||
Dec. 31, 2023 | 12.68 % | 0.68 | 7.21 % | 0.56 | ||||
March 31, 2024 | -1.45 % | 0.41 | 2.01 % | 0.44 | ||||
June 30, 2024 | 5.43 % | 0.69 | - | - | ||||
Sept. 30, 2024 | 3.54 % | 0.48 | - | - | ||||
Dec. 31, 2024 | -5.44 % | 0.31 | - | - | ||||
March 31, 2025 | - | - | - | - |