Simulated Performance for DAVIDSON KEMPNER CAPITAL MANAGEMENT LP
| 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 % | - | 3 | 4 | 5 | |
| June 30, 2015 | - | - | - | - | ||||
| Dec. 31, 2015 | 2.99 % | 0.64 | 6.73 % | 0.76 | 2 | 4 | 4 | |
| March 31, 2016 | 0.59 % | 0.58 | 8.20 % | 0.74 | 1 | 2 | 2 | |
| June 30, 2016 | 4.20 % | 0.69 | 8.95 % | 0.75 | 2 | 2 | 2 | |
| Sept. 30, 2016 | 1.44 % | 0.62 | 8.35 % | 0.65 | 2 | 2 | 2 | |
| Dec. 31, 2016 | 4.41 % | 0.70 | 12.85 % | 0.65 | 2 | 3 | 3 | |
| March 31, 2017 | 3.62 % | 0.57 | 9.19 % | 0.57 | 3 | 4 | 4 | |
| June 30, 2017 | 2.85 % | 0.63 | 5.95 % | 0.60 | 2 | 2 | 3 | |
| Sept. 30, 2017 | 0.92 % | 0.58 | 1.54 % | 0.67 | 1 | 2 | 2 | |
| Dec. 31, 2017 | -0.19 % | 0.50 | -12.38 % | 0.32 | 3 | 4 | 5 | |
| March 31, 2018 | 2.47 % | 0.65 | 1.58 % | 0.50 | 2 | 4 | 4 | |
| June 30, 2018 | 4.49 % | 0.67 | 5.07 % | 0.54 | 4 | 7 | 6 | |
| Sept. 30, 2018 | -10.47 % | 0.19 | -2.43 % | 0.44 | 3 | 5 | 5 | |
| Dec. 31, 2018 | 7.86 % | 0.82 | 7.75 % | 0.74 | 1 | 2 | 2 | |
| March 31, 2019 | -1.91 % | 0.64 | -20.57 % | 0.26 | 3 | 5 | 5 | |
| June 30, 2019 | 1.13 % | 0.47 | 0.49 % | 0.53 | 4 | 5 | 5 | |
| Sept. 30, 2019 | 8.51 % | 0.79 | 14.07 % | 0.67 | 6 | 5 | 5 | |
| Dec. 31, 2019 | -16.77 % | 0.17 | 23.02 % | 0.73 | 7 | 6 | 6 | |
| March 31, 2020 | 16.13 % | 0.91 | 33.03 % | 0.90 | 1 | 1 | 1 | |
| June 30, 2020 | 1.24 % | 0.69 | 33.59 % | 0.81 | 2 | 2 | 2 | |
| Sept. 30, 2020 | 14.56 % | 0.86 | 16.51 % | 0.63 | 1 | 2 | 2 | |
| Dec. 31, 2020 | 0.98 % | 0.43 | 13.15 % | 0.46 | 2 | 4 | 5 | |
| March 31, 2021 | 6.89 % | 0.63 | 7.78 % | 0.38 | 4 | 7 | 9 | |
| June 30, 2021 | -1.68 % | 0.39 | -8.88 % | 0.29 | 7 | 9 | 10 | |
| Sept. 30, 2021 | 2.92 % | 0.53 | -15.50 % | 0.40 | 6 | 8 | 7 | |
| Dec. 31, 2021 | -3.31 % | 0.50 | -19.00 % | 0.45 | 5 | 6 | 3 | |
| March 31, 2022 | -11.27 % | 0.49 | -7.62 % | 0.63 | 6 | 7 | 5 | |
| June 30, 2022 | -3.48 % | 0.74 | 6.01 % | 0.71 | 2 | 3 | 3 | |
| Sept. 30, 2022 | 2.77 % | 0.82 | 6.92 % | 0.76 | 2 | 3 | 3 | |
| Dec. 31, 2022 | 5.07 % | 0.79 | 15.17 % | 0.70 | 3 | 4 | 4 | |
| March 31, 2023 | 2.21 % | 0.70 | 21.96 % | 0.66 | 4 | 5 | 5 | |
| June 30, 2023 | 1.96 % | 0.50 | 19.83 % | 0.60 | 6 | 7 | 7 | |
| Sept. 30, 2023 | 7.18 % | 0.78 | 13.12 % | 0.78 | 1 | 2 | 2 | |
| Dec. 31, 2023 | 9.28 % | 0.67 | 2.54 % | 0.55 | 1 | 3 | 3 | |
| March 31, 2024 | -1.84 % | 0.41 | 2.24 % | 0.44 | 3 | 5 | 6 | |
| June 30, 2024 | 4.17 % | 0.67 | 9.98 % | 0.65 | 4 | 4 | 4 | |
| Sept. 30, 2024 | 3.04 % | 0.47 | 11.89 % | 0.64 | 4 | 4 | 4 | |
| Dec. 31, 2024 | -2.73 % | 0.34 | 11.85 % | 0.71 | 3 | 4 | 5 | |
| March 31, 2025 | 7.50 % | 0.75 | - | - | ||||
| June 30, 2025 | 4.13 % | 0.63 | - | - | ||||
| Sept. 30, 2025 | 0.16 % | 0.44 | - | - | ||||
| Dec. 31, 2025 | - | - | - | - |