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, 2013 | 4.76 % | 0.73 | 23.96 % | 0.90 | 6 | |||
Sept. 30, 2013 | 11.26 % | 0.80 | 19.06 % | 0.85 | 8 | |||
Dec. 31, 2013 | 2.66 % | 0.65 | 13.60 % | 0.75 | 8 | |||
March 31, 2014 | 3.68 % | 0.80 | 10.64 % | 0.72 | 6 | |||
June 30, 2014 | -1.00 % | 0.37 | 7.12 % | 0.59 | 7 | |||
Sept. 30, 2014 | 3.87 % | 0.72 | 0.99 % | 0.49 | 8 | |||
Dec. 31, 2014 | 2.27 % | 0.57 | 5.21 % | 0.49 | 10 | |||
March 31, 2015 | 1.29 % | 0.39 | -1.14 % | 0.45 | 7 | |||
June 30, 2015 | -6.36 % | 0.26 | -0.58 % | 0.55 | 6 | |||
Sept. 30, 2015 | 6.88 % | 0.76 | 14.71 % | 0.79 | 6 | |||
Dec. 31, 2015 | -3.37 % | 0.63 | 16.06 % | 0.79 | 7 | |||
March 31, 2016 | 3.66 % | 0.59 | 22.43 % | 0.76 | 8 | |||
June 30, 2016 | 7.16 % | 0.65 | 21.80 % | 0.72 | 8 | |||
Sept. 30, 2016 | 5.61 % | 0.44 | 19.01 % | 0.73 | 7 | |||
Dec. 31, 2016 | 4.22 % | 0.69 | 21.26 % | 0.82 | 7 | |||
March 31, 2017 | 3.61 % | 0.68 | 15.02 % | 0.71 | 7 | |||
June 30, 2017 | 5.42 % | 0.73 | 17.29 % | 0.72 | 8 | |||
Sept. 30, 2017 | 8.05 % | 0.71 | 15.63 % | 0.62 | 6 | |||
Dec. 31, 2017 | -2.23 % | 0.35 | -13.78 % | 0.28 | 2 | |||
March 31, 2018 | 4.35 % | 0.67 | 2.95 % | 0.70 | 2 | |||
June 30, 2018 | 3.03 % | 0.61 | -1.55 % | 0.57 | 2 | |||
Sept. 30, 2018 | -18.43 % | 0.11 | -2.56 % | 0.62 | 3 | |||
Dec. 31, 2018 | 15.35 % | 0.88 | 32.96 % | 0.87 | 8 | |||
March 31, 2019 | 3.32 % | 0.56 | -17.69 % | 0.24 | 3 | |||
June 30, 2019 | 2.35 % | 0.66 | -4.54 % | 0.36 | 3 | |||
Sept. 30, 2019 | 10.20 % | 0.71 | 2.17 % | 0.43 | 3 | |||
Dec. 31, 2019 | -27.07 % | 0.07 | 5.73 % | 0.49 | 2 | |||
March 31, 2020 | 16.73 % | 0.85 | 67.33 % | 0.97 | 7 | |||
June 30, 2020 | 8.16 % | 0.60 | 57.34 % | 0.96 | 9 | |||
Sept. 30, 2020 | 19.00 % | 0.91 | 44.66 % | 0.90 | 9 | |||
Dec. 31, 2020 | 14.40 % | 0.84 | 24.83 % | 0.82 | 5 | |||
March 31, 2021 | 6.30 % | 0.80 | 0.13 % | 0.72 | 3 | |||
June 30, 2021 | -6.41 % | 0.46 | -24.83 % | 0.23 | 3 | |||
Sept. 30, 2021 | 2.17 % | 0.75 | -24.34 % | 0.15 | 3 | |||
Dec. 31, 2021 | -5.38 % | 0.34 | -20.88 % | 0.18 | 4 | |||
March 31, 2022 | -17.18 % | 0.13 | -15.46 % | 0.23 | 2 | |||
June 30, 2022 | -7.07 % | 0.22 | 12.70 % | 0.54 | 3 | |||
Sept. 30, 2022 | 8.44 % | 0.73 | 21.09 % | 0.62 | 7 | |||
Dec. 31, 2022 | 5.04 % | 0.53 | 33.61 % | 0.74 | 8 | |||
March 31, 2023 | 12.35 % | 0.64 | 47.15 % | 0.76 | 10 | |||
June 30, 2023 | -1.27 % | 0.33 | 32.28 % | 0.71 | 9 | |||
Sept. 30, 2023 | 15.60 % | 0.89 | 41.19 % | 0.92 | 9 | |||
Dec. 31, 2023 | 13.85 % | 0.69 | 24.52 % | 0.73 | 7 | |||
March 31, 2024 | 0.73 % | 0.50 | 6.71 % | 0.66 | 5 | |||
June 30, 2024 | 4.71 % | 0.77 | 15.02 % | 0.71 | 7 | |||
Sept. 30, 2024 | 0.54 % | 0.39 | - | - | ||||
Dec. 31, 2024 | 0.13 % | 0.54 | - | - | ||||
March 31, 2025 | 8.57 % | 0.55 | - | - | ||||
June 30, 2025 | - | - | - | - |