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, 2016 | 10.51 % | 0.83 | 40.44 % | 1.00 | ||||
March 31, 2017 | 9.20 % | 1.00 | 33.65 % | 1.00 | ||||
June 30, 2017 | 11.73 % | 1.00 | 30.62 % | 1.00 | ||||
Sept. 30, 2017 | 8.79 % | 0.90 | 33.62 % | 0.90 | ||||
Dec. 31, 2017 | 6.03 % | 0.70 | 4.53 % | 0.40 | ||||
March 31, 2018 | 6.73 % | 0.67 | 11.26 % | 0.67 | ||||
June 30, 2018 | 5.83 % | 0.64 | 23.06 % | 0.64 | ||||
Sept. 30, 2018 | -16.00 % | - | 15.00 % | 0.92 | ||||
Dec. 31, 2018 | 27.41 % | 0.91 | 50.59 % | 1.00 | ||||
March 31, 2019 | 9.80 % | 0.78 | -13.82 % | 0.11 | ||||
June 30, 2019 | -4.48 % | 0.30 | 36.27 % | 0.80 | ||||
Sept. 30, 2019 | 7.65 % | 0.67 | 48.63 % | 0.78 | ||||
Dec. 31, 2019 | -19.37 % | 0.11 | 65.92 % | 0.89 | ||||
March 31, 2020 | 60.99 % | 1.00 | 115.33 % | 0.88 | ||||
June 30, 2020 | 7.69 % | 0.50 | 81.62 % | 0.90 | ||||
Sept. 30, 2020 | 28.78 % | 0.82 | 45.93 % | 0.82 | ||||
Dec. 31, 2020 | 10.12 % | 0.78 | 5.86 % | 0.44 | ||||
March 31, 2021 | 15.12 % | 0.88 | -25.25 % | 0.12 | ||||
June 30, 2021 | -9.62 % | 0.11 | -56.39 % | - | ||||
Sept. 30, 2021 | -7.38 % | 0.22 | -54.38 % | - | ||||
Dec. 31, 2021 | -28.10 % | - | -50.11 % | 0.10 | ||||
March 31, 2022 | -30.57 % | 0.09 | -18.35 % | - | ||||
June 30, 2022 | -2.00 % | 0.40 | 9.39 % | 0.44 | ||||
Sept. 30, 2022 | -6.19 % | 0.20 | 21.13 % | 0.56 | ||||
Dec. 31, 2022 | 33.96 % | 1.00 | 68.11 % | 0.89 | ||||
March 31, 2023 | -0.65 % | 0.22 | 39.94 % | 0.67 | ||||
June 30, 2023 | 5.25 % | 0.60 | 43.62 % | 0.70 | ||||
Sept. 30, 2023 | 20.13 % | 1.00 | 46.32 % | 0.80 | ||||
Dec. 31, 2023 | 8.08 % | 0.67 | 37.85 % | 0.78 | ||||
March 31, 2024 | 3.26 % | 0.60 | - | - | ||||
June 30, 2024 | 10.47 % | 0.73 | - | - | ||||
Sept. 30, 2024 | 21.07 % | 0.83 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |