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 | -0.33 % | 0.61 | 20.69 % | 0.94 | 3 | |||
Sept. 30, 2013 | 2.92 % | 0.80 | 18.86 % | 0.94 | 8 | |||
Dec. 31, 2013 | 7.87 % | 0.74 | 25.72 % | 0.85 | 10 | |||
March 31, 2014 | 9.03 % | 0.88 | 15.99 % | 0.78 | 9 | |||
June 30, 2014 | -1.81 % | 0.42 | -1.76 % | 0.50 | 3 | |||
Sept. 30, 2014 | 6.30 % | 0.65 | -5.39 % | 0.45 | 4 | |||
Dec. 31, 2014 | -0.76 % | 0.44 | -9.46 % | 0.36 | 2 | |||
March 31, 2015 | -7.02 % | 0.30 | -1.97 % | 0.48 | 6 | |||
June 30, 2015 | -4.64 % | 0.32 | 13.64 % | 0.59 | 10 | |||
Sept. 30, 2015 | 2.15 % | 0.74 | 18.58 % | 0.83 | 9 | |||
Dec. 31, 2015 | 8.91 % | 0.62 | 17.44 % | 0.83 | 8 | |||
March 31, 2016 | 9.18 % | 0.73 | 10.49 % | 0.83 | 2 | |||
June 30, 2016 | -1.99 % | 0.49 | 1.64 % | 0.74 | 1 | |||
Sept. 30, 2016 | -0.45 % | 0.54 | 5.09 % | 0.74 | 1 | |||
Dec. 31, 2016 | 3.89 % | 0.75 | 7.61 % | 0.73 | 2 | |||
March 31, 2017 | 0.20 % | 0.61 | -2.19 % | 0.58 | 1 | |||
June 30, 2017 | 1.87 % | 0.70 | 4.36 % | 0.65 | 2 | |||
Sept. 30, 2017 | 1.43 % | 0.69 | 4.88 % | 0.67 | 2 | |||
Dec. 31, 2017 | -5.98 % | 0.22 | -2.37 % | 0.35 | 9 | |||
March 31, 2018 | 7.21 % | 0.76 | 20.21 % | 0.77 | 10 | |||
June 30, 2018 | 2.87 % | 0.76 | 14.01 % | 0.69 | 9 | |||
Sept. 30, 2018 | -5.84 % | 0.19 | 18.08 % | 0.59 | 10 | |||
Dec. 31, 2018 | 15.09 % | 0.91 | 26.03 % | 0.89 | 3 | |||
March 31, 2019 | 2.58 % | 0.63 | -14.81 % | 0.24 | 4 | |||
June 30, 2019 | 6.36 % | 0.63 | -8.90 % | 0.36 | 2 | |||
Sept. 30, 2019 | 0.16 % | 0.67 | -13.17 % | 0.40 | 1 | |||
Dec. 31, 2019 | -22.57 % | 0.05 | -5.39 % | 0.47 | 1 | |||
March 31, 2020 | 9.74 % | 0.86 | 28.54 % | 0.95 | 1 | |||
June 30, 2020 | 1.61 % | 0.59 | 26.57 % | 0.96 | 1 | |||
Sept. 30, 2020 | 8.39 % | 0.87 | 24.41 % | 0.93 | 3 | |||
Dec. 31, 2020 | 7.30 % | 0.85 | 29.82 % | 0.92 | 8 | |||
March 31, 2021 | 7.70 % | 0.83 | 24.01 % | 0.83 | 10 | |||
June 30, 2021 | 0.36 % | 0.46 | 3.00 % | 0.47 | 10 | |||
Sept. 30, 2021 | 12.92 % | 0.79 | -4.97 % | 0.34 | 10 | |||
Dec. 31, 2021 | 2.72 % | 0.52 | -9.15 % | 0.39 | 9 | |||
March 31, 2022 | -11.04 % | 0.12 | -11.85 % | 0.30 | 3 | |||
June 30, 2022 | -7.51 % | 0.25 | -0.59 % | 0.57 | 1 | |||
Sept. 30, 2022 | 6.52 % | 0.81 | -0.10 % | 0.63 | 1 | |||
Dec. 31, 2022 | 1.05 % | 0.51 | 4.81 % | 0.65 | 1 | |||
March 31, 2023 | 0.01 % | 0.53 | 5.46 % | 0.66 | 1 | |||
June 30, 2023 | -6.82 % | 0.29 | 6.73 % | 0.65 | 2 | |||
Sept. 30, 2023 | 11.43 % | 0.87 | 35.15 % | 0.90 | 7 | |||
Dec. 31, 2023 | 1.96 % | 0.68 | 13.74 % | 0.67 | 3 | |||
March 31, 2024 | 0.43 % | 0.51 | 17.05 % | 0.69 | 10 | |||
June 30, 2024 | 15.48 % | 0.82 | - | - | ||||
Sept. 30, 2024 | -2.75 % | 0.34 | - | - | ||||
Dec. 31, 2024 | 4.35 % | 0.64 | - | - | ||||
March 31, 2025 | - | - | - | - |