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, 2019 | -49.92 % | - | 2.80 % | 1.00 | ||||
March 31, 2020 | 50.83 % | 0.98 | 94.46 % | 0.98 | ||||
June 30, 2020 | 9.17 % | 0.77 | 39.59 % | 0.91 | ||||
Sept. 30, 2020 | 20.53 % | 0.83 | 21.95 % | 0.70 | ||||
Dec. 31, 2020 | 0.08 % | 0.45 | -1.50 % | 0.51 | ||||
March 31, 2021 | 6.51 % | 0.63 | -24.94 % | 0.22 | ||||
June 30, 2021 | -4.10 % | 0.46 | -49.29 % | 0.02 | ||||
Sept. 30, 2021 | -3.45 % | 0.40 | -47.18 % | 0.02 | ||||
Dec. 31, 2021 | -24.11 % | 0.12 | -43.28 % | 0.02 | ||||
March 31, 2022 | -27.13 % | 0.05 | -13.99 % | 0.23 | ||||
June 30, 2022 | 2.24 % | 0.51 | 23.50 % | 0.81 | ||||
Sept. 30, 2022 | 0.77 % | 0.63 | 18.74 % | 0.71 | ||||
Dec. 31, 2022 | 13.44 % | 0.64 | 34.29 % | 0.80 | ||||
March 31, 2023 | 5.43 % | 0.65 | 20.76 % | 0.79 | ||||
June 30, 2023 | -1.54 % | 0.33 | 8.69 % | 0.56 | ||||
Sept. 30, 2023 | 13.94 % | 0.86 | 21.83 % | 0.78 | ||||
Dec. 31, 2023 | 3.40 % | 0.60 | 14.64 % | 0.70 | ||||
March 31, 2024 | -5.85 % | 0.29 | - | - | ||||
June 30, 2024 | 10.99 % | 0.71 | - | - | ||||
Sept. 30, 2024 | 4.47 % | 0.60 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |