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, 2020 | 9.45 % | 0.64 | 17.64 % | 0.76 | ||||
March 31, 2021 | 10.26 % | 0.68 | -10.50 % | 0.41 | ||||
June 30, 2021 | -2.66 % | 0.43 | -24.38 % | 0.20 | ||||
Sept. 30, 2021 | -5.88 % | 0.42 | -27.05 % | 0.15 | ||||
Dec. 31, 2021 | -9.37 % | 0.34 | -18.85 % | 0.31 | ||||
March 31, 2022 | -12.22 % | 0.39 | -25.80 % | 0.41 | ||||
June 30, 2022 | -1.20 % | 0.42 | 10.00 % | 0.66 | ||||
Sept. 30, 2022 | 14.27 % | 0.79 | 20.38 % | 0.72 | ||||
Dec. 31, 2022 | 7.47 % | 0.67 | -0.52 % | 0.58 | ||||
March 31, 2023 | -0.15 % | 0.52 | 7.39 % | 0.52 | ||||
June 30, 2023 | -2.05 % | 0.36 | 23.33 % | 0.64 | ||||
Sept. 30, 2023 | 12.80 % | 0.79 | 32.88 % | 0.82 | ||||
Dec. 31, 2023 | -0.26 % | 0.50 | 5.64 % | 0.55 | ||||
March 31, 2024 | 3.89 % | 0.43 | 1.37 % | 0.57 | ||||
June 30, 2024 | -0.13 % | 0.42 | - | - | ||||
Sept. 30, 2024 | -8.65 % | 0.30 | - | - | ||||
Dec. 31, 2024 | 3.37 % | 0.49 | - | - | ||||
March 31, 2025 | - | - | - | - |