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 |
---|---|---|---|---|---|---|---|---|
Sept. 30, 2013 | 12.22 % | 0.93 | 16.83 % | 0.93 | ||||
Dec. 31, 2013 | -0.32 % | 0.47 | 10.75 % | 0.83 | ||||
March 31, 2014 | 5.59 % | 0.72 | 17.02 % | 0.86 | ||||
June 30, 2014 | 2.85 % | 0.61 | 16.56 % | 0.82 | ||||
Sept. 30, 2014 | 4.47 % | 0.81 | 0.31 % | 0.62 | ||||
Dec. 31, 2014 | 1.94 % | 0.61 | -1.30 % | 0.44 | ||||
March 31, 2015 | -2.08 % | 0.59 | 3.07 % | 0.59 | ||||
June 30, 2015 | -2.61 % | 0.42 | 2.18 % | 0.42 | ||||
Sept. 30, 2015 | 7.29 % | 0.77 | 13.85 % | 0.74 | ||||
Dec. 31, 2015 | 0.01 % | 0.57 | 13.05 % | 0.71 | ||||
March 31, 2016 | 0.21 % | 0.53 | 22.12 % | 0.90 | ||||
June 30, 2016 | 10.10 % | 0.76 | 38.96 % | 0.93 | ||||
Sept. 30, 2016 | 2.62 % | 0.54 | 32.09 % | 0.96 | ||||
Dec. 31, 2016 | 10.60 % | 0.89 | 31.87 % | 0.89 | ||||
March 31, 2017 | 7.69 % | 0.96 | 22.57 % | 0.84 | ||||
June 30, 2017 | 5.35 % | 0.80 | 13.37 % | 0.77 | ||||
Sept. 30, 2017 | 6.03 % | 0.78 | 12.07 % | 0.66 | ||||
Dec. 31, 2017 | 2.36 % | 0.53 | -8.68 % | 0.44 | ||||
March 31, 2018 | 5.37 % | 0.69 | 10.89 % | 0.69 | ||||
June 30, 2018 | 2.35 % | 0.58 | 4.04 % | 0.58 | ||||
Sept. 30, 2018 | -14.47 % | 0.04 | 3.85 % | 0.62 | ||||
Dec. 31, 2018 | 15.83 % | 0.96 | 34.67 % | 1.00 | ||||
March 31, 2019 | 6.26 % | 0.69 | -3.26 % | 0.42 | ||||
June 30, 2019 | 0.41 % | 0.45 | 11.66 % | 0.68 | ||||
Sept. 30, 2019 | 13.14 % | 0.85 | 30.88 % | 0.70 | ||||
Dec. 31, 2019 | -16.91 % | 0.06 | 23.50 % | 0.79 | ||||
March 31, 2020 | 24.54 % | 1.00 | 61.68 % | 1.00 | ||||
June 30, 2020 | 15.25 % | 0.89 | 41.15 % | 1.00 | ||||
Sept. 30, 2020 | 9.76 % | 0.86 | 21.27 % | 0.89 | ||||
Dec. 31, 2020 | 5.51 % | 0.65 | 17.20 % | 0.71 | ||||
March 31, 2021 | 10.46 % | 0.94 | -0.30 % | 0.51 | ||||
June 30, 2021 | -3.22 % | 0.39 | -24.97 % | 0.07 | ||||
Sept. 30, 2021 | 6.94 % | 0.59 | -25.52 % | 0.09 | ||||
Dec. 31, 2021 | -8.23 % | 0.19 | -23.39 % | 0.10 | ||||
March 31, 2022 | -18.65 % | 0.07 | -10.45 % | 0.38 | ||||
June 30, 2022 | -3.83 % | 0.23 | 24.39 % | 0.81 | ||||
Sept. 30, 2022 | 10.59 % | 0.78 | 27.31 % | 0.96 | ||||
Dec. 31, 2022 | 3.20 % | 0.57 | 22.72 % | 0.90 | ||||
March 31, 2023 | 9.11 % | 0.80 | 30.74 % | 0.96 | ||||
June 30, 2023 | -0.62 % | 0.57 | 21.88 % | 0.83 | ||||
Sept. 30, 2023 | 8.05 % | 0.77 | 29.43 % | 0.91 | ||||
Dec. 31, 2023 | 15.32 % | 0.95 | 24.57 % | 0.73 | ||||
March 31, 2024 | -2.07 % | 0.45 | 4.79 % | 0.68 | ||||
June 30, 2024 | 9.43 % | 0.81 | 22.24 % | 0.77 | ||||
Sept. 30, 2024 | 2.02 % | 0.50 | - | - | ||||
Dec. 31, 2024 | 0.45 % | 0.50 | - | - | ||||
March 31, 2025 | 11.82 % | 0.81 | - | - | ||||
June 30, 2025 | - | - | - | - |