Simulated Performance for EJF Capital LLC
| 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 | 9.07 % | 0.72 | 9.69 % | 0.77 | ||||
| Sept. 30, 2013 | 5.72 % | 0.79 | -0.15 % | 0.70 | ||||
| Dec. 31, 2013 | 0.38 % | 0.61 | 1.73 % | 0.56 | ||||
| March 31, 2014 | 1.67 % | 0.57 | 4.43 % | 0.61 | ||||
| June 30, 2014 | -4.40 % | 0.27 | 0.85 % | 0.61 | ||||
| Sept. 30, 2014 | 5.38 % | 0.77 | -4.30 % | 0.55 | ||||
| Dec. 31, 2014 | 0.78 % | 0.62 | -5.89 % | 0.57 | ||||
| March 31, 2015 | -1.31 % | 0.58 | -10.22 % | 0.49 | ||||
| June 30, 2015 | -7.87 % | 0.33 | -5.74 % | 0.43 | ||||
| Sept. 30, 2015 | 2.16 % | 0.68 | 10.16 % | 0.77 | ||||
| Dec. 31, 2015 | -5.48 % | 0.31 | 29.55 % | 0.88 | ||||
| March 31, 2016 | 0.71 % | 0.65 | 37.98 % | 0.91 | ||||
| June 30, 2016 | 12.87 % | 0.87 | 44.21 % | 0.88 | ||||
| Sept. 30, 2016 | 24.90 % | 0.91 | 36.38 % | 0.89 | ||||
| Dec. 31, 2016 | 0.26 % | 0.59 | 11.26 % | 0.74 | ||||
| March 31, 2017 | 3.07 % | 0.70 | 9.68 % | 0.76 | ||||
| June 30, 2017 | 5.23 % | 0.74 | 9.25 % | 0.78 | ||||
| Sept. 30, 2017 | 3.54 % | 0.69 | 7.20 % | 0.69 | ||||
| Dec. 31, 2017 | 0.86 % | 0.45 | -17.87 % | 0.26 | ||||
| March 31, 2018 | 1.89 % | 0.68 | -10.86 % | 0.33 | ||||
| June 30, 2018 | 0.04 % | 0.44 | -7.26 % | 0.29 | ||||
| Sept. 30, 2018 | -19.82 % | 0.06 | -4.50 % | 0.40 | ||||
| Dec. 31, 2018 | 8.85 % | 0.90 | 29.24 % | 0.95 | ||||
| March 31, 2019 | 5.40 % | 0.71 | -35.99 % | 0.03 | ||||
| June 30, 2019 | 1.45 % | 0.56 | -29.97 % | 0.05 | ||||
| Sept. 30, 2019 | 11.83 % | 0.90 | -32.95 % | 0.09 | ||||
| Dec. 31, 2019 | -42.79 % | 0.01 | -8.69 % | 0.16 | ||||
| March 31, 2020 | 10.26 % | 0.79 | 103.20 % | 0.99 | ||||
| June 30, 2020 | -2.66 % | 0.38 | 87.98 % | 0.98 | ||||
| Sept. 30, 2020 | 44.03 % | 0.97 | 90.82 % | 0.96 | ||||
| Dec. 31, 2020 | 22.11 % | 0.76 | 36.95 % | 0.78 | ||||
| March 31, 2021 | 3.79 % | 0.68 | 9.37 % | 0.59 | ||||
| June 30, 2021 | 5.05 % | 0.61 | -15.77 % | 0.47 | ||||
| Sept. 30, 2021 | 9.84 % | 0.68 | -19.27 % | 0.46 | ||||
| Dec. 31, 2021 | -3.73 % | 0.56 | -24.97 % | 0.45 | ||||
| March 31, 2022 | -25.50 % | 0.03 | -34.24 % | 0.12 | ||||
| June 30, 2022 | -5.16 % | 0.41 | -18.11 % | 0.31 | ||||
| Sept. 30, 2022 | -5.94 % | 0.61 | -7.83 % | 0.40 | ||||
| Dec. 31, 2022 | -14.04 % | 0.23 | 10.66 % | 0.59 | ||||
| March 31, 2023 | -2.94 % | 0.45 | 31.52 % | 0.80 | ||||
| June 30, 2023 | 9.01 % | 0.63 | 37.16 % | 0.81 | ||||
| Sept. 30, 2023 | 22.33 % | 0.86 | 50.72 % | 0.85 | ||||
| Dec. 31, 2023 | -3.63 % | 0.45 | 19.55 % | 0.77 | ||||
| March 31, 2024 | -0.65 % | 0.46 | 17.38 % | 0.74 | ||||
| June 30, 2024 | 14.06 % | 0.83 | - | - | ||||
| Sept. 30, 2024 | 7.17 % | 0.69 | - | - | ||||
| Dec. 31, 2024 | -4.30 % | 0.33 | - | - | ||||
| March 31, 2025 | - | - | - | - |