Simulated Performance for Engineers Gate Manager LP
| 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, 2014 | 3.29 % | 0.60 | -3.41 % | 0.43 | 5 | 6 | 7 | |
| March 31, 2015 | 0.27 % | 0.49 | -5.15 % | 0.41 | 4 | 7 | 6 | |
| June 30, 2015 | -10.33 % | 0.22 | -4.36 % | 0.42 | 4 | 7 | 6 | |
| Sept. 30, 2015 | 1.99 % | 0.61 | 11.12 % | 0.66 | 4 | 5 | 3 | |
| Dec. 31, 2015 | 1.59 % | 0.53 | 18.22 % | 0.74 | 8 | 8 | 9 | |
| March 31, 2016 | 1.33 % | 0.56 | 19.38 % | 0.77 | 7 | 6 | 7 | |
| June 30, 2016 | 7.34 % | 0.70 | 21.44 % | 0.76 | 8 | 5 | 8 | |
| Sept. 30, 2016 | 6.64 % | 0.64 | 19.56 % | 0.72 | 7 | 6 | 8 | |
| Dec. 31, 2016 | 5.77 % | 0.66 | 21.20 % | 0.71 | 7 | 6 | 8 | |
| March 31, 2017 | 2.47 % | 0.62 | 17.34 % | 0.67 | 8 | 7 | 10 | |
| June 30, 2017 | 6.74 % | 0.71 | 23.28 % | 0.71 | 9 | 8 | 10 | |
| Sept. 30, 2017 | 6.59 % | 0.70 | 17.90 % | 0.65 | 8 | 7 | 9 | |
| Dec. 31, 2017 | 0.59 % | 0.44 | -7.64 % | 0.30 | 5 | 7 | 8 | |
| March 31, 2018 | 6.04 % | 0.63 | 10.24 % | 0.53 | 5 | 7 | 8 | |
| June 30, 2018 | 7.36 % | 0.58 | 4.75 % | 0.44 | 4 | 6 | 7 | |
| Sept. 30, 2018 | -19.30 % | 0.11 | -4.41 % | 0.39 | 3 | 4 | 1 | |
| Dec. 31, 2018 | 16.64 % | 0.82 | 27.03 % | 0.76 | 4 | 5 | 4 | |
| March 31, 2019 | 1.53 % | 0.53 | -22.73 % | 0.18 | 2 | 4 | 2 | |
| June 30, 2019 | -1.01 % | 0.47 | -0.95 % | 0.36 | 4 | 5 | 4 | |
| Sept. 30, 2019 | 9.47 % | 0.73 | 13.65 % | 0.48 | 6 | 5 | 7 | |
| Dec. 31, 2019 | -27.57 % | 0.07 | 27.02 % | 0.56 | 8 | 7 | 9 | |
| March 31, 2020 | 29.83 % | 0.89 | 94.48 % | 0.95 | 9 | 7 | 10 | |
| June 30, 2020 | 8.06 % | 0.57 | 58.00 % | 0.90 | 9 | 7 | 9 | |
| Sept. 30, 2020 | 24.58 % | 0.88 | 44.15 % | 0.85 | 9 | 7 | 10 | |
| Dec. 31, 2020 | 10.86 % | 0.74 | 23.70 % | 0.70 | 5 | 7 | 8 | |
| March 31, 2021 | 7.70 % | 0.63 | 0.11 % | 0.47 | 3 | 5 | 5 | |
| June 30, 2021 | -2.68 % | 0.39 | -22.49 % | 0.24 | 3 | 6 | 3 | |
| Sept. 30, 2021 | 5.11 % | 0.57 | -21.92 % | 0.21 | 3 | 6 | 2 | |
| Dec. 31, 2021 | -5.91 % | 0.34 | -19.29 % | 0.26 | 5 | 6 | 3 | |
| March 31, 2022 | -18.24 % | 0.12 | -9.10 % | 0.34 | 5 | 6 | 3 | |
| June 30, 2022 | -3.36 % | 0.35 | 18.84 % | 0.58 | 7 | 7 | 9 | |
| Sept. 30, 2022 | 10.73 % | 0.70 | 18.36 % | 0.64 | 5 | 6 | 8 | |
| Dec. 31, 2022 | 4.83 % | 0.57 | 20.06 % | 0.63 | 5 | 5 | 6 | |
| March 31, 2023 | 4.00 % | 0.57 | 24.68 % | 0.64 | 6 | 6 | 7 | |
| June 30, 2023 | -3.52 % | 0.36 | 12.93 % | 0.56 | 3 | 5 | 3 | |
| Sept. 30, 2023 | 14.18 % | 0.77 | 28.58 % | 0.72 | 4 | 5 | 4 | |
| Dec. 31, 2023 | 7.66 % | 0.60 | 15.80 % | 0.56 | 3 | 5 | 4 | |
| March 31, 2024 | -2.29 % | 0.40 | 3.29 % | 0.47 | 3 | 6 | 5 | |
| June 30, 2024 | 8.21 % | 0.69 | - | - | ||||
| Sept. 30, 2024 | 1.18 % | 0.47 | - | - | ||||
| Dec. 31, 2024 | -4.20 % | 0.34 | - | - | ||||
| March 31, 2025 | - | - | - | - |