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 | 7.88 % | 0.75 | 27.16 % | 0.85 | 8 | |||
Sept. 30, 2013 | 9.11 % | 0.79 | 16.78 % | 0.69 | 6 | |||
Dec. 31, 2013 | 2.79 % | 0.56 | 11.68 % | 0.64 | 7 | |||
March 31, 2014 | 5.79 % | 0.65 | 13.50 % | 0.64 | 8 | |||
June 30, 2014 | -1.47 % | 0.30 | 7.28 % | 0.59 | 8 | |||
Sept. 30, 2014 | 4.93 % | 0.72 | 0.60 % | 0.51 | 8 | |||
Dec. 31, 2014 | 4.04 % | 0.61 | 1.38 % | 0.46 | 8 | |||
March 31, 2015 | 0.24 % | 0.46 | -4.50 % | 0.43 | 5 | |||
June 30, 2015 | -9.33 % | 0.24 | -3.37 % | 0.46 | 5 | |||
Sept. 30, 2015 | 5.55 % | 0.65 | 12.16 % | 0.73 | 4 | |||
Dec. 31, 2015 | -1.91 % | 0.55 | 9.33 % | 0.77 | 3 | |||
March 31, 2016 | 3.62 % | 0.62 | 16.26 % | 0.79 | 5 | |||
June 30, 2016 | 4.86 % | 0.69 | 15.11 % | 0.78 | 4 | |||
Sept. 30, 2016 | 2.89 % | 0.66 | 15.15 % | 0.76 | 4 | |||
Dec. 31, 2016 | 5.74 % | 0.59 | 20.24 % | 0.70 | 6 | |||
March 31, 2017 | 2.76 % | 0.59 | 16.44 % | 0.65 | 8 | |||
June 30, 2017 | 5.25 % | 0.69 | 17.82 % | 0.69 | 8 | |||
Sept. 30, 2017 | 5.87 % | 0.65 | 17.34 % | 0.65 | 7 | |||
Dec. 31, 2017 | 2.04 % | 0.44 | -6.24 % | 0.31 | 6 | |||
March 31, 2018 | 4.80 % | 0.66 | 10.70 % | 0.56 | 6 | |||
June 30, 2018 | 5.25 % | 0.58 | 6.07 % | 0.49 | 5 | |||
Sept. 30, 2018 | -15.50 % | 0.11 | 0.61 % | 0.47 | 4 | |||
Dec. 31, 2018 | 16.62 % | 0.87 | 28.18 % | 0.82 | 4 | |||
March 31, 2019 | 2.86 % | 0.60 | -12.26 % | 0.19 | 5 | |||
June 30, 2019 | -0.97 % | 0.51 | 6.46 % | 0.33 | 7 | |||
Sept. 30, 2019 | 7.49 % | 0.75 | 15.62 % | 0.43 | 6 | |||
Dec. 31, 2019 | -20.24 % | 0.07 | 22.38 % | 0.54 | 7 | |||
March 31, 2020 | 24.58 % | 0.87 | 66.37 % | 0.96 | 7 | |||
June 30, 2020 | 6.97 % | 0.56 | 45.53 % | 0.92 | 7 | |||
Sept. 30, 2020 | 17.17 % | 0.89 | 32.35 % | 0.87 | 7 | |||
Dec. 31, 2020 | 5.22 % | 0.75 | 19.47 % | 0.74 | 3 | |||
March 31, 2021 | 7.93 % | 0.64 | 5.70 % | 0.56 | 3 | |||
June 30, 2021 | -1.37 % | 0.42 | -17.58 % | 0.27 | 4 | |||
Sept. 30, 2021 | 6.42 % | 0.65 | -20.58 % | 0.23 | 4 | |||
Dec. 31, 2021 | -6.09 % | 0.36 | -18.65 % | 0.28 | 5 | |||
March 31, 2022 | -16.19 % | 0.12 | -8.92 % | 0.33 | 5 | |||
June 30, 2022 | -4.22 % | 0.35 | 13.24 % | 0.59 | 4 | |||
Sept. 30, 2022 | 9.17 % | 0.72 | 16.28 % | 0.63 | 4 | |||
Dec. 31, 2022 | 4.07 % | 0.56 | 18.74 % | 0.65 | 4 | |||
March 31, 2023 | 4.14 % | 0.56 | 21.76 % | 0.66 | 4 | |||
June 30, 2023 | -2.88 % | 0.38 | 15.60 % | 0.60 | 4 | |||
Sept. 30, 2023 | 12.48 % | 0.78 | 29.88 % | 0.75 | 4 | |||
Dec. 31, 2023 | 7.74 % | 0.60 | 16.55 % | 0.59 | 4 | |||
March 31, 2024 | -0.96 % | 0.40 | 4.57 % | 0.51 | 4 | |||
June 30, 2024 | 7.20 % | 0.73 | 16.18 % | 0.61 | 8 | |||
Sept. 30, 2024 | 1.40 % | 0.48 | - | - | ||||
Dec. 31, 2024 | -3.07 % | 0.36 | - | - | ||||
March 31, 2025 | 9.97 % | 0.63 | - | - | ||||
June 30, 2025 | - | - | - | - |