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, 2016 | 7.35 % | 0.79 | 21.72 % | 0.82 | ||||
March 31, 2017 | 3.19 % | 0.72 | 14.38 % | 0.70 | ||||
June 30, 2017 | 4.39 % | 0.69 | 16.98 % | 0.68 | ||||
Sept. 30, 2017 | 6.72 % | 0.75 | 22.23 % | 0.71 | ||||
Dec. 31, 2017 | 0.07 % | 0.43 | -3.74 % | 0.40 | ||||
March 31, 2018 | 4.89 % | 0.63 | 14.21 % | 0.70 | ||||
June 30, 2018 | 8.01 % | 0.63 | 9.46 % | 0.56 | ||||
Sept. 30, 2018 | -14.86 % | 0.12 | 2.24 % | 0.50 | ||||
Dec. 31, 2018 | 14.53 % | 0.89 | 32.15 % | 0.82 | ||||
March 31, 2019 | 4.30 % | 0.63 | -4.64 % | 0.24 | ||||
June 30, 2019 | 0.84 % | 0.52 | 14.41 % | 0.40 | ||||
Sept. 30, 2019 | 9.51 % | 0.71 | 28.55 % | 0.52 | ||||
Dec. 31, 2019 | -16.58 % | 0.09 | 30.48 % | 0.62 | ||||
March 31, 2020 | 26.25 % | 0.90 | 65.83 % | 0.96 | ||||
June 30, 2020 | 11.00 % | 0.63 | 42.16 % | 0.91 | ||||
Sept. 30, 2020 | 13.91 % | 0.86 | 27.41 % | 0.84 | ||||
Dec. 31, 2020 | 3.17 % | 0.66 | 20.61 % | 0.71 | ||||
March 31, 2021 | 8.27 % | 0.72 | 6.90 % | 0.55 | ||||
June 30, 2021 | -0.87 % | 0.39 | -19.12 % | 0.26 | ||||
Sept. 30, 2021 | 7.19 % | 0.63 | -22.92 % | 0.20 | ||||
Dec. 31, 2021 | -6.84 % | 0.35 | -25.98 % | 0.26 | ||||
March 31, 2022 | -20.00 % | 0.13 | -11.75 % | 0.31 | ||||
June 30, 2022 | -4.51 % | 0.29 | 21.41 % | 0.65 | ||||
Sept. 30, 2022 | 3.69 % | 0.73 | 22.84 % | 0.69 | ||||
Dec. 31, 2022 | 11.33 % | 0.61 | 33.43 % | 0.68 | ||||
March 31, 2023 | 9.98 % | 0.58 | 31.20 % | 0.71 | ||||
June 30, 2023 | -3.38 % | 0.36 | 25.34 % | 0.67 | ||||
Sept. 30, 2023 | 11.69 % | 0.79 | 37.13 % | 0.81 | ||||
Dec. 31, 2023 | 10.44 % | 0.76 | 30.57 % | 0.66 | ||||
March 31, 2024 | 5.63 % | 0.45 | 9.59 % | 0.57 | ||||
Sept. 30, 2024 | 4.62 % | 0.44 | - | - | ||||
Dec. 31, 2024 | -5.69 % | 0.49 | - | - | ||||
March 31, 2025 | - | - | - | - |