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, 2019 | -36.02 % | - | 176.18 % | 0.77 | ||||
March 31, 2020 | 70.47 % | 0.92 | 452.64 % | 1.00 | ||||
June 30, 2020 | 58.00 % | 0.95 | 225.72 % | 0.89 | ||||
Sept. 30, 2020 | 50.71 % | 1.00 | 66.04 % | 0.83 | ||||
Dec. 31, 2020 | 15.60 % | 0.78 | 8.23 % | 0.56 | ||||
March 31, 2021 | 3.98 % | 0.67 | -27.69 % | 0.24 | ||||
June 30, 2021 | -5.98 % | 0.41 | -47.10 % | 0.06 | ||||
Sept. 30, 2021 | -9.01 % | 0.25 | -52.54 % | - | ||||
Dec. 31, 2021 | -22.67 % | - | -48.74 % | 0.05 | ||||
March 31, 2022 | -28.23 % | - | -34.26 % | 0.29 | ||||
June 30, 2022 | -14.85 % | 0.14 | -7.05 % | 0.36 | ||||
Sept. 30, 2022 | -4.40 % | 0.39 | 19.97 % | 0.50 | ||||
Dec. 31, 2022 | 17.01 % | 0.75 | 57.88 % | 0.58 | ||||
March 31, 2023 | 7.81 % | 0.52 | 46.35 % | 0.67 | ||||
June 30, 2023 | 3.69 % | 0.45 | 30.52 % | 0.62 | ||||
Sept. 30, 2023 | 14.82 % | 0.63 | 39.11 % | 0.63 | ||||
Dec. 31, 2023 | 2.74 % | 0.62 | 34.48 % | 0.62 | ||||
March 31, 2024 | -4.20 % | 0.33 | 16.69 % | 0.47 | ||||
June 30, 2024 | 13.11 % | 0.64 | - | - | ||||
Sept. 30, 2024 | 16.97 % | 0.50 | - | - | ||||
Dec. 31, 2024 | -11.12 % | 0.25 | - | - | ||||
March 31, 2025 | - | - | - | - |