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 | 2.63 % | 0.77 | 8.47 % | 0.70 | 1 | |||
Sept. 30, 2013 | 6.35 % | 0.78 | 5.19 % | 0.62 | 2 | |||
Dec. 31, 2013 | 3.48 % | 0.62 | 1.06 % | 0.64 | 2 | |||
March 31, 2014 | 2.10 % | 0.84 | -3.19 % | 0.56 | 2 | |||
June 30, 2014 | -1.92 % | 0.31 | 0.81 % | 0.68 | 3 | |||
Sept. 30, 2014 | -4.83 % | 0.57 | -15.23 % | 0.52 | 2 | |||
Dec. 31, 2014 | 5.72 % | 0.66 | -1.21 % | 0.55 | 6 | |||
March 31, 2015 | 2.81 % | 0.71 | -16.38 % | 0.32 | 2 | |||
June 30, 2015 | -14.08 % | 0.28 | -9.88 % | 0.39 | 3 | |||
Sept. 30, 2015 | 2.18 % | 0.57 | 8.76 % | 0.49 | 3 | |||
Dec. 31, 2015 | -2.34 % | 0.43 | 8.48 % | 0.62 | 3 | |||
March 31, 2016 | 4.30 % | 0.62 | 27.97 % | 0.77 | 9 | |||
June 30, 2016 | 3.37 % | 0.56 | 22.43 % | 0.88 | 8 | |||
Sept. 30, 2016 | 11.44 % | 0.71 | 19.83 % | 0.80 | 7 | |||
Dec. 31, 2016 | 10.02 % | 0.65 | 17.26 % | 0.53 | 4 | |||
March 31, 2017 | 0.04 % | 0.40 | 3.98 % | 0.57 | 2 | |||
June 30, 2017 | 2.09 % | 0.65 | 14.51 % | 0.65 | 7 | |||
Sept. 30, 2017 | 4.16 % | 0.65 | 16.34 % | 0.67 | 7 | |||
Dec. 31, 2017 | -1.15 % | 0.57 | -0.83 % | 0.43 | 9 | |||
March 31, 2018 | 6.69 % | 0.67 | 0.30 % | 0.55 | 2 | |||
June 30, 2018 | 0.05 % | 0.62 | -1.64 % | 0.60 | 2 | |||
Sept. 30, 2018 | -14.54 % | 0.17 | 2.88 % | 0.50 | 6 | |||
Dec. 31, 2018 | - | - | - | - |