Simulated Performance for GSA CAPITAL PARTNERS LLP
| 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 | 9.47 % | 0.74 | 26.44 % | 0.82 | 8 | 5 | 6 | |
| Sept. 30, 2013 | 10.21 % | 0.77 | 14.05 % | 0.66 | 4 | 5 | 4 | |
| Dec. 31, 2013 | 2.13 % | 0.56 | 9.64 % | 0.62 | 5 | 6 | 5 | |
| March 31, 2014 | 4.63 % | 0.62 | 13.96 % | 0.63 | 9 | 7 | 9 | |
| June 30, 2014 | -2.73 % | 0.31 | 3.46 % | 0.56 | 5 | 5 | 3 | |
| Sept. 30, 2014 | 4.82 % | 0.69 | -4.04 % | 0.47 | 5 | 5 | 6 | |
| Dec. 31, 2014 | 3.86 % | 0.60 | -3.01 % | 0.42 | 5 | 6 | 7 | |
| March 31, 2015 | -0.29 % | 0.46 | -7.42 % | 0.38 | 3 | 6 | 4 | |
| June 30, 2015 | -12.69 % | 0.21 | -8.20 % | 0.40 | 3 | 5 | 2 | |
| Sept. 30, 2015 | 3.09 % | 0.59 | 10.98 % | 0.65 | 4 | 5 | 3 | |
| Dec. 31, 2015 | -1.46 % | 0.51 | 17.16 % | 0.73 | 8 | 8 | 9 | |
| March 31, 2016 | 3.63 % | 0.59 | 22.55 % | 0.76 | 8 | 7 | 10 | |
| June 30, 2016 | 7.80 % | 0.69 | 23.23 % | 0.76 | 8 | 6 | 9 | |
| Sept. 30, 2016 | 6.49 % | 0.67 | 18.88 % | 0.73 | 7 | 5 | 8 | |
| Dec. 31, 2016 | 3.57 % | 0.57 | 16.49 % | 0.66 | 4 | 4 | 2 | |
| March 31, 2017 | 1.91 % | 0.56 | 12.07 % | 0.61 | 5 | 5 | 4 | |
| June 30, 2017 | 6.16 % | 0.67 | 17.10 % | 0.67 | 8 | 6 | 8 | |
| Sept. 30, 2017 | 4.44 % | 0.61 | 13.02 % | 0.64 | 5 | 5 | 4 | |
| Dec. 31, 2017 | -0.51 % | 0.42 | -11.75 % | 0.31 | 3 | 5 | 2 | |
| March 31, 2018 | 6.52 % | 0.66 | 8.38 % | 0.54 | 4 | 6 | 6 | |
| June 30, 2018 | 3.73 % | 0.56 | 0.74 % | 0.46 | 3 | 4 | 2 | |
| Sept. 30, 2018 | -19.35 % | 0.10 | -3.48 % | 0.44 | 3 | 5 | 2 | |
| Dec. 31, 2018 | 14.06 % | 0.83 | 21.83 % | 0.75 | 2 | 3 | 2 | |
| March 31, 2019 | 1.01 % | 0.54 | -22.20 % | 0.18 | 3 | 4 | 2 | |
| June 30, 2019 | -1.19 % | 0.49 | -5.52 % | 0.34 | 3 | 4 | 2 | |
| Sept. 30, 2019 | 9.55 % | 0.72 | 4.54 % | 0.42 | 3 | 4 | 2 | |
| Dec. 31, 2019 | -30.84 % | 0.07 | 18.21 % | 0.55 | 6 | 5 | 5 | |
| March 31, 2020 | 32.42 % | 0.88 | 117.58 % | 0.94 | 10 | 8 | 10 | |
| June 30, 2020 | 8.04 % | 0.54 | 71.83 % | 0.88 | 10 | 8 | 10 | |
| Sept. 30, 2020 | 30.48 % | 0.89 | 56.15 % | 0.85 | 10 | 9 | 10 | |
| Dec. 31, 2020 | 22.03 % | 0.79 | 27.54 % | 0.67 | 7 | 8 | 10 | |
| March 31, 2021 | 6.47 % | 0.61 | -2.84 % | 0.46 | 2 | 5 | 3 | |
| June 30, 2021 | -4.14 % | 0.38 | -23.53 % | 0.21 | 3 | 5 | 2 | |
| Sept. 30, 2021 | 0.97 % | 0.53 | -21.16 % | 0.21 | 4 | 6 | 3 | |
| Dec. 31, 2021 | -5.72 % | 0.33 | -19.03 % | 0.26 | 5 | 6 | 3 | |
| March 31, 2022 | -17.46 % | 0.14 | -10.67 % | 0.31 | 4 | 5 | 2 | |
| June 30, 2022 | -2.28 % | 0.37 | 9.82 % | 0.51 | 3 | 4 | 5 | |
| Sept. 30, 2022 | 8.20 % | 0.64 | 12.44 % | 0.56 | 3 | 4 | 5 | |
| Dec. 31, 2022 | 4.17 % | 0.54 | 15.70 % | 0.59 | 3 | 4 | 4 | |
| March 31, 2023 | 3.23 % | 0.52 | 18.27 % | 0.60 | 3 | 4 | 4 | |
| June 30, 2023 | -4.64 % | 0.36 | 8.30 % | 0.53 | 2 | 4 | 2 | |
| Sept. 30, 2023 | 14.29 % | 0.75 | 28.29 % | 0.69 | 4 | 5 | 4 | |
| Dec. 31, 2023 | 6.70 % | 0.57 | 14.60 % | 0.55 | 3 | 5 | 3 | |
| March 31, 2024 | -2.83 % | 0.38 | 2.56 % | 0.47 | 3 | 6 | 4 | |
| June 30, 2024 | 8.96 % | 0.67 | 14.04 % | 0.58 | 7 | 6 | 6 | |
| Sept. 30, 2024 | 3.06 % | 0.49 | 17.25 % | 0.55 | 7 | 6 | 6 | |
| Dec. 31, 2024 | -6.74 % | 0.33 | 12.76 % | 0.56 | 4 | 5 | 3 | |
| March 31, 2025 | 9.97 % | 0.63 | - | - | ||||
| June 30, 2025 | 12.33 % | 0.63 | - | - | ||||
| Sept. 30, 2025 | 3.13 % | 0.49 | - | - | ||||
| Dec. 31, 2025 | - | - | - | - |