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 | 10.63 % | 0.71 | 21.30 % | 0.70 | 4 | |||
Sept. 30, 2013 | 10.88 % | 0.68 | 12.19 % | 0.54 | 3 | |||
Dec. 31, 2013 | 2.26 % | 0.56 | 6.34 % | 0.55 | 3 | |||
March 31, 2014 | 2.82 % | 0.44 | 4.11 % | 0.45 | 3 | |||
June 30, 2014 | -3.59 % | 0.36 | 2.80 % | 0.48 | 4 | |||
Sept. 30, 2014 | 6.19 % | 0.72 | -9.43 % | 0.44 | 3 | |||
Dec. 31, 2014 | 1.30 % | 0.49 | -11.44 % | 0.43 | 2 | |||
March 31, 2015 | 3.32 % | 0.58 | -13.48 % | 0.36 | 2 | |||
June 30, 2015 | -14.16 % | 0.22 | -5.92 % | 0.36 | 4 | |||
Sept. 30, 2015 | 5.98 % | 0.64 | 22.92 % | 0.62 | 10 | |||
Dec. 31, 2015 | 1.84 % | 0.38 | 20.60 % | 0.71 | 9 | |||
March 31, 2016 | 2.42 % | 0.53 | 27.86 % | 0.75 | 9 | |||
June 30, 2016 | 8.78 % | 0.78 | 35.70 % | 0.83 | 10 | |||
Sept. 30, 2016 | 6.06 % | 0.61 | 42.40 % | 0.74 | 10 | |||
Dec. 31, 2016 | 8.99 % | 0.63 | 34.49 % | 0.69 | 10 | |||
March 31, 2017 | 3.41 % | 0.62 | 24.19 % | 0.60 | 9 | |||
June 30, 2017 | 9.76 % | 0.58 | 38.38 % | 0.67 | 10 | |||
Sept. 30, 2017 | 6.85 % | 0.61 | 34.77 % | 0.69 | 10 | |||
Dec. 31, 2017 | 1.30 % | 0.41 | -7.97 % | 0.35 | 5 | |||
March 31, 2018 | 7.72 % | 0.53 | 8.54 % | 0.45 | 4 | |||
June 30, 2018 | 9.21 % | 0.68 | -5.15 % | 0.49 | 2 | |||
Sept. 30, 2018 | -24.70 % | 0.08 | -15.14 % | 0.41 | 1 | |||
Dec. 31, 2018 | 13.88 % | 0.84 | 20.13 % | 0.66 | 2 | |||
March 31, 2019 | 4.53 % | 0.68 | -19.21 % | 0.14 | 3 | |||
June 30, 2019 | -0.21 % | 0.59 | -12.54 % | 0.27 | 2 | |||
Sept. 30, 2019 | 2.19 % | 0.61 | 4.52 % | 0.52 | 3 |