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 | 11.83 % | 0.63 | 38.59 % | 0.72 | 10 | 9 | 9 | |
Sept. 30, 2013 | 12.41 % | 0.75 | 23.33 % | 0.78 | 10 | 9 | 9 | |
Dec. 31, 2013 | 7.46 % | 0.73 | 14.92 % | 0.75 | 9 | 8 | 8 | |
March 31, 2014 | 1.75 % | 0.50 | 18.01 % | 0.69 | 10 | 9 | 9 | |
June 30, 2014 | 2.19 % | 0.50 | 19.33 % | 0.76 | 10 | 10 | 10 | |
Sept. 30, 2014 | 6.02 % | 0.73 | -0.80 % | 0.41 | 7 | 6 | 6 | |
Dec. 31, 2014 | 18.67 % | 0.78 | 5.63 % | 0.58 | 10 | 9 | 9 | |
March 31, 2015 | 3.76 % | 0.54 | -18.72 % | 0.30 | 2 | 2 | 3 | |
June 30, 2015 | -19.86 % | 0.10 | -17.78 % | 0.19 | 2 | 3 | 3 | |
Sept. 30, 2015 | 7.65 % | 0.65 | 2.92 % | 0.37 | 2 | 2 | 3 | |
Dec. 31, 2015 | -13.41 % | 0.26 | -3.06 % | 0.45 | 1 | 2 | 2 | |
March 31, 2016 | 9.24 % | 0.59 | 22.09 % | 0.76 | 8 | 7 | 6 | |
June 30, 2016 | 11.93 % | 0.60 | 32.27 % | 0.78 | 10 | 8 | 8 | |
Sept. 30, 2016 | -6.86 % | 0.39 | 7.53 % | 0.70 | 2 | 2 | 2 | |
Dec. 31, 2016 | 11.87 % | 0.81 | 24.22 % | 0.81 | 8 | 7 | 6 | |
March 31, 2017 | 13.28 % | 0.86 | 34.58 % | 0.78 | 10 | 9 | 9 | |
June 30, 2017 | 1.48 % | 0.56 | 24.73 % | 0.62 | 9 | 8 | 8 | |
Sept. 30, 2017 | 0.28 % | 0.58 | 31.67 % | 0.73 | 10 | 9 | 9 | |
Dec. 31, 2017 | 5.11 % | 0.58 | -0.27 % | 0.49 | 9 | 9 | 9 | |
March 31, 2018 | 3.65 % | 0.60 | 15.64 % | 0.63 | 9 | 8 | 8 | |
June 30, 2018 | 13.02 % | 0.77 | 9.86 % | 0.59 | 7 | 8 | 8 | |
Sept. 30, 2018 | -15.79 % | 0.02 | -4.83 % | 0.41 | 3 | 4 | 5 | |
Dec. 31, 2018 | 10.15 % | 0.67 | 31.99 % | 0.75 | 7 | 7 | 6 | |
March 31, 2019 | 4.32 % | 0.56 | -0.36 % | 0.44 | 10 | 9 | 9 | |
June 30, 2019 | -3.75 % | 0.40 | 12.40 % | 0.42 | 9 | 8 | 8 | |
Sept. 30, 2019 | 15.84 % | 0.84 | 27.26 % | 0.71 | 9 | 8 | 7 | |
Dec. 31, 2019 | -22.67 % | 0.10 | 11.63 % | 0.65 | 4 | 3 | 4 | |
March 31, 2020 | 23.74 % | 0.91 | 48.76 % | 0.86 | 2 | 2 | 2 | |
June 30, 2020 | 4.99 % | 0.60 | 29.83 % | 0.68 | 1 | 2 | 2 | |
Sept. 30, 2020 | 8.82 % | 0.71 | 20.20 % | 0.61 | 2 | 2 | 2 | |
Dec. 31, 2020 | 6.36 % | 0.73 | 18.01 % | 0.59 | 3 | 6 | 6 | |
March 31, 2021 | 5.11 % | 0.59 | 7.95 % | 0.43 | 4 | 8 | 7 | |
June 30, 2021 | -0.41 % | 0.40 | -16.54 % | 0.27 | 4 | 7 | 7 | |
Sept. 30, 2021 | 0.30 % | 0.46 | -12.63 % | 0.32 | 8 | 9 | 9 | |
Dec. 31, 2021 | -0.67 % | 0.42 | -7.64 % | 0.48 | 9 | 9 | 9 | |
March 31, 2022 | -10.23 % | 0.26 | -1.41 % | 0.35 | 10 | 9 | 9 | |
June 30, 2022 | 4.64 % | 0.46 | 16.70 % | 0.68 | 5 | 6 | 6 | |
Sept. 30, 2022 | 12.25 % | 0.72 | 8.24 % | 0.60 | 2 | 4 | 4 | |
Dec. 31, 2022 | -0.89 % | 0.42 | 11.82 % | 0.61 | 2 | 3 | 3 |