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, 2017 | -2.00 % | 0.41 | -3.04 % | 0.39 | 8 | |||
March 31, 2018 | 2.67 % | 0.64 | 15.05 % | 0.76 | 9 | |||
June 30, 2018 | 9.79 % | 0.83 | 14.53 % | 0.72 | 9 | |||
Sept. 30, 2018 | -10.75 % | 0.15 | 6.06 % | 0.61 | 8 | |||
Dec. 31, 2018 | 11.87 % | 0.91 | 27.56 % | 0.96 | 4 | |||
March 31, 2019 | 3.86 % | 0.67 | -9.98 % | 0.28 | 6 | |||
June 30, 2019 | 2.77 % | 0.61 | 0.82 % | 0.46 | 5 | |||
Sept. 30, 2019 | 7.28 % | 0.78 | 12.34 % | 0.61 | 5 | |||
Dec. 31, 2019 | -20.83 % | 0.06 | 13.09 % | 0.63 | 4 | |||
March 31, 2020 | 15.55 % | 0.92 | 50.05 % | 0.94 | 2 | |||
June 30, 2020 | 11.09 % | 0.65 | 34.68 % | 0.94 | 2 | |||
Sept. 30, 2020 | 9.90 % | 0.76 | 20.55 % | 0.83 | 2 | |||
Dec. 31, 2020 | 3.83 % | 0.74 | 22.53 % | 0.84 | 4 | |||
March 31, 2021 | 6.32 % | 0.82 | 16.80 % | 0.74 | 8 | |||
June 30, 2021 | 0.66 % | 0.44 | -3.42 % | 0.40 | 9 | |||
Sept. 30, 2021 | 12.51 % | 0.80 | -9.05 % | 0.24 | 9 | |||
Dec. 31, 2021 | -3.21 % | 0.42 | -11.16 % | 0.34 | 8 | |||
March 31, 2022 | -13.08 % | 0.24 | -4.01 % | 0.43 | 9 | |||
June 30, 2022 | -6.11 % | 0.25 | 19.25 % | 0.75 | 7 | |||
Sept. 30, 2022 | 7.47 % | 0.79 | 22.23 % | 0.81 | 8 | |||
Dec. 31, 2022 | 7.06 % | 0.62 | 22.56 % | 0.69 | 6 | |||
March 31, 2023 | 8.70 % | 0.71 | 30.96 % | 0.89 | 8 | |||
June 30, 2023 | 0.19 % | 0.45 | 24.01 % | 0.78 | 8 | |||
Sept. 30, 2023 | 11.89 % | 0.84 | 35.07 % | 0.84 | 7 | |||
Dec. 31, 2023 | 10.29 % | 0.81 | 23.27 % | 0.73 | 6 | |||
March 31, 2024 | 0.82 % | 0.42 | 8.82 % | 0.61 | 7 | |||
June 30, 2024 | 8.09 % | 0.73 | - | - | ||||
Sept. 30, 2024 | 1.05 % | 0.43 | - | - | ||||
Dec. 31, 2024 | -1.12 % | 0.38 | - | - | ||||
March 31, 2025 | - | - | - | - |