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, 2015 | -15.07 % | - | -25.11 % | - | ||||
March 31, 2016 | -11.58 % | - | -2.76 % | 0.60 | ||||
June 30, 2016 | 14.39 % | 0.83 | 28.08 % | 0.50 | ||||
Sept. 30, 2016 | -19.50 % | - | 37.53 % | 0.88 | ||||
Dec. 31, 2016 | 25.08 % | 1.00 | 83.47 % | 0.89 | ||||
March 31, 2017 | 16.90 % | 0.82 | 62.49 % | 0.82 | ||||
June 30, 2017 | 16.13 % | 0.67 | 2.37 % | 0.33 | ||||
Sept. 30, 2017 | 5.03 % | 0.50 | -25.34 % | 0.12 | ||||
Dec. 31, 2017 | 5.22 % | 0.60 | -41.27 % | - | ||||
March 31, 2018 | -20.18 % | 0.14 | -23.91 % | 0.14 | ||||
June 30, 2018 | -11.58 % | 0.29 | 19.21 % | 0.43 | ||||
Sept. 30, 2018 | -17.19 % | 0.14 | 24.98 % | 0.71 | ||||
Dec. 31, 2018 | 44.57 % | 0.86 | 88.32 % | 0.86 | ||||
March 31, 2019 | 19.25 % | 0.86 | 23.38 % | 0.57 | ||||
June 30, 2019 | -11.69 % | - | 113.21 % | 0.57 | ||||
Sept. 30, 2019 | 24.87 % | 1.00 | 231.91 % | 0.75 | ||||
Dec. 31, 2019 | -4.87 % | 0.25 | 242.35 % | 0.62 | ||||
March 31, 2020 | 110.72 % | 1.00 | 296.56 % | 1.00 | ||||
June 30, 2020 | 34.48 % | 0.71 | 120.35 % | 0.86 | ||||
Sept. 30, 2020 | 29.73 % | 0.83 | 77.42 % | 0.50 | ||||
Dec. 31, 2020 | 6.88 % | 0.33 | 4.33 % | 0.33 | ||||
March 31, 2021 | 18.39 % | 0.67 | -41.93 % | - | ||||
June 30, 2021 | 15.62 % | 1.00 | -74.75 % | - | ||||
Sept. 30, 2021 | -30.53 % | - | -82.09 % | - | ||||
Dec. 31, 2021 | -44.99 % | - | -73.73 % | - | ||||
March 31, 2022 | -43.57 % | - | -27.18 % | - | ||||
June 30, 2022 | -9.72 % | 0.67 | 2.45 % | 0.67 | ||||
Sept. 30, 2022 | -2.56 % | 0.25 | -0.58 % | 0.75 | ||||
Dec. 31, 2022 | 44.67 % | 0.75 | 21.06 % | 0.75 | ||||
March 31, 2023 | -17.46 % | 0.50 | -5.82 % | 0.75 | ||||
June 30, 2023 | -15.66 % | 0.20 | 32.62 % | 0.80 | ||||
Sept. 30, 2023 | 13.17 % | 0.67 | 83.69 % | 1.00 | ||||
Dec. 31, 2023 | 17.15 % | 0.50 | 73.06 % | 0.67 | ||||
March 31, 2024 | 20.04 % | 0.67 | 75.74 % | 0.50 | ||||
June 30, 2024 | 21.89 % | 0.83 | - | - | ||||
Sept. 30, 2024 | 3.17 % | 0.43 | - | - | ||||
Dec. 31, 2024 | 13.13 % | 0.57 | - | - | ||||
March 31, 2025 | - | - | - | - |