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, 2019 | -30.07 % | - | 4.35 % | 0.50 | ||||
March 31, 2020 | 15.90 % | 0.69 | 61.43 % | 0.73 | ||||
June 30, 2020 | 7.03 % | 0.60 | 58.06 % | 0.86 | ||||
Sept. 30, 2020 | 24.22 % | 0.93 | 47.05 % | 0.92 | ||||
Dec. 31, 2020 | 11.74 % | 0.64 | 26.37 % | 0.55 | ||||
March 31, 2021 | 6.03 % | 0.69 | 5.63 % | 0.67 | ||||
June 30, 2021 | 2.66 % | 0.57 | -6.63 % | 0.33 | ||||
Sept. 30, 2021 | 1.92 % | 0.53 | -2.87 % | 0.27 | ||||
Dec. 31, 2021 | -5.52 % | 0.25 | 14.26 % | 0.36 | ||||
March 31, 2022 | -4.48 % | 0.41 | 13.85 % | 0.44 | ||||
June 30, 2022 | 2.99 % | 0.53 | 38.15 % | 0.53 | ||||
Sept. 30, 2022 | 10.66 % | 0.47 | 39.40 % | 0.41 | ||||
Dec. 31, 2022 | 2.65 % | 0.43 | 51.40 % | 0.65 | ||||
March 31, 2023 | 11.08 % | 0.47 | 63.45 % | 0.67 | ||||
June 30, 2023 | -0.92 % | 0.44 | 4.05 % | 0.47 | ||||
Sept. 30, 2023 | 17.45 % | 0.82 | 61.11 % | 0.44 | ||||
Dec. 31, 2023 | 2.66 % | 0.44 | 20.44 % | 0.13 | ||||
March 31, 2024 | 0.84 % | 0.38 | - | - | ||||
June 30, 2024 | 18.01 % | 0.74 | - | - | ||||
Sept. 30, 2024 | 0.68 % | 0.38 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |