Simulated Performance for Marathon Trading Investment Management LLC
| 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, 2012 | - | - | 9.44 % | 0.83 | 1 | 1 | 1 | |
| March 31, 2013 | -9.94 % | 0.28 | 24.05 % | 0.76 | 8 | 4 | 3 | |
| June 30, 2013 | 24.23 % | 0.81 | 54.29 % | 0.71 | 10 | 10 | 10 | |
| Sept. 30, 2013 | -2.73 % | 0.79 | 9.77 % | 0.72 | 2 | 3 | 4 | |
| Dec. 31, 2013 | -2.09 % | 0.49 | 34.06 % | 0.55 | 10 | 10 | 10 | |
| March 31, 2014 | 17.23 % | 0.65 | 47.95 % | 0.54 | 10 | 10 | 10 | |
| June 30, 2014 | 2.13 % | 0.41 | 8.66 % | 0.47 | 8 | 7 | 7 | |
| Sept. 30, 2014 | -4.32 % | 0.43 | -13.89 % | 0.33 | 2 | 2 | 3 | |
| Dec. 31, 2014 | 6.88 % | 0.54 | -7.77 % | 0.35 | 3 | 4 | 2 | |
| March 31, 2015 | -3.65 % | 0.46 | -2.02 % | 0.33 | 6 | 8 | 10 | |
| June 30, 2015 | -13.47 % | 0.19 | -8.28 % | 0.39 | 3 | 5 | 2 | |
| Sept. 30, 2015 | 2.68 % | 0.62 | 19.15 % | 0.64 | 9 | 9 | 9 | |
| Dec. 31, 2015 | 2.46 % | 0.51 | 23.24 % | 0.80 | 9 | 9 | 9 | |
| March 31, 2016 | 3.28 % | 0.61 | 25.70 % | 0.73 | 9 | 8 | 7 | |
| June 30, 2016 | 9.98 % | 0.81 | 34.96 % | 0.77 | 10 | 9 | 8 | |
| Sept. 30, 2016 | -4.98 % | 0.57 | 13.12 % | 0.67 | 3 | 3 | 3 | |
| Dec. 31, 2016 | 14.71 % | 0.62 | 35.98 % | 0.75 | 10 | 9 | 9 | |
| March 31, 2017 | 3.11 % | 0.59 | 20.06 % | 0.70 | 9 | 7 | 7 | |
| June 30, 2017 | 5.41 % | 0.63 | 29.59 % | 0.64 | 10 | 9 | 9 | |
| Sept. 30, 2017 | 8.82 % | 0.70 | 41.45 % | 0.62 | 10 | 10 | 10 | |
| Dec. 31, 2017 | 3.30 % | 0.45 | -4.82 % | 0.27 | 7 | 8 | 7 | |
| March 31, 2018 | 15.65 % | 0.64 | 7.61 % | 0.50 | 4 | 6 | 6 | |
| June 30, 2018 | -4.79 % | 0.50 | -3.59 % | 0.49 | 2 | 3 | 4 | |
| Sept. 30, 2018 | -16.75 % | 0.15 | 5.13 % | 0.58 | 8 | 8 | 8 | |
| Dec. 31, 2018 | 22.64 % | 0.92 | 50.06 % | 0.85 | 10 | 10 | 10 | |
| March 31, 2019 | 4.57 % | 0.55 | -1.93 % | 0.30 | 9 | 9 | 9 | |
| June 30, 2019 | 2.15 % | 0.51 | 11.54 % | 0.40 | 8 | 8 | 8 | |
| Sept. 30, 2019 | 9.60 % | 0.82 | 30.58 % | 0.67 | 9 | 8 | 8 | |
| Dec. 31, 2019 | -4.11 % | 0.16 | 60.12 % | 0.73 | 10 | 9 | 9 | |
| March 31, 2020 | 44.62 % | 0.92 | 159.59 % | 0.89 | 10 | 10 | 10 | |
| June 30, 2020 | 28.66 % | 0.66 | 81.82 % | 0.87 | 10 | 9 | 9 | |
| Sept. 30, 2020 | 26.52 % | 0.81 | 32.54 % | 0.80 | 7 | 5 | 5 | |
| Dec. 31, 2020 | -2.19 % | 0.41 | -1.61 % | 0.43 | 1 | 2 | 3 | |
| March 31, 2021 | 2.00 % | 0.57 | -19.09 % | 0.28 | 1 | 2 | 2 | |
| June 30, 2021 | -15.04 % | 0.25 | -41.27 % | 0.14 | 1 | 2 | 2 | |
| Sept. 30, 2021 | -6.74 % | 0.43 | -29.49 % | 0.23 | 2 | 4 | 5 | |
| Dec. 31, 2021 | -4.60 % | 0.41 | -29.71 % | 0.24 | 2 | 3 | 4 | |
| March 31, 2022 | -18.73 % | 0.30 | -16.03 % | 0.32 | 2 | 4 | 4 | |
| June 30, 2022 | -2.07 % | 0.50 | 12.46 % | 0.63 | 3 | 5 | 5 | |
| Sept. 30, 2022 | -1.05 % | 0.51 | 12.01 % | 0.56 | 3 | 4 | 4 | |
| Dec. 31, 2022 | 14.51 % | 0.65 | 39.47 % | 0.63 | 9 | 8 | 8 | |
| March 31, 2023 | 6.75 % | 0.55 | 32.48 % | 0.62 | 8 | 7 | 7 | |
| June 30, 2023 | -5.45 % | 0.41 | 22.07 % | 0.57 | 7 | 7 | 7 | |
| Sept. 30, 2023 | 13.56 % | 0.73 | 35.70 % | 0.69 | 8 | 7 | 7 | |
| Dec. 31, 2023 | 22.85 % | 0.56 | 52.10 % | 0.58 | 10 | 10 | 10 | |
| March 31, 2024 | -0.08 % | 0.26 | 8.62 % | 0.38 | 6 | 8 | 8 | |
| June 30, 2024 | 2.73 % | 0.52 | - | - | ||||
| Sept. 30, 2024 | 13.18 % | 0.59 | - | - | ||||
| Dec. 31, 2024 | -0.22 % | 0.33 | - | - | ||||
| March 31, 2025 | - | - | - | - |