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 | 8.33 % | 0.69 | 22.07 % | 0.81 | 4 | |||
Sept. 30, 2013 | 10.79 % | 0.88 | 16.48 % | 0.88 | 6 | |||
Dec. 31, 2013 | 1.61 % | 0.55 | 10.81 % | 0.68 | 6 | |||
March 31, 2014 | 5.15 % | 0.62 | 20.79 % | 0.71 | 10 | |||
June 30, 2014 | -2.12 % | 0.33 | 13.68 % | 0.67 | 10 | |||
Sept. 30, 2014 | 6.23 % | 0.71 | 6.00 % | 0.62 | 10 | |||
Dec. 31, 2014 | 7.40 % | 0.62 | -7.95 % | 0.50 | 3 | |||
March 31, 2015 | 3.01 % | 0.67 | -20.35 % | 0.27 | 1 | |||
June 30, 2015 | -14.88 % | 0.07 | -23.07 % | 0.50 | 1 | |||
Sept. 30, 2015 | 0.91 % | 0.63 | 4.65 % | 0.79 | 2 | |||
Dec. 31, 2015 | -6.73 % | 0.39 | 6.15 % | 0.56 | 2 | |||
March 31, 2016 | 2.38 % | 0.50 | 20.32 % | 0.83 | 8 | |||
June 30, 2016 | 7.28 % | 0.86 | 20.59 % | 0.86 | 7 | |||
Sept. 30, 2016 | 4.58 % | 0.64 | 23.48 % | 0.86 | 9 | |||
Dec. 31, 2016 | 5.36 % | 0.64 | 27.51 % | 0.86 | 9 | |||
March 31, 2017 | 2.41 % | 0.67 | 19.47 % | 0.67 | 9 | |||
June 30, 2017 | 8.00 % | 0.78 | 20.66 % | 0.72 | 9 | |||
Sept. 30, 2017 | 5.86 % | 0.71 | 19.74 % | 0.62 | 8 | |||
Dec. 31, 2017 | 0.43 % | 0.52 | -7.92 % | 0.33 | 5 | |||
March 31, 2018 | 4.73 % | 0.68 | 17.39 % | 0.68 | 9 | |||
June 30, 2018 | 6.68 % | 0.65 | 20.92 % | 0.71 | 10 |