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 | 7.10 % | 0.75 | 25.77 % | 0.84 | 7 | |||
Sept. 30, 2013 | 9.56 % | 0.80 | 16.77 % | 0.69 | 6 | |||
Dec. 31, 2013 | 1.75 % | 0.56 | 10.86 % | 0.64 | 6 | |||
March 31, 2014 | 4.74 % | 0.64 | 11.38 % | 0.64 | 7 | |||
June 30, 2014 | -0.87 % | 0.32 | 6.16 % | 0.59 | 7 | |||
Sept. 30, 2014 | 5.03 % | 0.73 | -0.99 % | 0.51 | 7 | |||
Dec. 31, 2014 | 2.72 % | 0.60 | -1.25 % | 0.44 | 6 | |||
March 31, 2015 | -0.04 % | 0.45 | 0.38 % | 0.45 | 7 | |||
June 30, 2015 | -7.23 % | 0.25 | 2.02 % | 0.48 | 7 | |||
Sept. 30, 2015 | 5.60 % | 0.65 | 14.72 % | 0.74 | 6 | |||
Dec. 31, 2015 | 1.85 % | 0.61 | 15.34 % | 0.80 | 7 | |||
March 31, 2016 | 2.73 % | 0.62 | 17.77 % | 0.79 | 6 | |||
June 30, 2016 | 3.99 % | 0.66 | 17.79 % | 0.75 | 6 | |||
Sept. 30, 2016 | 4.74 % | 0.68 | 18.07 % | 0.73 | 6 | |||
Dec. 31, 2016 | 5.39 % | 0.58 | 19.28 % | 0.67 | 6 | |||
March 31, 2017 | 2.73 % | 0.59 | 13.34 % | 0.64 | 6 | |||
June 30, 2017 | 4.26 % | 0.67 | 14.31 % | 0.70 | 6 | |||
Sept. 30, 2017 | 6.46 % | 0.68 | 16.63 % | 0.67 | 7 | |||
Dec. 31, 2017 | -0.66 % | 0.43 | -6.56 % | 0.33 | 6 | |||
March 31, 2018 | 3.85 % | 0.66 | 10.36 % | 0.58 | 5 | |||
June 30, 2018 | 6.82 % | 0.61 | 7.40 % | 0.51 | 5 | |||
Sept. 30, 2018 | -14.59 % | 0.11 | 2.20 % | 0.48 | 5 | |||
Dec. 31, 2018 | 13.80 % | 0.86 | 29.95 % | 0.80 | 5 | |||
March 31, 2019 | 3.73 % | 0.58 | -11.77 % | 0.19 | 5 | |||
June 30, 2019 | 1.33 % | 0.54 | 2.79 % | 0.34 | 5 | |||
Sept. 30, 2019 | 8.67 % | 0.73 | 11.84 % | 0.42 | 5 | |||
Dec. 31, 2019 | -22.17 % | 0.06 | 15.62 % | 0.55 | 5 | |||
March 31, 2020 | 21.04 % | 0.87 | 62.42 % | 0.96 | 6 | |||
June 30, 2020 | 7.89 % | 0.58 | 44.47 % | 0.94 | 6 | |||
Sept. 30, 2020 | 15.14 % | 0.90 | 33.59 % | 0.91 | 7 | |||
Dec. 31, 2020 | 8.14 % | 0.83 | 27.91 % | 0.82 | 7 | |||
March 31, 2021 | - | - | - | - | ||||
June 30, 2021 | - | - | - | - | ||||
Sept. 30, 2021 | - | - | - | - | ||||
Dec. 31, 2021 | - | - | - | - | ||||
March 31, 2022 | - | - | - | - | ||||
June 30, 2022 | - | - | - | - | ||||
Sept. 30, 2022 | - | - | - | - | ||||
Dec. 31, 2022 | - | - | - | - | ||||
March 31, 2023 | - | - | - | - | ||||
June 30, 2023 | - | - | - | - | ||||
Sept. 30, 2023 | - | - | - | - | ||||
Dec. 31, 2023 | - | - | - | - | ||||
March 31, 2024 | - | - | - | - | ||||
June 30, 2024 | - | - | - | - | ||||
Sept. 30, 2024 | - | - | - | - | ||||
Dec. 31, 2024 | - | - | - | - | ||||
March 31, 2025 | - | - | - | - |