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 | 10.28 % | 0.82 | 25.56 % | 0.84 | ||||
Sept. 30, 2013 | 8.71 % | 0.87 | 18.12 % | 0.85 | ||||
Dec. 31, 2013 | 1.85 % | 0.53 | 21.52 % | 0.86 | ||||
March 31, 2014 | 5.21 % | 0.71 | 23.05 % | 0.80 | ||||
June 30, 2014 | 2.33 % | 0.52 | 25.36 % | 0.70 | ||||
Sept. 30, 2014 | 8.77 % | 0.77 | 3.38 % | 0.53 | ||||
Dec. 31, 2014 | 8.14 % | 0.80 | 3.23 % | 0.49 | ||||
March 31, 2015 | 2.54 % | 0.53 | -5.79 % | 0.47 | ||||
June 30, 2015 | -6.56 % | 0.29 | -8.00 % | 0.42 | ||||
Sept. 30, 2015 | 3.52 % | 0.67 | 4.28 % | 0.59 | ||||
Dec. 31, 2015 | -3.52 % | 0.50 | 7.91 % | 0.71 | ||||
March 31, 2016 | 1.29 % | 0.48 | 18.20 % | 0.76 | ||||
June 30, 2016 | 5.02 % | 0.66 | 23.09 % | 0.78 | ||||
Sept. 30, 2016 | 1.17 % | 0.57 | 17.97 % | 0.80 | ||||
Dec. 31, 2016 | 9.08 % | 0.75 | 21.72 % | 0.81 | ||||
March 31, 2017 | 3.20 % | 0.63 | 10.80 % | 0.76 | ||||
June 30, 2017 | 3.17 % | 0.63 | 9.42 % | 0.75 | ||||
Sept. 30, 2017 | 3.84 % | 0.77 | 11.56 % | 0.71 | ||||
Dec. 31, 2017 | 2.68 % | 0.59 | -6.56 % | 0.37 | ||||
March 31, 2018 | 5.84 % | 0.65 | 11.71 % | 0.57 | ||||
June 30, 2018 | 4.36 % | 0.66 | 4.09 % | 0.47 | ||||
Sept. 30, 2018 | -15.91 % | 0.07 | -1.04 % | 0.41 | ||||
Dec. 31, 2018 | 15.58 % | 0.84 | 30.38 % | 0.79 | ||||
March 31, 2019 | -1.70 % | 0.55 | -14.04 % | 0.24 | ||||
June 30, 2019 | -1.85 % | 0.51 | 7.74 % | 0.44 | ||||
Sept. 30, 2019 | 15.93 % | 0.77 | 22.02 % | 0.62 | ||||
Dec. 31, 2019 | -24.44 % | 0.07 | 20.93 % | 0.67 | ||||
March 31, 2020 | 32.37 % | 0.92 | 91.54 % | 0.97 | ||||
June 30, 2020 | 8.01 % | 0.68 | 42.00 % | 0.94 | ||||
Sept. 30, 2020 | 19.14 % | 0.89 | 35.38 % | 0.86 | ||||
Dec. 31, 2020 | 20.23 % | 0.74 | 23.96 % | 0.74 | ||||
March 31, 2021 | -4.35 % | 0.70 | -34.69 % | 0.53 | ||||
June 30, 2021 | -16.25 % | 0.38 | -48.60 % | 0.18 | ||||
Sept. 30, 2021 | 1.03 % | 0.60 | -35.28 % | 0.22 | ||||
Dec. 31, 2021 | -23.39 % | 0.35 | -39.56 % | 0.29 | ||||
March 31, 2022 | -26.48 % | 0.15 | -13.90 % | 0.39 | ||||
June 30, 2022 | 9.86 % | 0.46 | 26.84 % | 0.69 | ||||
Sept. 30, 2022 | -1.32 % | 0.73 | 18.07 % | 0.72 | ||||
Dec. 31, 2022 | 13.83 % | 0.61 | 39.10 % | 0.70 | ||||
March 31, 2023 | 15.88 % | 0.58 | 45.67 % | 0.70 | ||||
June 30, 2023 | -2.27 % | 0.38 | 32.24 % | 0.64 | ||||
Sept. 30, 2023 | 10.95 % | 0.81 | 46.04 % | 0.75 | ||||
Dec. 31, 2023 | 12.25 % | 0.73 | 26.27 % | 0.62 | ||||
March 31, 2024 | 2.37 % | 0.42 | 10.02 % | 0.48 | ||||
June 30, 2024 | 10.50 % | 0.67 | - | - | ||||
Sept. 30, 2024 | 7.03 % | 0.51 | - | - | ||||
Dec. 31, 2024 | -7.42 % | 0.30 | - | - | ||||
March 31, 2025 | - | - | - | - |