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 | 12.68 % | 0.76 | 27.92 % | 0.74 | 8 | |||
Sept. 30, 2013 | 8.85 % | 0.73 | 16.16 % | 0.66 | 5 | |||
Dec. 31, 2013 | 0.27 % | 0.51 | 10.98 % | 0.59 | 6 | |||
March 31, 2014 | 4.73 % | 0.55 | 16.53 % | 0.63 | 9 | |||
June 30, 2014 | 0.63 % | 0.43 | 11.15 % | 0.59 | 9 | |||
Sept. 30, 2014 | 6.43 % | 0.73 | 0.85 % | 0.49 | 8 | |||
Dec. 31, 2014 | 4.89 % | 0.67 | -0.07 % | 0.49 | 7 | |||
March 31, 2015 | 1.66 % | 0.54 | -8.30 % | 0.35 | 3 | |||
June 30, 2015 | -7.86 % | 0.24 | -8.45 % | 0.35 | 3 | |||
Sept. 30, 2015 | 4.74 % | 0.64 | 4.72 % | 0.57 | 2 | |||
Dec. 31, 2015 | -6.25 % | 0.37 | 5.04 % | 0.64 | 2 | |||
March 31, 2016 | - | - | - | - |