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, 2014 | -1.04 % | 0.43 | -24.84 % | 0.43 | ||||
March 31, 2015 | -1.66 % | 0.47 | -12.80 % | 0.48 | ||||
June 30, 2015 | -11.08 % | 0.28 | -3.56 % | 0.59 | ||||
Sept. 30, 2015 | 3.87 % | 0.79 | 10.01 % | 0.74 | ||||
Dec. 31, 2015 | -0.01 % | 0.67 | 12.74 % | 0.82 | ||||
March 31, 2016 | 5.43 % | 0.71 | 20.46 % | 0.82 | ||||
June 30, 2016 | 7.21 % | 0.52 | 14.83 % | 0.70 | ||||
Sept. 30, 2016 | 7.19 % | 0.50 | 11.96 % | 0.83 | ||||
Dec. 31, 2016 | 3.64 % | 0.72 | 1.56 % | 0.76 | ||||
March 31, 2017 | -4.30 % | 0.54 | -8.02 % | 0.43 | ||||
June 30, 2017 | 3.89 % | 0.67 | -1.05 % | 0.59 | ||||
Sept. 30, 2017 | 0.23 % | 0.67 | 5.04 % | 0.67 | ||||
Dec. 31, 2017 | -7.62 % | 0.42 | -15.65 % | 0.39 | ||||
March 31, 2018 | 3.08 % | 0.59 | 5.21 % | 0.72 | ||||
June 30, 2018 | 5.85 % | 0.79 | 5.07 % | 0.62 | ||||
Sept. 30, 2018 | -16.17 % | 0.08 | -0.88 % | 0.45 | ||||
Dec. 31, 2018 | 16.27 % | 0.88 | 20.92 % | 0.76 | ||||
March 31, 2019 | 2.40 % | 0.59 | -39.58 % | 0.22 | ||||
June 30, 2019 | 0.06 % | 0.44 | -21.96 % | 0.37 | ||||
Sept. 30, 2019 | 1.25 % | 0.73 | -25.70 % | 0.54 | ||||
Dec. 31, 2019 | -43.94 % | 0.07 | -15.11 % | 0.57 | ||||
March 31, 2020 | 29.07 % | 0.95 | 63.03 % | 1.00 | ||||
June 30, 2020 | -2.82 % | 0.61 | 37.64 % | 1.00 | ||||
Sept. 30, 2020 | 16.89 % | 0.94 | 34.63 % | 0.94 | ||||
Dec. 31, 2020 | 9.75 % | 0.72 | 21.07 % | 0.79 | ||||
March 31, 2021 | 8.11 % | 0.77 | 22.22 % | 0.74 | ||||
June 30, 2021 | -3.19 % | 0.35 | 3.06 % | 0.38 | ||||
Sept. 30, 2021 | 7.02 % | 0.75 | 1.30 % | 0.32 | ||||
Dec. 31, 2021 | 8.55 % | 0.53 | 4.12 % | 0.50 | ||||
March 31, 2022 | -8.41 % | 0.19 | 0.04 % | 0.39 | ||||
June 30, 2022 | -1.63 % | 0.33 | 11.34 % | 0.64 | ||||
Sept. 30, 2022 | 10.50 % | 0.83 | 16.04 % | 0.70 | ||||
Dec. 31, 2022 | -0.77 % | 0.49 | 8.09 % | 0.59 | ||||
March 31, 2023 | 2.34 % | 0.59 | 17.90 % | 0.68 | ||||
June 30, 2023 | -0.06 % | 0.38 | 12.63 % | 0.65 | ||||
Sept. 30, 2023 | 3.61 % | 0.72 | 36.71 % | 0.79 | ||||
Dec. 31, 2023 | 18.28 % | 0.73 | 29.03 % | 0.65 | ||||
March 31, 2024 | 1.85 % | 0.51 | 9.30 % | 0.56 | ||||
June 30, 2024 | 2.81 % | 0.73 | - | - | ||||
Sept. 30, 2024 | -0.54 % | 0.45 | - | - | ||||
Dec. 31, 2024 | 2.29 % | 0.54 | - | - | ||||
March 31, 2025 | - | - | - | - |