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, 2017 | 0.38 % | 0.36 | -14.80 % | 0.21 | ||||
March 31, 2018 | -0.11 % | 0.57 | -8.57 % | 0.50 | ||||
June 30, 2018 | -2.75 % | 0.52 | -3.34 % | 0.59 | ||||
Sept. 30, 2018 | -12.69 % | 0.19 | 8.63 % | 0.53 | ||||
Dec. 31, 2018 | 10.26 % | 0.94 | 16.42 % | 0.70 | ||||
March 31, 2019 | 1.54 % | 0.50 | -12.10 % | 0.32 | ||||
June 30, 2019 | 1.79 % | 0.60 | 16.05 % | 0.74 | ||||
Sept. 30, 2019 | 7.76 % | 0.72 | 17.01 % | 0.71 | ||||
Dec. 31, 2019 | -12.26 % | 0.29 | 21.63 % | 0.75 | ||||
March 31, 2020 | 12.72 % | 0.82 | 24.32 % | 0.89 | ||||
June 30, 2020 | 4.23 % | 0.63 | 31.89 % | 0.86 | ||||
Sept. 30, 2020 | 15.40 % | 0.89 | 28.98 % | 0.79 | ||||
Dec. 31, 2020 | 8.67 % | 0.54 | 15.75 % | 0.63 | ||||
March 31, 2021 | 6.44 % | 0.71 | 0.49 % | 0.53 | ||||
June 30, 2021 | -1.72 % | 0.41 | -15.61 % | 0.18 | ||||
Sept. 30, 2021 | 4.68 % | 0.56 | -17.84 % | 0.24 | ||||
Dec. 31, 2021 | -7.65 % | 0.32 | -15.69 % | 0.31 | ||||
March 31, 2022 | -15.45 % | 0.17 | -9.18 % | 0.41 | ||||
June 30, 2022 | 1.43 % | 0.60 | 6.50 % | 0.63 | ||||
Sept. 30, 2022 | -0.24 % | 0.62 | 6.02 % | 0.64 | ||||
Dec. 31, 2022 | 9.39 % | 0.75 | 26.35 % | 0.65 | ||||
March 31, 2023 | 6.92 % | 0.63 | 38.18 % | 0.84 | ||||
June 30, 2023 | 2.78 % | 0.48 | 13.72 % | 0.79 | ||||
Sept. 30, 2023 | 6.54 % | 0.93 | 12.66 % | 0.65 | ||||
Dec. 31, 2023 | 7.22 % | 0.61 | 8.07 % | 0.44 | ||||
March 31, 2024 | -2.94 % | 0.35 | -9.28 % | 0.44 | ||||
June 30, 2024 | 0.59 % | 0.56 | - | - | ||||
Sept. 30, 2024 | -2.07 % | 0.51 | - | - | ||||
Dec. 31, 2024 | -4.68 % | 0.25 | - | - | ||||
March 31, 2025 | - | - | - | - |