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 | 6.61 % | 0.75 | 25.69 % | 0.92 | 7 | |||
Sept. 30, 2013 | 9.31 % | 0.82 | 17.71 % | 0.82 | 7 | |||
Dec. 31, 2013 | 2.59 % | 0.68 | 10.36 % | 0.67 | 5 | |||
March 31, 2014 | 5.44 % | 0.77 | 11.65 % | 0.62 | 7 | |||
June 30, 2014 | -0.45 % | 0.43 | 6.06 % | 0.56 | 7 | |||
Sept. 30, 2014 | 5.60 % | 0.72 | -1.04 % | 0.46 | 7 | |||
Dec. 31, 2014 | 2.35 % | 0.58 | -1.60 % | 0.47 | 6 | |||
March 31, 2015 | -0.67 % | 0.45 | -3.18 % | 0.46 | 5 | |||
June 30, 2015 | -7.42 % | 0.24 | -0.60 % | 0.52 | 6 | |||
Sept. 30, 2015 | 3.97 % | 0.72 | 13.38 % | 0.75 | 5 | |||
Dec. 31, 2015 | 2.83 % | 0.61 | 18.68 % | 0.80 | 8 | |||
March 31, 2016 | 2.34 % | 0.61 | 19.45 % | 0.83 | 7 | |||
June 30, 2016 | 4.71 % | 0.61 | 20.69 % | 0.76 | 7 | |||
Sept. 30, 2016 | 4.52 % | 0.58 | 20.73 % | 0.79 | 8 | |||
Dec. 31, 2016 | 5.93 % | 0.72 | 23.28 % | 0.83 | 8 | |||
March 31, 2017 | 3.88 % | 0.61 | 18.32 % | 0.73 | 8 | |||
June 30, 2017 | 5.96 % | 0.73 | 15.62 % | 0.72 | 7 | |||
Sept. 30, 2017 | 5.85 % | 0.71 | 15.52 % | 0.68 | 6 | |||
Dec. 31, 2017 | -1.13 % | 0.39 | -8.53 % | 0.33 | 4 | |||
March 31, 2018 | 3.87 % | 0.65 | 10.51 % | 0.65 | 6 | |||
June 30, 2018 | 8.48 % | 0.73 | 8.35 % | 0.63 | 6 | |||
Sept. 30, 2018 | -14.27 % | 0.12 | 0.72 % | 0.50 | 4 | |||
Dec. 31, 2018 | 13.82 % | 0.88 | 31.88 % | 0.90 | 7 | |||
March 31, 2019 | 2.89 % | 0.59 | -11.38 % | 0.26 | 5 | |||
June 30, 2019 | 1.69 % | 0.57 | 8.23 % | 0.39 | 8 | |||
Sept. 30, 2019 | 10.20 % | 0.80 | 15.95 % | 0.53 | 6 | |||
Dec. 31, 2019 | -20.73 % | 0.05 | 18.15 % | 0.59 | 6 | |||
March 31, 2020 | 22.48 % | 0.91 | 64.23 % | 0.99 | 6 | |||
June 30, 2020 | 8.53 % | 0.65 | 47.01 % | 0.96 | 7 | |||
Sept. 30, 2020 | 13.57 % | 0.88 | 38.77 % | 0.91 | 8 | |||
Dec. 31, 2020 | 10.54 % | 0.81 | 34.55 % | 0.86 | 10 | |||
March 31, 2021 | 8.53 % | 0.73 | 12.34 % | 0.64 | 6 | |||
June 30, 2021 | 0.31 % | 0.44 | -14.67 % | 0.34 | 5 | |||
Sept. 30, 2021 | 9.75 % | 0.75 | -20.47 % | 0.27 | 4 | |||
Dec. 31, 2021 | -9.15 % | 0.31 | -21.35 % | 0.32 | 4 | |||
March 31, 2022 | -16.62 % | 0.13 | -7.49 % | 0.39 | 6 | |||
June 30, 2022 | -5.56 % | 0.33 | 18.80 % | 0.66 | 6 | |||
Sept. 30, 2022 | 8.31 % | 0.79 | 23.28 % | 0.76 | 8 | |||
Dec. 31, 2022 | 7.08 % | 0.59 | 24.61 % | 0.72 | 6 | |||
March 31, 2023 | 6.41 % | 0.63 | 22.20 % | 0.76 | 5 | |||
June 30, 2023 | -2.08 % | 0.40 | 18.70 % | 0.66 | 6 | |||
Sept. 30, 2023 | 10.28 % | 0.78 | 28.94 % | 0.81 | 4 | |||
Dec. 31, 2023 | 8.37 % | 0.71 | 20.34 % | 0.66 | 5 | |||
March 31, 2024 | 3.15 % | 0.44 | 8.59 % | 0.62 | 6 | |||
June 30, 2024 | 4.92 % | 0.74 | - | - | ||||
Sept. 30, 2024 | 2.02 % | 0.46 | - | - | ||||
Dec. 31, 2024 | -3.26 % | 0.49 | - | - | ||||
March 31, 2025 | - | - | - | - |