Simulated Performance for MILLENNIUM MANAGEMENT LLC
| 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 | 9.01 % | 0.74 | 29.13 % | 0.80 | 9 | 7 | 9 | |
| Sept. 30, 2013 | 8.23 % | 0.74 | 14.71 % | 0.64 | 4 | 6 | 5 | |
| Dec. 31, 2013 | 4.85 % | 0.56 | 10.25 % | 0.59 | 5 | 6 | 5 | |
| March 31, 2014 | 6.07 % | 0.61 | 9.13 % | 0.58 | 5 | 5 | 5 | |
| June 30, 2014 | -3.03 % | 0.30 | 3.28 % | 0.53 | 5 | 4 | 3 | |
| Sept. 30, 2014 | 2.30 % | 0.66 | -5.82 % | 0.46 | 4 | 4 | 3 | |
| Dec. 31, 2014 | 4.21 % | 0.58 | -4.25 % | 0.41 | 4 | 5 | 5 | |
| March 31, 2015 | -0.09 % | 0.47 | -7.86 % | 0.36 | 3 | 6 | 4 | |
| June 30, 2015 | -11.38 % | 0.22 | -4.17 % | 0.40 | 4 | 7 | 6 | |
| Sept. 30, 2015 | 4.57 % | 0.59 | 15.08 % | 0.67 | 7 | 8 | 9 | |
| Dec. 31, 2015 | -0.30 % | 0.51 | 15.08 % | 0.71 | 7 | 7 | 6 | |
| March 31, 2016 | 5.14 % | 0.59 | 21.35 % | 0.74 | 8 | 6 | 10 | |
| June 30, 2016 | 6.55 % | 0.69 | 18.59 % | 0.73 | 6 | 4 | 5 | |
| Sept. 30, 2016 | 2.32 % | 0.61 | 14.16 % | 0.71 | 3 | 3 | 3 | |
| Dec. 31, 2016 | 5.52 % | 0.61 | 17.72 % | 0.66 | 4 | 4 | 3 | |
| March 31, 2017 | 1.79 % | 0.56 | 13.00 % | 0.61 | 6 | 5 | 5 | |
| June 30, 2017 | 5.56 % | 0.66 | 15.28 % | 0.64 | 7 | 5 | 5 | |
| Sept. 30, 2017 | 6.18 % | 0.60 | 13.00 % | 0.59 | 5 | 5 | 4 | |
| Dec. 31, 2017 | -0.52 % | 0.44 | -10.77 % | 0.30 | 3 | 5 | 3 | |
| March 31, 2018 | 4.58 % | 0.63 | 5.86 % | 0.51 | 3 | 5 | 3 | |
| June 30, 2018 | 4.10 % | 0.55 | 1.44 % | 0.45 | 3 | 5 | 2 | |
| Sept. 30, 2018 | -17.22 % | 0.12 | -2.99 % | 0.42 | 3 | 5 | 2 | |
| Dec. 31, 2018 | 15.08 % | 0.83 | 26.97 % | 0.74 | 4 | 5 | 4 | |
| March 31, 2019 | 2.91 % | 0.56 | -20.79 % | 0.19 | 3 | 4 | 3 | |
| June 30, 2019 | -1.31 % | 0.47 | -3.66 % | 0.34 | 3 | 4 | 3 | |
| Sept. 30, 2019 | 9.91 % | 0.73 | 8.69 % | 0.44 | 4 | 4 | 4 | |
| Dec. 31, 2019 | -26.48 % | 0.08 | 15.84 % | 0.53 | 5 | 4 | 4 | |
| March 31, 2020 | 25.57 % | 0.86 | 73.84 % | 0.92 | 8 | 5 | 5 | |
| June 30, 2020 | 7.51 % | 0.55 | 51.41 % | 0.86 | 8 | 5 | 6 | |
| Sept. 30, 2020 | 20.86 % | 0.86 | 37.30 % | 0.80 | 8 | 6 | 6 | |
| Dec. 31, 2020 | 7.93 % | 0.69 | 21.23 % | 0.61 | 4 | 6 | 6 | |
| March 31, 2021 | 7.10 % | 0.60 | 3.64 % | 0.45 | 3 | 6 | 6 | |
| June 30, 2021 | -1.93 % | 0.40 | -15.60 % | 0.25 | 4 | 7 | 6 | |
| Sept. 30, 2021 | 5.43 % | 0.53 | -16.84 % | 0.25 | 5 | 7 | 6 | |
| Dec. 31, 2021 | -4.18 % | 0.37 | -16.76 % | 0.31 | 6 | 7 | 5 | |
| March 31, 2022 | -14.78 % | 0.21 | -8.46 % | 0.37 | 5 | 6 | 4 | |
| June 30, 2022 | -2.84 % | 0.45 | 14.60 % | 0.55 | 4 | 6 | 6 | |
| Sept. 30, 2022 | 7.99 % | 0.65 | 13.45 % | 0.56 | 3 | 5 | 5 | |
| Dec. 31, 2022 | 5.03 % | 0.57 | 18.98 % | 0.58 | 4 | 5 | 5 | |
| March 31, 2023 | 5.36 % | 0.55 | 23.15 % | 0.59 | 5 | 5 | 6 | |
| June 30, 2023 | -3.16 % | 0.36 | 18.35 % | 0.53 | 5 | 6 | 8 | |
| Sept. 30, 2023 | 12.15 % | 0.72 | 31.30 % | 0.68 | 5 | 6 | 7 | |
| Dec. 31, 2023 | 9.30 % | 0.57 | 18.48 % | 0.54 | 4 | 6 | 7 | |
| March 31, 2024 | -0.61 % | 0.38 | 3.85 % | 0.46 | 3 | 6 | 6 | |
| June 30, 2024 | 7.47 % | 0.66 | - | - | ||||
| Sept. 30, 2024 | 1.32 % | 0.47 | - | - | ||||
| Dec. 31, 2024 | -3.99 % | 0.34 | - | - | ||||
| March 31, 2025 | - | - | - | - |