Simulated Performance for Mount Kellett Capital Management LP
| 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 | 18.75 % | 1.00 | 28.59 % | 1.00 | ||||
| Sept. 30, 2013 | 7.82 % | 0.89 | -10.02 % | 0.44 | ||||
| Dec. 31, 2013 | -4.66 % | 0.29 | -28.85 % | 0.29 | ||||
| March 31, 2014 | 4.51 % | 0.75 | -24.20 % | 0.38 | ||||
| June 30, 2014 | -17.39 % | 0.33 | -26.18 % | 0.33 | ||||
| Sept. 30, 2014 | -18.36 % | 0.33 | -31.66 % | 0.17 | ||||
| Dec. 31, 2014 | 2.98 % | 0.50 | -34.35 % | 0.25 | ||||
| March 31, 2015 | -3.89 % | 0.67 | -50.32 % | 0.33 | ||||
| June 30, 2015 | -38.28 % | 0.17 | -49.06 % | - | ||||
| Sept. 30, 2015 | -11.90 % | - | -3.34 % | 0.33 | ||||
| Dec. 31, 2015 | -4.28 % | 0.40 | 49.95 % | 0.50 | ||||
| March 31, 2016 | 1.79 % | 0.40 | 40.90 % | 0.50 | ||||
| June 30, 2016 | 17.49 % | 1.00 | 21.97 % | 1.00 | ||||
| Sept. 30, 2016 | 25.75 % | 1.00 | 18.92 % | 0.67 | ||||
| Dec. 31, 2016 | -7.79 % | - | 8.39 % | 0.25 | ||||
| March 31, 2017 | -18.27 % | - | 18.19 % | 0.67 | ||||
| June 30, 2017 | 22.48 % | 1.00 | 74.37 % | 1.00 | ||||
| Sept. 30, 2017 | 21.70 % | 1.00 | 65.57 % | 0.67 |