Simulated Performance for Nut Tree 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 |
|---|---|---|---|---|---|---|---|---|
| Dec. 31, 2018 | 5.57 % | 0.62 | 25.89 % | 0.62 | ||||
| March 31, 2019 | 15.10 % | 0.50 | -41.70 % | - | ||||
| June 30, 2019 | -8.16 % | 0.55 | -33.88 % | - | ||||
| Sept. 30, 2019 | 13.81 % | 0.82 | -5.55 % | 0.27 | ||||
| Dec. 31, 2019 | -46.65 % | - | 12.67 % | 0.45 | ||||
| March 31, 2020 | 22.70 % | 0.56 | 125.81 % | 0.87 | ||||
| June 30, 2020 | 11.45 % | 0.67 | 102.09 % | 0.92 | ||||
| Sept. 30, 2020 | 41.02 % | 1.00 | 98.90 % | 1.00 | ||||
| Dec. 31, 2020 | 18.08 % | 0.80 | 51.06 % | 0.90 | ||||
| March 31, 2021 | 14.17 % | 0.80 | 27.78 % | 0.90 | ||||
| June 30, 2021 | -1.81 % | 0.33 | -21.14 % | 0.11 | ||||
| Sept. 30, 2021 | 9.64 % | 0.62 | -26.75 % | 0.25 | ||||
| Dec. 31, 2021 | -9.95 % | 0.25 | -36.74 % | 0.25 | ||||
| March 31, 2022 | -26.99 % | 0.12 | -26.77 % | 0.12 | ||||
| June 30, 2022 | -15.29 % | 0.12 | 12.19 % | 0.62 | ||||
| Sept. 30, 2022 | 5.24 % | 0.50 | 32.79 % | 0.62 | ||||
| Dec. 31, 2022 | 15.82 % | 0.80 | 53.37 % | 1.00 | ||||
| March 31, 2023 | 18.30 % | 0.71 | 39.55 % | 0.57 | ||||
| June 30, 2023 | -8.04 % | 0.17 | 16.43 % | 0.50 | ||||
| Sept. 30, 2023 | 18.52 % | 1.00 | 42.93 % | 0.67 | ||||
| Dec. 31, 2023 | 5.50 % | 0.50 | -4.52 % | 0.38 | ||||
| March 31, 2024 | -9.04 % | 0.25 | -18.72 % | 0.25 | ||||
| June 30, 2024 | 12.03 % | 0.82 | - | - | ||||
| Sept. 30, 2024 | -13.06 % | 0.20 | - | - | ||||
| Dec. 31, 2024 | -3.83 % | 0.50 | - | - | ||||
| March 31, 2025 | - | - | - | - |