Simulated Performance for OAKTREE 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 |
|---|---|---|---|---|---|---|---|---|
| March 31, 2012 | - | - | - | - | ||||
| June 30, 2012 | - | - | 57.97 % | 0.60 | ||||
| Sept. 30, 2012 | - | - | 51.37 % | 0.64 | ||||
| Dec. 31, 2012 | - | - | 46.71 % | 0.67 | 9 | 5 | 4 | |
| March 31, 2013 | 8.33 % | 0.44 | 17.31 % | 0.56 | 3 | 2 | 2 | |
| June 30, 2013 | 2.56 % | 0.69 | 16.07 % | 0.76 | 2 | 2 | 2 | |
| Sept. 30, 2013 | 4.56 % | 0.68 | 0.56 % | 0.57 | 1 | 1 | 1 | |
| Dec. 31, 2013 | 2.83 % | 0.61 | -2.82 % | 0.43 | 2 | 2 | 2 | |
| March 31, 2014 | 1.90 % | 0.51 | -10.00 % | 0.34 | 1 | 1 | 2 | |
| June 30, 2014 | -11.47 % | 0.12 | -16.22 % | 0.28 | 1 | 1 | 1 | |
| Sept. 30, 2014 | -9.02 % | 0.38 | -33.92 % | 0.27 | 1 | 1 | 1 | |
| Dec. 31, 2014 | 0.58 % | 0.54 | -21.18 % | 0.29 | 1 | 1 | 2 | |
| March 31, 2015 | -8.88 % | 0.39 | -17.52 % | 0.22 | 2 | 3 | 3 | |
| June 30, 2015 | -16.54 % | 0.11 | -6.08 % | 0.32 | 4 | 6 | 7 | |
| Sept. 30, 2015 | -2.17 % | 0.39 | 16.27 % | 0.59 | 8 | 8 | 8 | |
| Dec. 31, 2015 | 5.59 % | 0.60 | 14.49 % | 0.75 | 6 | 7 | 7 | |
| March 31, 2016 | 3.84 % | 0.64 | 30.42 % | 0.81 | 10 | 8 | 8 | |
| June 30, 2016 | 7.12 % | 0.76 | 26.29 % | 0.76 | 9 | 7 | 6 | |
| Sept. 30, 2016 | 4.37 % | 0.45 | 34.54 % | 0.70 | 10 | 9 | 9 | |
| Dec. 31, 2016 | 13.31 % | 0.70 | 40.16 % | 0.71 | 10 | 10 | 9 | |
| March 31, 2017 | 7.99 % | 0.49 | 8.11 % | 0.58 | 3 | 3 | 4 | |
| June 30, 2017 | 5.21 % | 0.70 | 16.92 % | 0.58 | 8 | 6 | 6 | |
| Sept. 30, 2017 | 5.26 % | 0.52 | 19.00 % | 0.54 | 8 | 7 | 7 | |
| Dec. 31, 2017 | 3.51 % | 0.40 | -0.73 % | 0.39 | 9 | 9 | 9 | |
| March 31, 2018 | 3.76 % | 0.60 | 8.69 % | 0.56 | 4 | 6 | 6 | |
| June 30, 2018 | 6.94 % | 0.72 | 4.72 % | 0.53 | 4 | 6 | 6 | |
| Sept. 30, 2018 | -12.10 % | 0.18 | 3.61 % | 0.45 | 6 | 8 | 7 | |
| Dec. 31, 2018 | 11.69 % | 0.76 | 32.66 % | 0.73 | 7 | 7 | 6 | |
| March 31, 2019 | 6.08 % | 0.58 | -28.67 % | 0.22 | 2 | 3 | 3 | |
| June 30, 2019 | 2.17 % | 0.40 | -21.04 % | 0.30 | 1 | 2 | 2 | |
| Sept. 30, 2019 | 9.66 % | 0.77 | -13.88 % | 0.42 | 1 | 2 | 2 | |
| Dec. 31, 2019 | -42.23 % | 0.03 | -5.68 % | 0.41 | 1 | 2 | 2 | |
| March 31, 2020 | 24.71 % | 0.87 | 97.12 % | 0.94 | 9 | 7 | 7 | |
| June 30, 2020 | 10.65 % | 0.61 | 70.85 % | 0.92 | 10 | 8 | 8 | |
| Sept. 30, 2020 | 26.65 % | 0.89 | 58.82 % | 0.88 | 10 | 9 | 9 | |
| Dec. 31, 2020 | 13.49 % | 0.65 | 25.58 % | 0.64 | 6 | 8 | 7 | |
| March 31, 2021 | 12.12 % | 0.64 | 25.44 % | 0.56 | 10 | 10 | 10 | |
| June 30, 2021 | -5.08 % | 0.45 | 2.88 % | 0.37 | 10 | 10 | 10 | |
| Sept. 30, 2021 | 5.64 % | 0.58 | 16.44 % | 0.61 | 10 | 10 | 10 | |
| Dec. 31, 2021 | 10.75 % | 0.79 | 22.98 % | 0.75 | 10 | 10 | 10 | |
| March 31, 2022 | -10.17 % | 0.66 | 14.00 % | 0.79 | 10 | 10 | 10 | |
| June 30, 2022 | 6.75 % | 0.83 | 26.13 % | 0.84 | 9 | 9 | 8 | |
| Sept. 30, 2022 | 16.34 % | 0.89 | 24.51 % | 0.81 | 8 | 8 | 8 | |
| Dec. 31, 2022 | 3.32 % | 0.84 | 21.99 % | 0.75 | 5 | 6 | 5 | |
| March 31, 2023 | -2.05 % | 0.81 | 33.68 % | 0.70 | 9 | 8 | 7 | |
| June 30, 2023 | 4.62 % | 0.68 | 42.30 % | 0.65 | 10 | 10 | 10 | |
| Sept. 30, 2023 | 11.59 % | 0.80 | 41.42 % | 0.70 | 9 | 8 | 8 | |
| Dec. 31, 2023 | 8.41 % | 0.62 | -3.78 % | 0.46 | 1 | 2 | 2 | |
| March 31, 2024 | 0.99 % | 0.34 | -14.23 % | 0.37 | 1 | 2 | 2 | |
| June 30, 2024 | -0.53 % | 0.62 | -6.67 % | 0.55 | 1 | 1 | 1 | |
| Sept. 30, 2024 | -9.44 % | 0.39 | - | - | ||||
| Dec. 31, 2024 | -1.20 % | 0.38 | - | - | ||||
| March 31, 2025 | 8.57 % | 0.48 | - | - | ||||
| June 30, 2025 | - | - | - | - |