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, 2016 | 8.55 % | 0.63 | 20.92 % | 0.72 | 7 | |||
March 31, 2017 | 0.69 % | 0.44 | 10.99 % | 0.60 | 5 | |||
June 30, 2017 | - | - | - | - | ||||
Sept. 30, 2017 | 3.63 % | 0.79 | 16.57 % | 0.57 | 7 | |||
Dec. 31, 2017 | 1.00 % | 0.47 | -4.52 % | 0.33 | 7 | |||
March 31, 2018 | 3.74 % | 0.76 | 5.63 % | 0.44 | 3 | |||
June 30, 2018 | 6.28 % | 0.65 | -2.64 % | 0.35 | 2 | |||
Sept. 30, 2018 | -16.61 % | 0.07 | -6.94 % | 0.43 | 2 | |||
Dec. 31, 2018 | 9.81 % | 0.80 | 9.22 % | 0.73 | 1 | |||
March 31, 2019 | -4.97 % | 0.40 | -34.11 % | 0.20 | 1 | |||
June 30, 2019 | 0.79 % | 0.60 | -19.40 % | 0.13 | 1 | |||
Sept. 30, 2019 | -0.66 % | 0.40 | -16.22 % | 0.33 | 1 | |||
Dec. 31, 2019 | -30.62 % | 0.07 | 3.72 % | 0.53 | 2 | |||
March 31, 2020 | 18.03 % | 0.94 | 79.44 % | 1.00 | 8 | |||
June 30, 2020 | 6.75 % | 0.71 | 60.44 % | 1.00 | 9 | |||
Sept. 30, 2020 | 22.81 % | 0.94 | 54.75 % | 1.00 | 10 | |||
Dec. 31, 2020 | 18.55 % | 0.88 | 34.64 % | 0.94 | 10 | |||
March 31, 2021 | 2.34 % | 0.56 | 17.61 % | 0.81 | 9 | |||
June 30, 2021 | 3.15 % | 0.57 | -3.99 % | 0.43 | 9 | |||
Sept. 30, 2021 | 6.04 % | 0.75 | -10.60 % | 0.31 | 8 | |||
Dec. 31, 2021 | 3.85 % | 0.56 | -2.72 % | 0.44 | 10 | |||
March 31, 2022 | -12.88 % | 0.12 | -5.32 % | 0.31 | 8 | |||
June 30, 2022 | -4.58 % | 0.21 | 11.12 % | 0.79 | 3 | |||
Sept. 30, 2022 | 14.83 % | 0.88 | 14.83 % | 0.88 | 3 | |||
Dec. 31, 2022 | 1.08 % | 0.53 | 10.43 % | 0.65 | 2 | |||
March 31, 2023 | 3.25 % | 0.44 | 15.04 % | 0.75 | 2 | |||
June 30, 2023 | -1.94 % | 0.43 | 5.13 % | 0.36 | 2 | |||
Sept. 30, 2023 | 8.92 % | 0.75 | 14.86 % | 0.69 | 1 | |||
Dec. 31, 2023 | 3.72 % | 0.67 | 2.87 % | 0.60 | 1 | |||
March 31, 2024 | -4.65 % | 0.27 | - | - | ||||
June 30, 2024 | 6.11 % | 0.87 | - | - | ||||
Sept. 30, 2024 | -3.53 % | 0.36 | - | - |