Simulated Performance for One William Street Capital Management, L.P.
| 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 | 17.99 % | 1.00 | 30.25 % | 0.75 | 6 | 6 | 6 | |
| March 31, 2019 | 19.41 % | 1.00 | -34.19 % | - | 1 | 2 | 2 | |
| June 30, 2019 | -5.04 % | - | -45.55 % | - | 1 | 1 | 1 | |
| Sept. 30, 2019 | 8.09 % | 1.00 | -25.29 % | - | 1 | 1 | 1 | |
| Dec. 31, 2019 | -43.79 % | - | -23.20 % | - | 1 | 1 | 1 | |
| March 31, 2020 | -5.44 % | - | 101.26 % | 1.00 | 9 | 7 | 7 | |
| June 30, 2020 | 22.30 % | 1.00 | 190.12 % | 1.00 | 10 | 10 | 10 | |
| Sept. 30, 2020 | 18.13 % | 1.00 | 143.90 % | 1.00 | 10 | 10 | 10 | |
| Dec. 31, 2022 | -8.82 % | - | -14.35 % | - | 1 | 1 | 1 | |
| March 31, 2023 | 0.54 % | 1.00 | -4.56 % | - | 1 | 1 | 1 | |
| June 30, 2023 | 11.12 % | 0.33 | 43.98 % | 0.67 | 10 | 10 | 10 | |
| Sept. 30, 2023 | 6.87 % | 1.00 | 1.34 % | 0.50 | 1 | 1 | 1 | |
| Dec. 31, 2023 | 8.96 % | 0.75 | 7.94 % | 0.50 | 2 | 3 | 4 | |
| March 31, 2024 | -46.44 % | - | -44.22 % | - | 1 | 1 | 1 | |
| June 30, 2024 | - | - | - | - | ||||
| Sept. 30, 2024 | 66.34 % | 1.00 | - | - | ||||
| Dec. 31, 2024 | -45.04 % | - | - | - | ||||
| March 31, 2025 | - | - | - | - |