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 | 7.71 % | 0.73 | 22.39 % | 0.80 | ||||
Sept. 30, 2013 | 6.58 % | 0.77 | 12.72 % | 0.70 | ||||
Dec. 31, 2013 | 2.91 % | 0.59 | 7.91 % | 0.63 | ||||
March 31, 2014 | 4.63 % | 0.73 | 6.82 % | 0.62 | ||||
June 30, 2014 | -2.69 % | 0.32 | 6.10 % | 0.55 | ||||
Sept. 30, 2014 | 5.44 % | 0.71 | 0.29 % | 0.48 | ||||
Dec. 31, 2014 | 1.77 % | 0.58 | -4.36 % | 0.43 | ||||
March 31, 2015 | -0.13 % | 0.44 | -5.92 % | 0.40 | ||||
June 30, 2015 | -10.63 % | 0.22 | -7.05 % | 0.42 | ||||
Sept. 30, 2015 | 3.91 % | 0.62 | 10.69 % | 0.71 | ||||
Dec. 31, 2015 | 1.50 % | 0.59 | 14.00 % | 0.76 | ||||
March 31, 2016 | 1.02 % | 0.58 | 17.28 % | 0.76 | ||||
June 30, 2016 | 5.44 % | 0.67 | 18.63 % | 0.73 | ||||
Sept. 30, 2016 | 4.70 % | 0.62 | 17.77 % | 0.75 | ||||
Dec. 31, 2016 | 5.16 % | 0.66 | 18.47 % | 0.71 | ||||
March 31, 2017 | 1.89 % | 0.61 | 10.39 % | 0.64 | ||||
June 30, 2017 | 4.14 % | 0.66 | 13.27 % | 0.66 | ||||
Sept. 30, 2017 | 4.95 % | 0.69 | 11.58 % | 0.65 | ||||
Dec. 31, 2017 | -0.45 % | 0.44 | -8.90 % | 0.31 | ||||
March 31, 2018 | 3.98 % | 0.62 | 6.77 % | 0.55 | ||||
June 30, 2018 | 5.81 % | 0.59 | 5.26 % | 0.52 | ||||
Sept. 30, 2018 | -13.13 % | 0.12 | 0.92 % | 0.48 | ||||
Dec. 31, 2018 | 13.82 % | 0.84 | 27.65 % | 0.77 | ||||
March 31, 2019 | 2.70 % | 0.59 | -19.79 % | 0.19 | ||||
June 30, 2019 | 0.31 % | 0.50 | 1.11 % | 0.35 | ||||
Sept. 30, 2019 | 8.89 % | 0.75 | 3.09 % | 0.44 | ||||
Dec. 31, 2019 | -28.08 % | 0.07 | 12.67 % | 0.55 | ||||
March 31, 2020 | 22.13 % | 0.90 | 66.52 % | 0.95 | ||||
June 30, 2020 | 7.23 % | 0.59 | 50.70 % | 0.91 | ||||
Sept. 30, 2020 | 21.83 % | 0.89 | 42.61 % | 0.87 | ||||
Dec. 31, 2020 | 11.53 % | 0.76 | 24.84 % | 0.73 | ||||
March 31, 2021 | 7.37 % | 0.67 | 8.60 % | 0.55 | ||||
June 30, 2021 | -1.92 % | 0.40 | -16.32 % | 0.26 | ||||
Sept. 30, 2021 | 0.59 % | 0.53 | -23.68 % | 0.23 | ||||
Dec. 31, 2021 | -3.99 % | 0.40 | -15.96 % | 0.28 | ||||
March 31, 2022 | -17.24 % | 0.16 | -9.64 % | 0.37 | ||||
June 30, 2022 | -1.86 % | 0.50 | 17.83 % | 0.72 | ||||
Sept. 30, 2022 | 4.87 % | 0.84 | 11.59 % | 0.72 | ||||
Dec. 31, 2022 | 5.08 % | 0.69 | 15.36 % | 0.69 | ||||
March 31, 2023 | 7.42 % | 0.60 | 17.63 % | 0.71 | ||||
June 30, 2023 | -6.72 % | 0.31 | 1.70 % | 0.64 | ||||
Sept. 30, 2023 | 4.61 % | 0.78 | 15.20 % | 0.72 | ||||
Dec. 31, 2023 | 8.16 % | 0.75 | 11.95 % | 0.63 | ||||
March 31, 2024 | -1.53 % | 0.42 | - | - | ||||
June 30, 2024 | 6.10 % | 0.71 | - | - | ||||
Sept. 30, 2024 | 2.78 % | 0.46 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |