Fintuitive

Simulated Performance for PARAMETRIC PORTFOLIO ASSOCIATES LLC

Performance Trend (13F securities)

Reporting Period	Quarterly Simulated Performance	Quarterly Hit Rate	Annual Simulated Performance	Annual Hit Rate	Annual Simulated Performance Decile
June 30, 2013	6.29 %	0.75	23.83 %	0.81	6
Sept. 30, 2013	9.95 %	0.75	17.06 %	0.64	6
Dec. 31, 2013	1.61 %	0.54	10.92 %	0.59	6
March 31, 2014	4.99 %	0.62	10.60 %	0.59	6
June 30, 2014	-0.34 %	0.30	5.18 %	0.55	6
Sept. 30, 2014	4.03 %	0.69	-2.92 %	0.47	6
Dec. 31, 2014	1.39 %	0.58	-1.45 %	0.42	6
March 31, 2015	0.02 %	0.47	-1.25 %	0.40	6
June 30, 2015	-7.90 %	0.23	0.35 %	0.43	6
Sept. 30, 2015	5.57 %	0.61	13.45 %	0.70	5
Dec. 31, 2015	1.05 %	0.54	13.36 %	0.74	5
March 31, 2016	2.17 %	0.60	16.97 %	0.77	6
June 30, 2016	4.47 %	0.70	17.55 %	0.76	6
Sept. 30, 2016	3.99 %	0.64	17.62 %	0.73	6
Dec. 31, 2016	5.42 %	0.60	19.60 %	0.68	6
March 31, 2017	2.82 %	0.59	13.27 %	0.63	6
June 30, 2017	4.63 %	0.68	14.07 %	0.66	6
Sept. 30, 2017	6.51 %	0.62	15.83 %	0.62	6
Dec. 31, 2017	-0.67 %	0.43	-6.59 %	0.30	6
March 31, 2018	3.17 %	0.64	9.81 %	0.54	5
June 30, 2018	6.59 %	0.57	7.71 %	0.47	5
Sept. 30, 2018	-13.73 %	0.12	2.22 %	0.44	5
Dec. 31, 2018	13.25 %	0.84	29.03 %	0.77	5
March 31, 2019	3.64 %	0.57	-11.83 %	0.18	5
June 30, 2019	1.15 %	0.48	2.57 %	0.33	5
Sept. 30, 2019	8.73 %	0.73	11.86 %	0.42	5
Dec. 31, 2019	-21.61 %	0.07	15.37 %	0.52	5
March 31, 2020	20.64 %	0.86	59.86 %	0.94	5
June 30, 2020	8.18 %	0.54	42.94 %	0.89	6
Sept. 30, 2020	13.79 %	0.88	31.82 %	0.85	6
Dec. 31, 2020	7.34 %	0.76	27.23 %	0.70	7
March 31, 2021	8.03 %	0.63	13.48 %	0.52	7
June 30, 2021	-0.08 %	0.40	-11.29 %	0.24	6
Sept. 30, 2021	9.93 %	0.57	-16.18 %	0.21	6
Dec. 31, 2021	-4.79 %	0.35	-17.13 %	0.27	6
March 31, 2022	-15.72 %	0.13	-7.25 %	0.32	6