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 | 9.87 % | 0.76 | 28.67 % | 0.82 | ||||
Sept. 30, 2013 | 9.34 % | 0.77 | 14.29 % | 0.65 | ||||
Dec. 31, 2013 | 2.50 % | 0.55 | 8.49 % | 0.63 | ||||
March 31, 2014 | 5.06 % | 0.62 | 7.24 % | 0.60 | ||||
June 30, 2014 | -1.37 % | 0.32 | 4.65 % | 0.56 | ||||
Sept. 30, 2014 | 2.90 % | 0.69 | -5.79 % | 0.50 | ||||
Dec. 31, 2014 | 4.34 % | 0.61 | -2.65 % | 0.47 | ||||
March 31, 2015 | -0.46 % | 0.47 | -6.48 % | 0.39 | ||||
June 30, 2015 | -12.20 % | 0.22 | -7.52 % | 0.41 | ||||
Sept. 30, 2015 | 3.94 % | 0.60 | 13.51 % | 0.67 | ||||
Dec. 31, 2015 | 0.07 % | 0.42 | 17.07 % | 0.72 | ||||
March 31, 2016 | 0.89 % | 0.59 | 19.99 % | 0.75 | ||||
June 30, 2016 | 7.91 % | 0.68 | 22.74 % | 0.75 | ||||
Sept. 30, 2016 | 2.80 % | 0.63 | 18.73 % | 0.71 | ||||
Dec. 31, 2016 | 5.99 % | 0.57 | 19.39 % | 0.68 | ||||
March 31, 2017 | 1.96 % | 0.56 | 19.38 % | 0.66 | ||||
June 30, 2017 | 9.96 % | 0.74 | 22.34 % | 0.68 | ||||
Sept. 30, 2017 | 4.53 % | 0.57 | 17.58 % | 0.63 | ||||
Dec. 31, 2017 | 3.14 % | 0.48 | -7.13 % | 0.33 | ||||
March 31, 2018 | 7.66 % | 0.67 | 11.63 % | 0.55 | ||||
June 30, 2018 | 8.11 % | 0.64 | 6.07 % | 0.47 | ||||
Sept. 30, 2018 | -20.23 % | 0.10 | -3.85 % | 0.42 | ||||
Dec. 31, 2018 | 18.78 % | 0.82 | 28.95 % | 0.74 | ||||
March 31, 2019 | 4.66 % | 0.58 | -14.36 % | 0.23 | ||||
June 30, 2019 | -3.87 % | 0.39 | 12.54 % | 0.44 | ||||
Sept. 30, 2019 | 9.94 % | 0.69 | 21.93 % | 0.52 | ||||
Dec. 31, 2019 | -26.64 % | 0.07 | 26.33 % | 0.61 | ||||
March 31, 2020 | 32.91 % | 0.92 | 91.60 % | 0.95 | ||||
June 30, 2020 | 10.41 % | 0.55 | 58.34 % | 0.88 | ||||
Sept. 30, 2020 | 25.05 % | 0.86 | 42.91 % | 0.83 | ||||
Dec. 31, 2020 | 8.78 % | 0.68 | 19.73 % | 0.64 | ||||
March 31, 2021 | 8.13 % | 0.62 | -3.38 % | 0.43 | ||||
June 30, 2021 | -3.46 % | 0.38 | -32.78 % | 0.19 | ||||
Sept. 30, 2021 | 3.18 % | 0.53 | -31.77 % | 0.17 | ||||
Dec. 31, 2021 | -12.39 % | 0.28 | -27.36 % | 0.23 | ||||
March 31, 2022 | -19.80 % | 0.13 | -9.06 % | 0.34 | ||||
June 30, 2022 | -0.53 % | 0.42 | 20.68 % | 0.59 | ||||
Sept. 30, 2022 | 5.99 % | 0.64 | 15.29 % | 0.60 | ||||
Dec. 31, 2022 | 6.84 % | 0.55 | 24.16 % | 0.63 | ||||
March 31, 2023 | 5.94 % | 0.57 | 28.96 % | 0.66 | ||||
June 30, 2023 | -4.58 % | 0.36 | 14.23 % | 0.57 | ||||
Sept. 30, 2023 | 14.98 % | 0.77 | 26.13 % | 0.68 | ||||
Dec. 31, 2023 | 7.87 % | 0.58 | 14.72 % | 0.57 | ||||
March 31, 2024 | -2.41 % | 0.42 | 0.90 % | 0.47 | ||||
June 30, 2024 | 5.74 % | 0.65 | - | - | ||||
Sept. 30, 2024 | 4.87 % | 0.50 | - | - | ||||
Dec. 31, 2024 | -5.00 % | 0.35 | - | - | ||||
March 31, 2025 | - | - | - | - |