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 | 6.31 % | 0.88 | 25.75 % | 0.92 | ||||
Sept. 30, 2013 | 12.26 % | 0.75 | 22.78 % | 0.79 | ||||
Dec. 31, 2013 | 0.18 % | 0.36 | 17.70 % | 0.91 | ||||
March 31, 2014 | 4.61 % | 0.64 | 20.62 % | 0.77 | ||||
June 30, 2014 | 1.93 % | 0.65 | 16.79 % | 0.65 | ||||
Sept. 30, 2014 | 10.72 % | 0.85 | 18.26 % | 0.75 | ||||
Dec. 31, 2014 | 4.27 % | 0.76 | 14.37 % | 0.80 | ||||
March 31, 2015 | 2.49 % | 0.68 | 12.15 % | 0.68 | ||||
June 30, 2015 | 0.77 % | 0.55 | 5.14 % | 0.68 | ||||
Sept. 30, 2015 | 8.74 % | 0.86 | 10.66 % | 0.77 | ||||
Dec. 31, 2015 | 0.30 % | 0.46 | 4.74 % | 0.71 | ||||
March 31, 2016 | -2.96 % | 0.28 | 14.07 % | 0.80 | ||||
June 30, 2016 | 5.78 % | 0.64 | 23.52 % | 0.88 | ||||
Sept. 30, 2016 | -0.13 % | 0.44 | 21.92 % | 0.92 | ||||
Dec. 31, 2016 | 9.67 % | 0.88 | 26.69 % | 0.88 | ||||
March 31, 2017 | 6.63 % | 0.88 | 19.86 % | 0.83 | ||||
June 30, 2017 | 4.44 % | 0.79 | 24.31 % | 0.82 | ||||
Sept. 30, 2017 | 5.60 % | 0.65 | 31.02 % | 0.76 | ||||
Dec. 31, 2017 | 3.19 % | 0.58 | 5.50 % | 0.50 | ||||
March 31, 2018 | 9.69 % | 0.78 | 27.37 % | 0.82 | ||||
June 30, 2018 | 10.98 % | 0.71 | 19.42 % | 0.67 | ||||
Sept. 30, 2018 | -13.50 % | 0.07 | 9.12 % | 0.60 | ||||
Dec. 31, 2018 | 17.90 % | 0.89 | 40.15 % | 0.84 | ||||
March 31, 2019 | 5.98 % | 0.69 | 0.19 % | 0.37 | ||||
June 30, 2019 | 0.77 % | 0.47 | 20.91 % | 0.58 | ||||
Sept. 30, 2019 | 10.89 % | 0.77 | 34.79 % | 0.79 | ||||
Dec. 31, 2019 | -13.24 % | 0.15 | 33.30 % | 0.92 | ||||
March 31, 2020 | 28.82 % | 0.98 | 61.44 % | 0.98 | ||||
June 30, 2020 | 10.54 % | 0.79 | 42.51 % | 0.92 | ||||
Sept. 30, 2020 | 10.24 % | 0.91 | 31.40 % | 0.89 | ||||
Dec. 31, 2020 | 2.07 % | 0.52 | 27.08 % | 0.75 | ||||
March 31, 2021 | 13.34 % | 0.83 | 5.15 % | 0.51 | ||||
June 30, 2021 | 2.11 % | 0.50 | -25.70 % | 0.09 | ||||
Sept. 30, 2021 | 5.47 % | 0.64 | -33.60 % | 0.12 | ||||
Dec. 31, 2021 | -13.81 % | 0.13 | -34.44 % | 0.12 | ||||
March 31, 2022 | -23.40 % | 0.06 | -14.15 % | 0.29 | ||||
June 30, 2022 | -5.79 % | 0.38 | 26.58 % | 0.75 | ||||
Sept. 30, 2022 | 1.69 % | 0.64 | 31.61 % | 0.72 | ||||
Dec. 31, 2022 | 14.21 % | 0.72 | 41.30 % | 0.75 | ||||
March 31, 2023 | 10.56 % | 0.69 | 35.40 % | 0.68 | ||||
June 30, 2023 | -3.24 % | 0.35 | 21.30 % | 0.51 | ||||
Sept. 30, 2023 | 15.16 % | 0.79 | 29.77 % | 0.70 | ||||
Dec. 31, 2023 | 8.52 % | 0.57 | 22.12 % | 0.55 | ||||
March 31, 2024 | 0.24 % | 0.35 | 0.23 % | 0.43 | ||||
June 30, 2024 | 3.46 % | 0.68 | - | - | ||||
Sept. 30, 2024 | 4.89 % | 0.53 | - | - | ||||
Dec. 31, 2024 | -6.45 % | 0.28 | - | - | ||||
March 31, 2025 | - | - | - | - |