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 | 16.73 % | 0.76 | 29.69 % | 0.71 | 9 | |||
Sept. 30, 2013 | 12.26 % | 0.77 | 7.88 % | 0.56 | 2 | |||
Dec. 31, 2013 | -1.39 % | 0.47 | -2.22 % | 0.47 | 2 | |||
March 31, 2014 | 3.81 % | 0.55 | 5.19 % | 0.49 | 3 | |||
June 30, 2014 | -6.99 % | 0.24 | 4.68 % | 0.44 | 6 | |||
Sept. 30, 2014 | 6.95 % | 0.63 | 6.33 % | 0.45 | 10 | |||
Dec. 31, 2014 | 2.49 % | 0.59 | -10.21 % | 0.32 | 2 | |||
March 31, 2015 | -2.70 % | 0.45 | -11.02 % | 0.36 | 3 | |||
June 30, 2015 | -11.78 % | 0.18 | -8.66 % | 0.36 | 3 | |||
Sept. 30, 2015 | 4.19 % | 0.51 | 17.08 % | 0.59 | 8 | |||
Dec. 31, 2015 | -3.00 % | 0.42 | 15.17 % | 0.61 | 7 | |||
March 31, 2016 | 3.85 % | 0.46 | 24.49 % | 0.62 | 9 | |||
June 30, 2016 | 12.22 % | 0.74 | 33.32 % | 0.75 | 10 | |||
Sept. 30, 2016 | -0.80 % | 0.45 | 25.20 % | 0.69 | 9 | |||
Dec. 31, 2016 | 8.23 % | 0.62 | 31.84 % | 0.66 | 10 | |||
March 31, 2017 | 6.23 % | 0.66 | 32.31 % | 0.65 | 10 | |||
June 30, 2017 | 7.97 % | 0.72 | 37.86 % | 0.75 | 10 | |||
Sept. 30, 2017 | 10.90 % | 0.68 | 31.19 % | 0.70 | 10 | |||
Dec. 31, 2017 | 3.20 % | 0.53 | -12.32 % | 0.32 | 3 | |||
March 31, 2018 | 8.80 % | 0.66 | -0.70 % | 0.47 | 2 | |||
June 30, 2018 | 7.71 % | 0.56 | -14.18 % | 0.32 | 1 | |||
Sept. 30, 2018 | -26.47 % | 0.09 | -22.01 % | 0.35 | 1 | |||
Dec. 31, 2018 | 14.64 % | 0.75 | 12.36 % | 0.62 | 1 | |||
March 31, 2019 | -2.16 % | 0.46 | -33.19 % | 0.16 | 1 | |||
June 30, 2019 | -4.31 % | 0.30 | -4.30 % | 0.33 | 3 | |||
Sept. 30, 2019 | 6.74 % | 0.71 | 9.76 % | 0.51 | 5 | |||
Dec. 31, 2019 | -32.17 % | 0.09 | 25.20 % | 0.70 | 8 | |||
March 31, 2020 | 36.96 % | 0.90 | 75.72 % | 0.96 | 8 | |||
June 30, 2020 | 10.13 % | 0.61 | 52.65 % | 0.83 | 8 | |||
Sept. 30, 2020 | 21.84 % | 0.79 | 58.17 % | 0.78 | 10 | |||
Dec. 31, 2020 | 25.21 % | 0.78 | 32.92 % | 0.66 | 9 | |||
March 31, 2021 | 8.45 % | 0.66 | -8.05 % | 0.45 | 2 | |||
June 30, 2021 | -4.82 % | 0.39 | -30.92 % | 0.16 | 2 | |||
Sept. 30, 2021 | 5.20 % | 0.58 | -28.65 % | 0.20 | 2 | |||
Dec. 31, 2021 | -16.09 % | 0.25 | -29.52 % | 0.18 | 2 | |||
March 31, 2022 | -22.60 % | 0.07 | -12.44 % | 0.27 | 3 | |||
June 30, 2022 | -3.83 % | 0.40 | 18.11 % | 0.56 | 6 | |||
Sept. 30, 2022 | 5.32 % | 0.60 | 12.93 % | 0.57 | 3 | |||
Dec. 31, 2022 | 10.43 % | 0.60 | 27.76 % | 0.58 | 7 | |||
March 31, 2023 | 14.36 % | 0.50 | 65.46 % | 0.62 | 10 | |||
June 30, 2023 | -6.39 % | 0.34 | 26.36 % | 0.50 | 9 | |||
Sept. 30, 2023 | 10.49 % | 0.66 | 31.71 % | 0.66 | 5 | |||
Dec. 31, 2023 | 27.45 % | 0.59 | 29.85 % | 0.58 | 9 | |||
March 31, 2024 | -0.57 % | 0.48 | -1.65 % | 0.47 | 2 | |||
June 30, 2024 | 7.63 % | 0.59 | - | - | ||||
Sept. 30, 2024 | 4.53 % | 0.53 | - | - | ||||
Dec. 31, 2024 | -16.10 % | 0.22 | - | - | ||||
March 31, 2025 | - | - | - | - |