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 | 11.67 % | 1.00 | 18.40 % | 0.83 | ||||
Sept. 30, 2013 | 6.73 % | 0.79 | 6.01 % | 0.50 | ||||
Dec. 31, 2013 | -2.06 % | 0.54 | 8.42 % | 0.69 | ||||
March 31, 2014 | 1.06 % | 0.38 | 14.62 % | 0.85 | ||||
June 30, 2014 | -0.68 % | 0.43 | 12.98 % | 0.79 | ||||
Sept. 30, 2014 | 8.82 % | 0.85 | 10.04 % | 0.75 | ||||
Dec. 31, 2014 | 8.20 % | 0.75 | 7.43 % | 0.58 | ||||
March 31, 2015 | 0.25 % | 0.53 | 3.74 % | 0.43 | ||||
June 30, 2015 | -5.63 % | 0.31 | 9.13 % | 0.67 | ||||
Sept. 30, 2015 | 5.68 % | 0.87 | 25.48 % | 0.87 | ||||
Dec. 31, 2015 | 3.35 % | 0.64 | 24.82 % | 0.79 | ||||
March 31, 2016 | 6.03 % | 0.69 | 27.32 % | 0.92 | ||||
June 30, 2016 | 9.36 % | 0.69 | 23.38 % | 0.85 | ||||
Sept. 30, 2016 | 2.59 % | 0.43 | 25.81 % | 0.86 | ||||
Dec. 31, 2016 | 5.71 % | 0.73 | 24.25 % | 0.87 | ||||
March 31, 2017 | 2.79 % | 0.67 | 18.57 % | 0.73 | ||||
June 30, 2017 | 7.27 % | 0.69 | 22.01 % | 0.75 | ||||
Sept. 30, 2017 | 5.43 % | 0.73 | 18.55 % | 0.67 | ||||
Dec. 31, 2017 | 2.45 % | 0.60 | -5.07 % | 0.40 | ||||
March 31, 2018 | 6.47 % | 0.71 | 9.32 % | 0.57 | ||||
June 30, 2018 | 5.81 % | 0.71 | 5.15 % | 0.57 | ||||
Sept. 30, 2018 | -18.27 % | 0.14 | -1.68 % | 0.57 | ||||
Dec. 31, 2018 | 16.77 % | 0.92 | 33.30 % | 0.85 | ||||
March 31, 2019 | 4.57 % | 0.69 | -15.26 % | 0.31 | ||||
June 30, 2019 | -3.71 % | 0.46 | 8.12 % | 0.54 | ||||
Sept. 30, 2019 | 10.34 % | 0.92 | 22.22 % | 0.69 | ||||
Dec. 31, 2019 | -21.41 % | 0.17 | 31.09 % | 0.73 | ||||
March 31, 2020 | 39.80 % | 1.00 | 104.00 % | 1.00 | ||||
June 30, 2020 | 8.52 % | 0.65 | 52.20 % | 1.00 | ||||
Sept. 30, 2020 | 21.79 % | 0.81 | 35.54 % | 0.94 | ||||
Dec. 31, 2020 | 6.93 % | 0.60 | 16.47 % | 0.80 | ||||
March 31, 2021 | 7.89 % | 0.87 | -8.22 % | 0.53 | ||||
June 30, 2021 | -3.08 % | 0.47 | -31.42 % | - | ||||
Sept. 30, 2021 | 3.81 % | 0.73 | -33.50 % | - | ||||
Dec. 31, 2021 | -17.04 % | - | -31.73 % | - | ||||
March 31, 2022 | -20.05 % | - | -8.35 % | 0.36 | ||||
June 30, 2022 | -2.17 % | 0.38 | 16.83 % | 0.71 | ||||
Sept. 30, 2022 | 3.87 % | 0.69 | 16.56 % | 0.75 | ||||
Dec. 31, 2022 | 12.51 % | 0.85 | 33.83 % | 0.92 | ||||
March 31, 2023 | 7.77 % | 0.56 | 38.67 % | 0.75 | ||||
June 30, 2023 | -2.92 % | 0.38 | 17.80 % | 0.67 | ||||
Sept. 30, 2023 | 14.61 % | 0.85 | 25.31 % | 0.83 | ||||
Dec. 31, 2023 | 9.96 % | 0.85 | 30.46 % | 0.83 | ||||
March 31, 2024 | 2.93 % | 0.50 | 6.93 % | 0.55 | ||||
June 30, 2024 | 11.94 % | 0.67 | - | - | ||||
Sept. 30, 2024 | 8.75 % | 0.77 | - | - | ||||
Dec. 31, 2024 | -9.32 % | 0.25 | - | - | ||||
March 31, 2025 | - | - | - | - |