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 |
---|---|---|---|---|---|---|---|---|
Sept. 30, 2015 | 1.87 % | 0.62 | 12.49 % | 0.67 | ||||
Dec. 31, 2015 | 3.32 % | 0.62 | 16.94 % | 0.77 | ||||
March 31, 2016 | 5.15 % | 0.58 | 15.79 % | 0.76 | ||||
June 30, 2016 | 6.88 % | 0.65 | 19.98 % | 0.74 | ||||
Sept. 30, 2016 | 4.06 % | 0.57 | 19.91 % | 0.73 | ||||
Dec. 31, 2016 | 5.85 % | 0.66 | 22.54 % | 0.75 | ||||
March 31, 2017 | 2.24 % | 0.59 | 13.49 % | 0.63 | ||||
June 30, 2017 | 5.49 % | 0.70 | 16.83 % | 0.64 | ||||
Sept. 30, 2017 | 6.00 % | 0.67 | 17.76 % | 0.64 | ||||
Dec. 31, 2017 | 0.32 % | 0.43 | -11.53 % | 0.32 | ||||
March 31, 2018 | 5.49 % | 0.61 | 13.12 % | 0.58 | ||||
June 30, 2018 | 6.65 % | 0.62 | 7.40 % | 0.55 | ||||
Sept. 30, 2018 | -16.28 % | 0.12 | 1.74 % | 0.50 | ||||
Dec. 31, 2018 | 16.21 % | 0.90 | 29.72 % | 0.83 | ||||
March 31, 2019 | 2.03 % | 0.57 | -14.32 % | 0.22 | ||||
June 30, 2019 | -2.76 % | 0.50 | 7.31 % | 0.44 | ||||
Sept. 30, 2019 | 11.73 % | 0.74 | 24.14 % | 0.45 | ||||
Dec. 31, 2019 | -25.56 % | 0.08 | 27.97 % | 0.62 | ||||
March 31, 2020 | 31.98 % | 0.91 | 87.25 % | 0.97 | ||||
June 30, 2020 | 9.87 % | 0.63 | 60.02 % | 0.92 | ||||
Sept. 30, 2020 | 23.80 % | 0.90 | 42.86 % | 0.88 | ||||
Dec. 31, 2020 | 8.22 % | 0.80 | 22.72 % | 0.76 | ||||
March 31, 2021 | 9.89 % | 0.70 | 7.17 % | 0.57 | ||||
June 30, 2021 | -3.48 % | 0.42 | -23.10 % | 0.28 | ||||
Sept. 30, 2021 | 4.24 % | 0.69 | -25.98 % | 0.26 | ||||
Dec. 31, 2021 | -6.78 % | 0.39 | -27.53 % | 0.28 | ||||
March 31, 2022 | -21.50 % | 0.13 | -13.32 % | 0.32 | ||||
June 30, 2022 | -3.37 % | 0.35 | 24.62 % | 0.63 | ||||
Sept. 30, 2022 | 6.56 % | 0.71 | 19.41 % | 0.63 | ||||
Dec. 31, 2022 | 10.08 % | 0.58 | 29.91 % | 0.67 | ||||
March 31, 2023 | 5.92 % | 0.53 | 20.84 % | 0.67 | ||||
June 30, 2023 | -2.53 % | 0.41 | 20.00 % | 0.60 | ||||
Sept. 30, 2023 | 12.25 % | 0.76 | 32.60 % | 0.73 | ||||
Dec. 31, 2023 | 11.05 % | 0.63 | 27.53 % | 0.60 | ||||
March 31, 2024 | 0.26 % | 0.40 | - | - | ||||
June 30, 2024 | 6.99 % | 0.71 | - | - | ||||
Sept. 30, 2024 | 1.43 % | 0.48 | - | - |