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 |
---|---|---|---|---|---|---|---|---|
Dec. 31, 2019 | -22.74 % | 0.11 | 8.72 % | 0.58 | 3 | |||
March 31, 2020 | 22.64 % | 1.00 | 47.62 % | 0.93 | 2 | |||
June 30, 2020 | 1.23 % | 0.67 | 20.62 % | 1.00 | 1 | |||
Sept. 30, 2020 | 16.11 % | 0.90 | 14.73 % | 0.95 | 1 | |||
Dec. 31, 2020 | 0.86 % | 0.68 | -0.50 % | 0.77 | 1 | |||
March 31, 2021 | 1.36 % | 0.75 | -0.58 % | 0.62 | 3 | |||
Sept. 30, 2021 | 5.62 % | 0.55 | -19.59 % | 0.27 | 4 | |||
Dec. 31, 2021 | 4.37 % | 0.45 | -20.40 % | 0.38 | 4 | |||
March 31, 2022 | -24.66 % | 0.18 | -19.50 % | 0.24 | 2 | |||
June 30, 2022 | -9.57 % | 0.22 | 12.31 % | 0.59 | 3 | |||
Sept. 30, 2022 | 9.75 % | 0.76 | 10.38 % | 0.59 | 2 | |||
Dec. 31, 2022 | 7.93 % | 0.50 | 18.75 % | 0.62 | 4 | |||
March 31, 2023 | 7.18 % | 0.65 | 12.16 % | 0.74 | 2 | |||
June 30, 2023 | -10.72 % | 0.35 | 9.33 % | 0.64 | 2 | |||
Sept. 30, 2023 | 17.67 % | 0.90 | 32.66 % | 0.86 | 6 | |||
Dec. 31, 2023 | 2.64 % | 0.69 | 9.07 % | 0.72 | 2 | |||
March 31, 2024 | 3.79 % | 0.52 | - | - | ||||
Sept. 30, 2024 | -3.24 % | 0.38 | - | - |