Simulated Performance for Quantamental Technologies LLC
| 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, 2018 | 14.98 % | 0.84 | 26.55 % | 0.76 | 3 | 4 | 4 | |
| March 31, 2019 | 2.89 % | 0.58 | -22.57 % | 0.17 | 2 | 4 | 2 | |
| June 30, 2019 | 0.97 % | 0.51 | -4.80 % | 0.33 | 3 | 4 | 2 | |
| Sept. 30, 2019 | 7.97 % | 0.72 | 1.21 % | 0.39 | 3 | 3 | 1 | |
| Dec. 31, 2019 | -26.96 % | 0.07 | 9.31 % | 0.57 | 3 | 3 | 2 | |
| March 31, 2020 | 26.57 % | 0.94 | 73.06 % | 0.96 | 8 | 5 | 5 | |
| June 30, 2020 | 6.14 % | 0.70 | 40.09 % | 0.93 | 4 | 3 | 3 | |
| Sept. 30, 2020 | 15.48 % | 0.81 | 33.18 % | 0.85 | 7 | 5 | 5 | |
| Dec. 31, 2020 | 8.91 % | 0.78 | 28.26 % | 0.89 | 8 | 8 | 8 | |
| March 31, 2021 | 9.15 % | 0.83 | 15.64 % | 0.69 | 8 | 9 | 9 | |
| June 30, 2021 | -2.13 % | 0.40 | -15.22 % | 0.25 | 4 | 7 | 8 | |
| Sept. 30, 2021 | 7.57 % | 0.65 | -15.67 % | 0.24 | 6 | 8 | 8 | |
| Dec. 31, 2021 | -4.41 % | 0.35 | -14.21 % | 0.29 | 7 | 7 | 6 | |
| March 31, 2022 | -15.86 % | 0.12 | -6.85 % | 0.35 | 7 | 7 | 6 | |
| June 30, 2022 | -2.95 % | 0.37 | 17.85 % | 0.63 | 6 | 6 | 8 | |
| Sept. 30, 2022 | 8.41 % | 0.69 | 15.45 % | 0.66 | 4 | 5 | 6 | |
| Dec. 31, 2022 | 4.98 % | 0.59 | 18.26 % | 0.68 | 4 | 5 | 5 | |
| March 31, 2023 | 3.95 % | 0.56 | 20.92 % | 0.66 | 4 | 5 | 5 | |
| June 30, 2023 | -4.10 % | 0.34 | 14.66 % | 0.59 | 4 | 5 | 5 | |
| Sept. 30, 2023 | 13.51 % | 0.77 | 26.74 % | 0.72 | 3 | 5 | 5 |