Simulated Performance for Quantinno Capital Management LP
| 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 | 12.81 % | 0.85 | 25.81 % | 0.87 | 3 | 4 | 4 | |
| March 31, 2019 | 2.41 % | 0.57 | -21.55 % | 0.20 | 3 | 4 | 3 | |
| June 30, 2019 | -0.37 % | 0.52 | -3.49 % | 0.37 | 3 | 4 | 3 | |
| Sept. 30, 2019 | 7.61 % | 0.72 | 2.68 % | 0.49 | 3 | 3 | 1 | |
| Dec. 31, 2019 | -32.39 % | 0.05 | 15.78 % | 0.62 | 5 | 4 | 3 | |
| March 31, 2020 | 27.16 % | 0.90 | 87.00 % | 0.98 | 9 | 6 | 9 | |
| June 30, 2020 | 6.34 % | 0.65 | 50.93 % | 0.94 | 8 | 5 | 6 | |
| Sept. 30, 2020 | 24.41 % | 0.88 | 47.47 % | 0.89 | 9 | 8 | 8 | |
| Dec. 31, 2020 | 12.71 % | 0.80 | 30.44 % | 0.86 | 9 | 9 | 8 | |
| March 31, 2021 | 6.63 % | 0.72 | 5.91 % | 0.61 | 4 | 7 | 7 | |
| June 30, 2021 | -0.72 % | 0.44 | -15.97 % | 0.25 | 4 | 7 | 7 | |
| Sept. 30, 2021 | 9.34 % | 0.75 | -19.30 % | 0.18 | 4 | 7 | 7 | |
| Dec. 31, 2021 | -5.68 % | 0.33 | -17.57 % | 0.26 | 6 | 6 | 4 | |
| March 31, 2022 | -16.45 % | 0.11 | -7.68 % | 0.38 | 6 | 7 | 5 | |
| June 30, 2022 | -3.90 % | 0.34 | 18.83 % | 0.69 | 7 | 7 | 9 | |
| Sept. 30, 2022 | 7.79 % | 0.82 | 18.95 % | 0.72 | 6 | 6 | 8 | |
| Dec. 31, 2022 | 6.24 % | 0.58 | 23.60 % | 0.71 | 6 | 6 | 8 | |
| March 31, 2023 | 7.54 % | 0.61 | 25.13 % | 0.74 | 6 | 6 | 7 | |
| June 30, 2023 | -3.12 % | 0.36 | 20.45 % | 0.66 | 6 | 7 | 9 | |
| Sept. 30, 2023 | 11.48 % | 0.83 | 32.29 % | 0.82 | 6 | 6 | 8 | |
| Dec. 31, 2023 | 9.27 % | 0.71 | 20.37 % | 0.63 | 5 | 6 | 8 | |
| March 31, 2024 | 1.61 % | 0.39 | 6.05 % | 0.55 | 5 | 7 | 8 | |
| June 30, 2024 | 6.88 % | 0.77 | - | - | ||||
| Sept. 30, 2024 | 1.20 % | 0.44 | - | - | ||||
| Dec. 31, 2024 | -4.21 % | 0.41 | - | - | ||||
| March 31, 2025 | - | - | - | - |