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 | 6.52 % | 0.78 | 23.38 % | 0.85 | ||||
Sept. 30, 2013 | 14.08 % | 0.87 | 15.45 % | 0.74 | ||||
Dec. 31, 2013 | 2.54 % | 0.48 | 8.31 % | 0.65 | ||||
March 31, 2014 | 1.64 % | 0.62 | 13.37 % | 0.73 | ||||
June 30, 2014 | -3.65 % | 0.39 | 13.16 % | 0.69 | ||||
Sept. 30, 2014 | 10.01 % | 0.74 | 6.19 % | 0.55 | ||||
Dec. 31, 2014 | 6.23 % | 0.75 | -6.67 % | 0.40 | ||||
March 31, 2015 | 0.95 % | 0.60 | -14.54 % | 0.29 | ||||
June 30, 2015 | -12.94 % | 0.14 | -14.74 % | 0.26 | ||||
Sept. 30, 2015 | 0.87 % | 0.58 | -0.40 % | 0.50 | ||||
Dec. 31, 2015 | -4.61 % | 0.42 | 6.38 % | 0.57 | ||||
March 31, 2016 | 1.71 % | 0.57 | 19.86 % | 0.80 | ||||
June 30, 2016 | 6.75 % | 0.62 | 24.11 % | 0.69 | ||||
Sept. 30, 2016 | 3.20 % | 0.54 | 19.20 % | 0.74 | ||||
Dec. 31, 2016 | 6.64 % | 0.68 | 23.01 % | 0.70 | ||||
March 31, 2017 | 5.45 % | 0.66 | 17.02 % | 0.69 | ||||
June 30, 2017 | 3.61 % | 0.71 | 15.97 % | 0.71 | ||||
Sept. 30, 2017 | 7.26 % | 0.80 | 19.44 % | 0.82 | ||||
Dec. 31, 2017 | -1.24 % | 0.40 | -6.98 % | 0.35 | ||||
March 31, 2018 | 4.56 % | 0.61 | 11.50 % | 0.65 | ||||
June 30, 2018 | 4.84 % | 0.63 | 7.09 % | 0.57 | ||||
Sept. 30, 2018 | -17.28 % | 0.08 | 0.27 % | 0.52 | ||||
Dec. 31, 2018 | 12.98 % | 0.89 | 29.30 % | 0.88 | ||||
March 31, 2019 | 5.57 % | 0.60 | -19.79 % | 0.24 | ||||
June 30, 2019 | 1.05 % | 0.55 | -3.87 % | 0.36 | ||||
Sept. 30, 2019 | 10.65 % | 0.75 | 11.63 % | 0.59 | ||||
Dec. 31, 2019 | -28.66 % | 0.09 | 17.61 % | 0.64 | ||||
March 31, 2020 | 28.23 % | 0.92 | 88.30 % | 0.96 | ||||
June 30, 2020 | 9.79 % | 0.74 | 62.97 % | 0.91 | ||||
Sept. 30, 2020 | 24.45 % | 0.82 | 47.09 % | 0.89 | ||||
Dec. 31, 2020 | 12.08 % | 0.81 | 27.28 % | 0.86 | ||||
March 31, 2021 | 10.35 % | 0.64 | 4.45 % | 0.53 | ||||
June 30, 2021 | 0.57 % | 0.40 | -23.52 % | 0.23 | ||||
Sept. 30, 2021 | -1.28 % | 0.57 | -24.20 % | 0.25 | ||||
Dec. 31, 2021 | -7.76 % | 0.34 | -17.63 % | 0.25 | ||||
March 31, 2022 | -18.43 % | 0.14 | -6.11 % | 0.39 | ||||
June 30, 2022 | -1.87 % | 0.44 | 22.54 % | 0.73 | ||||
Sept. 30, 2022 | 7.96 % | 0.69 | 15.42 % | 0.77 | ||||
Dec. 31, 2022 | 10.35 % | 0.63 | 32.04 % | 0.74 | ||||
March 31, 2023 | 7.89 % | 0.71 | 31.55 % | 0.78 | ||||
June 30, 2023 | -5.96 % | 0.26 | 24.76 % | 0.61 | ||||
Sept. 30, 2023 | 13.02 % | 0.82 | 41.85 % | 0.71 | ||||
Dec. 31, 2023 | 13.58 % | 0.65 | 22.16 % | 0.49 | ||||
March 31, 2024 | 0.28 % | 0.44 | - | - | ||||
June 30, 2024 | 5.59 % | 0.69 | - | - | ||||
Sept. 30, 2024 | 1.69 % | 0.49 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |