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 | 6.06 % | 0.70 | 23.67 % | 0.86 | ||||
Sept. 30, 2013 | 7.48 % | 0.81 | 13.55 % | 0.79 | ||||
Dec. 31, 2013 | 2.07 % | 0.61 | 4.31 % | 0.64 | ||||
March 31, 2014 | 6.52 % | 0.75 | 1.48 % | 0.60 | ||||
June 30, 2014 | -2.26 % | 0.41 | -3.42 % | 0.52 | ||||
Sept. 30, 2014 | -0.71 % | 0.62 | -11.27 % | 0.41 | ||||
Dec. 31, 2014 | -1.00 % | 0.53 | -5.18 % | 0.42 | ||||
March 31, 2015 | 0.69 % | 0.40 | -1.31 % | 0.44 | ||||
June 30, 2015 | -9.65 % | 0.22 | -0.60 % | 0.48 | ||||
Sept. 30, 2015 | 5.01 % | 0.70 | 16.25 % | 0.72 | ||||
Dec. 31, 2015 | 1.98 % | 0.53 | 14.22 % | 0.72 | ||||
March 31, 2016 | 1.59 % | 0.65 | 17.03 % | 0.79 | ||||
June 30, 2016 | 4.87 % | 0.57 | 19.49 % | 0.70 | ||||
Sept. 30, 2016 | 2.25 % | 0.51 | 21.51 % | 0.74 | ||||
Dec. 31, 2016 | 6.43 % | 0.71 | 28.53 % | 0.73 | ||||
March 31, 2017 | 4.77 % | 0.69 | 20.77 % | 0.70 | ||||
June 30, 2017 | 10.87 % | 0.69 | 21.19 % | 0.67 | ||||
Sept. 30, 2017 | 8.07 % | 0.72 | 19.51 % | 0.66 | ||||
Dec. 31, 2017 | 2.72 % | 0.43 | -15.43 % | 0.33 | ||||
March 31, 2018 | 0.72 % | 0.61 | -1.22 % | 0.60 | ||||
June 30, 2018 | 3.58 % | 0.69 | -4.61 % | 0.64 | ||||
Sept. 30, 2018 | -18.74 % | 0.12 | -1.29 % | 0.55 | ||||
Dec. 31, 2018 | 14.87 % | 0.90 | 35.58 % | 0.86 | ||||
March 31, 2019 | 6.52 % | 0.63 | -4.79 % | 0.22 | ||||
June 30, 2019 | 0.11 % | 0.53 | 11.43 % | 0.39 | ||||
Sept. 30, 2019 | 10.16 % | 0.75 | 21.56 % | 0.52 | ||||
Dec. 31, 2019 | -18.28 % | 0.06 | 21.71 % | 0.60 | ||||
March 31, 2020 | 26.66 % | 0.91 | 55.26 % | 0.97 | ||||
June 30, 2020 | 6.19 % | 0.72 | 29.43 % | 0.95 | ||||
Sept. 30, 2020 | 11.27 % | 0.85 | 22.28 % | 0.88 | ||||
Dec. 31, 2020 | 4.62 % | 0.75 | 28.14 % | 0.80 | ||||
March 31, 2021 | 8.37 % | 0.74 | 14.97 % | 0.65 | ||||
June 30, 2021 | 0.51 % | 0.46 | -10.89 % | 0.30 |