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 |
---|---|---|---|---|---|---|---|---|
March 31, 2016 | 8.13 % | 0.66 | 18.35 % | 0.77 | ||||
June 30, 2016 | 3.80 % | 0.61 | 10.77 % | 0.66 | ||||
Sept. 30, 2016 | 0.23 % | 0.59 | 7.56 % | 0.58 | ||||
Dec. 31, 2016 | 4.40 % | 0.61 | 4.49 % | 0.56 | ||||
March 31, 2017 | 1.94 % | 0.50 | 1.81 % | 0.53 | ||||
June 30, 2017 | -0.75 % | 0.62 | 4.14 % | 0.59 | ||||
Sept. 30, 2017 | 1.32 % | 0.61 | 10.77 % | 0.62 | ||||
Dec. 31, 2017 | -2.26 % | 0.32 | -15.78 % | 0.30 | ||||
March 31, 2018 | 3.89 % | 0.65 | 6.53 % | 0.58 | ||||
June 30, 2018 | 2.70 % | 0.62 | -1.55 % | 0.54 | ||||
Sept. 30, 2018 | -19.80 % | 0.12 | 1.49 % | 0.52 | ||||
Dec. 31, 2018 | 19.92 % | 0.78 | 31.18 % | 0.74 | ||||
March 31, 2019 | 0.52 % | 0.56 | -28.20 % | 0.21 | ||||
June 30, 2019 | 5.08 % | 0.58 | -2.03 % | 0.41 | ||||
Sept. 30, 2019 | 10.85 % | 0.76 | 3.55 % | 0.54 | ||||
Dec. 31, 2019 | -29.05 % | 0.08 | 12.37 % | 0.62 | ||||
March 31, 2020 | 17.10 % | 0.90 | 56.38 % | 0.98 | ||||
June 30, 2020 | 8.95 % | 0.64 | 57.54 % | 0.93 | ||||
Sept. 30, 2020 | 15.24 % | 0.83 | 39.13 % | 0.83 | ||||
Dec. 31, 2020 | 7.29 % | 0.66 | 23.38 % | 0.70 | ||||
March 31, 2021 | 9.99 % | 0.74 | 11.57 % | 0.64 | ||||
June 30, 2021 | -0.71 % | 0.47 | -18.36 % | 0.33 | ||||
Sept. 30, 2021 | 2.40 % | 0.61 | -23.19 % | 0.29 | ||||
Dec. 31, 2021 | -4.30 % | 0.41 | -21.20 % | 0.36 | ||||
March 31, 2022 | -17.60 % | 0.20 | -11.73 % | 0.36 | ||||
June 30, 2022 | -5.28 % | 0.37 | 13.58 % | 0.62 | ||||
Sept. 30, 2022 | 5.59 % | 0.73 | 28.28 % | 0.66 | ||||
Dec. 31, 2022 | 7.58 % | 0.52 | 33.86 % | 0.67 | ||||
March 31, 2023 | 5.49 % | 0.64 | 34.15 % | 0.69 | ||||
June 30, 2023 | 0.71 % | 0.41 | 25.76 % | 0.64 | ||||
Sept. 30, 2023 | 14.25 % | 0.77 | 36.96 % | 0.79 | ||||
Dec. 31, 2023 | 11.48 % | 0.69 | 26.36 % | 0.60 | ||||
March 31, 2024 | 1.20 % | 0.45 | 6.65 % | 0.54 | ||||
June 30, 2024 | 7.92 % | 0.72 | - | - | ||||
Sept. 30, 2024 | 3.26 % | 0.45 | - | - | ||||
Dec. 31, 2024 | -6.69 % | 0.44 | - | - | ||||
March 31, 2025 | - | - | - | - |