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, 2013 | 2.95 % | 0.56 | 11.39 % | 0.65 | ||||
March 31, 2014 | 5.15 % | 0.71 | 11.23 % | 0.65 | ||||
June 30, 2014 | -1.15 % | 0.39 | 6.38 % | 0.55 | ||||
Sept. 30, 2014 | 1.62 % | 0.61 | -6.75 % | 0.42 | ||||
Dec. 31, 2014 | 1.85 % | 0.60 | -9.19 % | 0.40 | ||||
March 31, 2015 | 1.53 % | 0.51 | -8.55 % | 0.35 | ||||
June 30, 2015 | -11.24 % | 0.20 | -3.62 % | 0.42 | ||||
Sept. 30, 2015 | 2.58 % | 0.61 | 12.35 % | 0.69 | ||||
Dec. 31, 2015 | 2.14 % | 0.57 | 15.86 % | 0.72 | ||||
March 31, 2016 | 0.87 % | 0.57 | 16.67 % | 0.76 | ||||
June 30, 2016 | 5.99 % | 0.68 | 21.91 % | 0.75 | ||||
Sept. 30, 2016 | 2.01 % | 0.58 | 14.29 % | 0.72 | ||||
Dec. 31, 2016 | 7.51 % | 0.72 | 23.67 % | 0.78 | ||||
March 31, 2017 | 3.62 % | 0.64 | 16.39 % | 0.70 | ||||
June 30, 2017 | 5.55 % | 0.70 | 16.32 % | 0.70 | ||||
Sept. 30, 2017 | 5.18 % | 0.73 | 14.49 % | 0.68 | ||||
Dec. 31, 2017 | 1.41 % | 0.49 | -9.58 % | 0.33 | ||||
March 31, 2018 | 6.20 % | 0.65 | 11.46 % | 0.55 | ||||
June 30, 2018 | 5.13 % | 0.60 | 2.44 % | 0.52 | ||||
Sept. 30, 2018 | -17.86 % | 0.10 | -0.12 % | 0.47 | ||||
Dec. 31, 2018 | 17.13 % | 0.90 | 29.95 % | 0.83 | ||||
March 31, 2019 | 1.36 % | 0.58 | -17.97 % | 0.21 | ||||
June 30, 2019 | -1.27 % | 0.46 | -0.45 % | 0.39 | ||||
Sept. 30, 2019 | 9.56 % | 0.77 | 13.26 % | 0.52 | ||||
Dec. 31, 2019 | -26.08 % | 0.08 | 22.55 % | 0.63 | ||||
March 31, 2020 | 27.36 % | 0.91 | 83.60 % | 0.96 | ||||
June 30, 2020 | 6.70 % | 0.65 | 48.63 % | 0.90 | ||||
Sept. 30, 2020 | 20.68 % | 0.85 | 35.71 % | 0.81 | ||||
Dec. 31, 2020 | 11.42 % | 0.67 | 20.31 % | 0.68 | ||||
March 31, 2021 | 7.24 % | 0.64 | 0.96 % | 0.53 | ||||
June 30, 2021 | -3.41 % | 0.39 | -18.31 % | 0.23 | ||||
Sept. 30, 2021 | -0.06 % | 0.58 | -24.02 % | 0.20 | ||||
Dec. 31, 2021 | -7.27 % | 0.36 | -25.50 % | 0.26 | ||||
March 31, 2022 | -18.48 % | 0.12 | -11.51 % | 0.33 | ||||
June 30, 2022 | -4.28 % | 0.36 | 12.62 % | 0.67 | ||||
Sept. 30, 2022 | 7.53 % | 0.72 | 18.16 % | 0.69 | ||||
Dec. 31, 2022 | 8.85 % | 0.58 | 24.97 % | 0.66 | ||||
March 31, 2023 | 7.78 % | 0.62 | 28.17 % | 0.70 | ||||
June 30, 2023 | -5.79 % | 0.36 | 11.88 % | 0.61 | ||||
Sept. 30, 2023 | 14.73 % | 0.76 | 31.86 % | 0.72 | ||||
Dec. 31, 2023 | 4.38 % | 0.67 | 7.83 % | 0.58 | ||||
March 31, 2024 | -2.99 % | 0.39 | - | - | ||||
June 30, 2024 | 6.76 % | 0.70 | - | - | ||||
Sept. 30, 2024 | 1.14 % | 0.48 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |