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 |
---|---|---|---|---|---|---|---|---|
Sept. 30, 2013 | 9.74 % | 0.98 | 13.66 % | 0.94 | ||||
Dec. 31, 2013 | 0.78 % | 0.61 | 6.64 % | 0.71 | ||||
March 31, 2014 | 4.65 % | 0.83 | 4.05 % | 0.72 | ||||
June 30, 2014 | -1.53 % | 0.41 | -0.62 % | 0.60 | ||||
Sept. 30, 2014 | 3.22 % | 0.67 | -5.06 % | 0.50 | ||||
Dec. 31, 2014 | -1.48 % | 0.49 | -0.77 % | 0.53 | ||||
March 31, 2015 | -0.48 % | 0.40 | 5.18 % | 0.61 | ||||
June 30, 2015 | -5.79 % | 0.23 | 9.43 % | 0.64 | ||||
Sept. 30, 2015 | 7.84 % | 0.81 | 19.38 % | 0.88 | ||||
Dec. 31, 2015 | 4.42 % | 0.70 | 14.07 % | 0.87 | ||||
March 31, 2016 | 4.77 % | 0.71 | 12.84 % | 0.85 | ||||
June 30, 2016 | 1.30 % | 0.60 | 11.36 % | 0.80 | ||||
Sept. 30, 2016 | 1.58 % | 0.51 | 14.08 % | 0.84 | ||||
Dec. 31, 2016 | 4.99 % | 0.67 | 18.83 % | 0.82 | ||||
March 31, 2017 | 3.98 % | 0.71 | 9.29 % | 0.70 | ||||
June 30, 2017 | 3.04 % | 0.73 | 6.09 % | 0.62 | ||||
Sept. 30, 2017 | 6.13 % | 0.79 | 8.28 % | 0.67 | ||||
Dec. 31, 2017 | -3.82 % | 0.31 | -6.93 % | 0.24 | ||||
March 31, 2018 | 0.90 % | 0.58 | 13.50 % | 0.67 | ||||
June 30, 2018 | 6.14 % | 0.76 | 14.87 % | 0.73 | ||||
Sept. 30, 2018 | -9.00 % | 0.13 | 10.22 % | 0.65 | ||||
Dec. 31, 2018 | 13.94 % | 0.92 | 29.53 % | 0.97 | ||||
March 31, 2019 | 4.37 % | 0.75 | -8.49 % | 0.26 | ||||
June 30, 2019 | 2.57 % | 0.57 | 1.22 % | 0.45 | ||||
Sept. 30, 2019 | 6.36 % | 0.81 | 9.22 % | 0.62 | ||||
Dec. 31, 2019 | -18.81 % | 0.08 | 9.03 % | 0.67 | ||||
March 31, 2020 | 15.17 % | 0.91 | 44.03 % | 0.98 | ||||
June 30, 2020 | 8.48 % | 0.75 | 33.04 % | 0.96 | ||||
Sept. 30, 2020 | 8.54 % | 0.80 | 23.30 % | 0.90 | ||||
Dec. 31, 2020 | 6.41 % | 0.77 | 25.46 % | 0.89 | ||||
March 31, 2021 | 6.54 % | 0.82 | 13.06 % | 0.72 | ||||
June 30, 2021 | 0.26 % | 0.50 | -4.76 % | 0.37 | ||||
Sept. 30, 2021 | 10.12 % | 0.78 | -11.85 % | 0.24 | ||||
Dec. 31, 2021 | -4.08 % | 0.36 | -11.19 % | 0.28 | ||||
March 31, 2022 | -10.29 % | 0.16 | -4.58 % | 0.33 | ||||
June 30, 2022 | -7.11 % | 0.23 | 12.03 % | 0.66 | ||||
Sept. 30, 2022 | 10.95 % | 0.84 | 16.08 % | 0.76 | ||||
Dec. 31, 2022 | 3.61 % | 0.53 | 13.94 % | 0.68 | ||||
March 31, 2023 | 5.47 % | 0.66 | 21.15 % | 0.81 | ||||
June 30, 2023 | -3.76 % | 0.37 | 17.36 % | 0.73 | ||||
Sept. 30, 2023 | 8.35 % | 0.85 | 31.30 % | 0.87 | ||||
Dec. 31, 2023 | 10.91 % | 0.82 | 18.30 % | 0.73 | ||||
March 31, 2024 | 1.53 % | 0.44 | 5.80 % | 0.65 | ||||
June 30, 2024 | 7.06 % | 0.80 | - | - | ||||
Sept. 30, 2024 | -1.47 % | 0.39 | - | - | ||||
Dec. 31, 2024 | -1.30 % | 0.48 | - | - | ||||
March 31, 2025 | - | - | - | - |