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 | 7.23 % | 0.73 | 29.21 % | 0.81 | ||||
Sept. 30, 2013 | 11.35 % | 0.83 | 16.67 % | 0.74 | ||||
Dec. 31, 2013 | 4.92 % | 0.64 | 6.11 % | 0.59 | ||||
March 31, 2014 | 5.37 % | 0.67 | 5.33 % | 0.55 | ||||
June 30, 2014 | -2.66 % | 0.37 | 6.42 % | 0.51 | ||||
Sept. 30, 2014 | 3.39 % | 0.62 | -5.37 % | 0.36 | ||||
Dec. 31, 2014 | 0.12 % | 0.53 | -11.70 % | 0.32 | ||||
March 31, 2015 | 2.67 % | 0.50 | -14.87 % | 0.35 | ||||
June 30, 2015 | -15.78 % | 0.15 | -20.36 % | 0.31 | ||||
Sept. 30, 2015 | -0.14 % | 0.54 | 3.89 % | 0.64 | ||||
Dec. 31, 2015 | -0.77 % | 0.53 | 15.31 % | 0.83 | ||||
March 31, 2016 | -0.52 % | 0.51 | 17.08 % | 0.77 | ||||
June 30, 2016 | 7.87 % | 0.72 | 17.69 % | 0.69 | ||||
Sept. 30, 2016 | 8.68 % | 0.68 | 16.23 % | 0.69 | ||||
Dec. 31, 2016 | 1.18 % | 0.55 | 12.63 % | 0.64 | ||||
March 31, 2017 | -0.96 % | 0.54 | 7.39 % | 0.58 | ||||
June 30, 2017 | 4.58 % | 0.67 | 15.90 % | 0.63 | ||||
Sept. 30, 2017 | 9.62 % | 0.65 | 10.38 % | 0.59 | ||||
Dec. 31, 2017 | -5.78 % | 0.42 | -18.80 % | 0.20 | ||||
March 31, 2018 | 4.76 % | 0.62 | 1.01 % | 0.43 | ||||
June 30, 2018 | 2.14 % | 0.54 | -4.61 % | 0.47 | ||||
Sept. 30, 2018 | -19.11 % | 0.10 | -7.54 % | 0.41 | ||||
Dec. 31, 2018 | 13.59 % | 0.88 | 24.83 % | 0.80 | ||||
March 31, 2019 | 0.81 % | 0.60 | -28.90 % | 0.13 | ||||
June 30, 2019 | -2.30 % | 0.43 | -11.69 % | 0.30 | ||||
Sept. 30, 2019 | 13.09 % | 0.84 | 2.17 % | 0.47 | ||||
Dec. 31, 2019 | -35.36 % | 0.06 | 4.96 % | 0.54 | ||||
March 31, 2020 | 22.03 % | 0.88 | 92.25 % | 0.98 | ||||
June 30, 2020 | 8.71 % | 0.62 | 70.23 % | 0.97 | ||||
Sept. 30, 2020 | 25.95 % | 0.86 | 56.23 % | 0.89 | ||||
Dec. 31, 2020 | 21.30 % | 0.91 | 31.02 % | 0.84 | ||||
March 31, 2021 | 4.25 % | 0.64 | 10.24 % | 0.59 | ||||
June 30, 2021 | -1.46 % | 0.38 | -7.91 % | 0.35 |