Simulated Performance for Spark Investment Management LLC
| 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 | 11.80 % | 0.74 | 27.93 % | 0.73 | 8 | 6 | 7 | |
| Sept. 30, 2013 | 10.26 % | 0.72 | 13.74 % | 0.61 | 4 | 5 | 4 | |
| Dec. 31, 2013 | 2.87 % | 0.54 | 11.71 % | 0.60 | 7 | 7 | 8 | |
| March 31, 2014 | 3.61 % | 0.54 | 15.32 % | 0.58 | 9 | 8 | 10 | |
| June 30, 2014 | -1.62 % | 0.36 | 10.56 % | 0.58 | 9 | 8 | 10 | |
| Sept. 30, 2014 | 7.14 % | 0.66 | 2.35 % | 0.48 | 9 | 8 | 10 | |
| Dec. 31, 2014 | 5.30 % | 0.59 | -2.67 % | 0.41 | 5 | 6 | 7 | |
| March 31, 2015 | -0.60 % | 0.45 | -10.52 % | 0.33 | 3 | 4 | 1 | |
| June 30, 2015 | -12.46 % | 0.20 | -7.88 % | 0.37 | 3 | 6 | 3 | |
| Sept. 30, 2015 | 6.05 % | 0.57 | 14.98 % | 0.63 | 7 | 7 | 8 | |
| Dec. 31, 2015 | -1.37 % | 0.42 | 27.50 % | 0.68 | 10 | 9 | 10 | |
| March 31, 2016 | 5.58 % | 0.57 | 36.53 % | 0.71 | 10 | 9 | 10 | |
| June 30, 2016 | 13.66 % | 0.71 | 29.40 % | 0.72 | 9 | 8 | 10 | |
| Sept. 30, 2016 | 5.54 % | 0.65 | 23.36 % | 0.69 | 9 | 7 | 10 | |
| Dec. 31, 2016 | 6.27 % | 0.55 | 20.29 % | 0.65 | 6 | 5 | 6 | |
| March 31, 2017 | 4.96 % | 0.58 | 17.74 % | 0.66 | 8 | 7 | 10 | |
| June 30, 2017 | 7.84 % | 0.65 | 25.18 % | 0.68 | 9 | 8 | 10 | |
| Sept. 30, 2017 | 4.92 % | 0.55 | 23.23 % | 0.62 | 9 | 8 | 10 | |
| Dec. 31, 2017 | 2.50 % | 0.48 | -8.79 % | 0.34 | 4 | 6 | 7 | |
| March 31, 2018 | 9.16 % | 0.64 | 9.95 % | 0.54 | 5 | 7 | 8 | |
| June 30, 2018 | 6.38 % | 0.55 | -4.60 % | 0.37 | 2 | 3 | 1 | |
| Sept. 30, 2018 | -19.34 % | 0.09 | -10.86 % | 0.34 | 2 | 3 | 1 | |
| Dec. 31, 2018 | 21.77 % | 0.77 | 23.46 % | 0.60 | 2 | 4 | 2 | |
| March 31, 2019 | -1.17 % | 0.43 | -26.90 % | 0.19 | 2 | 3 | 1 | |
| June 30, 2019 | -5.35 % | 0.43 | 3.54 % | 0.40 | 6 | 6 | 7 | |
| Sept. 30, 2019 | 10.83 % | 0.71 | 20.15 % | 0.49 | 8 | 7 | 7 | |
| Dec. 31, 2019 | -26.94 % | 0.08 | 24.61 % | 0.57 | 8 | 6 | 8 | |
| March 31, 2020 | 33.16 % | 0.86 | 140.13 % | 0.93 | 10 | 9 | 9 | |
| June 30, 2020 | 6.69 % | 0.48 | 91.39 % | 0.87 | 10 | 9 | 9 | |
| Sept. 30, 2020 | 17.10 % | 0.88 | 34.82 % | 0.85 | 7 | 5 | 5 | |
| Dec. 31, 2020 | 4.92 % | 0.58 | 8.40 % | 0.68 | 2 | 4 | 4 | |
| March 31, 2021 | 13.96 % | 0.79 | -12.69 % | 0.43 | 2 | 3 | 3 | |
| June 30, 2021 | 1.42 % | 0.40 | -44.34 % | 0.17 | 1 | 2 | 2 | |
| Sept. 30, 2021 | -5.55 % | 0.42 | -46.82 % | 0.16 | 1 | 2 | 2 | |
| Dec. 31, 2021 | -22.15 % | 0.29 | -45.62 % | 0.19 | 1 | 1 | 2 | |
| March 31, 2022 | -26.30 % | - | -7.67 % | 0.19 | 6 | 7 | 7 | |
| June 30, 2022 | 0.03 % | 0.41 | 34.06 % | 0.69 | 10 | 10 | 10 | |
| Sept. 30, 2022 | 0.83 % | 0.43 | 17.28 % | 0.52 | 5 | 6 | 5 | |
| Dec. 31, 2022 | 7.33 % | 0.71 | 39.99 % | 0.79 | 9 | 9 | 8 | |
| March 31, 2023 | 4.36 % | 0.38 | 37.09 % | 0.62 | 9 | 8 | 8 | |
| June 30, 2023 | 0.58 % | 0.15 | 33.85 % | 0.46 | 10 | 9 | 9 | |
| Sept. 30, 2023 | 21.59 % | 0.75 | 36.67 % | 0.75 | 8 | 7 | 7 | |
| Dec. 31, 2023 | 11.87 % | 0.45 | 46.66 % | 0.82 | 10 | 10 | 10 | |
| March 31, 2024 | 6.81 % | 0.64 | 24.61 % | 0.82 | 10 | 10 | 10 | |
| June 30, 2024 | 7.07 % | 0.78 | 51.34 % | 1.00 | 10 | 10 | 10 | |
| Sept. 30, 2024 | 19.41 % | 0.78 | - | - | ||||
| Dec. 31, 2024 | -10.93 % | 0.25 | - | - | ||||
| March 31, 2025 | 24.14 % | 0.89 | - | - | ||||
| June 30, 2025 | - | - | - | - |