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, 2014 | 2.97 % | 0.65 | 4.11 % | 0.59 | ||||
March 31, 2015 | -0.93 % | 0.45 | -5.35 % | 0.42 | ||||
June 30, 2015 | -10.79 % | 0.24 | -2.43 % | 0.47 | ||||
Sept. 30, 2015 | 2.66 % | 0.61 | 12.89 % | 0.68 | ||||
Dec. 31, 2015 | 1.26 % | 0.52 | 16.80 % | 0.70 | ||||
March 31, 2016 | 2.40 % | 0.62 | 17.11 % | 0.77 | ||||
June 30, 2016 | 4.91 % | 0.67 | 17.57 % | 0.71 | ||||
Sept. 30, 2016 | 4.05 % | 0.59 | 16.15 % | 0.70 | ||||
Dec. 31, 2016 | 5.88 % | 0.60 | 18.75 % | 0.66 | ||||
March 31, 2017 | 1.87 % | 0.57 | 13.42 % | 0.61 | ||||
June 30, 2017 | 4.51 % | 0.66 | 15.49 % | 0.66 | ||||
Sept. 30, 2017 | 6.17 % | 0.65 | 16.46 % | 0.63 | ||||
Dec. 31, 2017 | -0.29 % | 0.44 | -8.87 % | 0.31 | ||||
March 31, 2018 | 4.08 % | 0.62 | 8.80 % | 0.54 | ||||
June 30, 2018 | 6.24 % | 0.57 | 6.31 % | 0.48 | ||||
Sept. 30, 2018 | -15.82 % | 0.12 | 1.20 % | 0.44 | ||||
Dec. 31, 2018 | 16.29 % | 0.84 | 29.85 % | 0.75 | ||||
March 31, 2019 | 3.40 % | 0.55 | -18.30 % | 0.20 | ||||
June 30, 2019 | -0.40 % | 0.48 | 0.16 % | 0.34 | ||||
Sept. 30, 2019 | 8.34 % | 0.73 | 10.71 % | 0.44 | ||||
Dec. 31, 2019 | -26.50 % | 0.08 | 21.03 % | 0.53 | ||||
March 31, 2020 | 28.00 % | 0.88 | 85.73 % | 0.94 | ||||
June 30, 2020 | 7.38 % | 0.55 | 52.83 % | 0.87 | ||||
Sept. 30, 2020 | 18.98 % | 0.87 | 38.40 % | 0.82 | ||||
Dec. 31, 2020 | 9.02 % | 0.74 | 25.85 % | 0.66 | ||||
March 31, 2021 | 7.65 % | 0.61 | 6.23 % | 0.45 | ||||
June 30, 2021 | -1.54 % | 0.37 | -19.10 % | 0.22 | ||||
Sept. 30, 2021 | 4.77 % | 0.54 | -22.82 % | 0.20 | ||||
Dec. 31, 2021 | -7.25 % | 0.35 | -21.18 % | 0.26 | ||||
March 31, 2022 | -19.67 % | 0.12 | -12.03 % | 0.30 | ||||
June 30, 2022 | -2.56 % | 0.37 | 19.75 % | 0.56 | ||||
Sept. 30, 2022 | 8.91 % | 0.65 | 18.86 % | 0.59 | ||||
Dec. 31, 2022 | 7.20 % | 0.54 | 23.39 % | 0.61 | ||||
March 31, 2023 | 5.20 % | 0.56 | 22.69 % | 0.61 | ||||
June 30, 2023 | -3.97 % | 0.35 | 15.56 % | 0.55 | ||||
Sept. 30, 2023 | 13.62 % | 0.75 | 29.13 % | 0.71 | ||||
Dec. 31, 2023 | 8.54 % | 0.60 | 18.00 % | 0.55 | ||||
March 31, 2024 | -0.25 % | 0.38 | 3.31 % | 0.48 | ||||
June 30, 2024 | 6.63 % | 0.67 | - | - | ||||
Sept. 30, 2024 | 1.84 % | 0.47 | - | - | ||||
Dec. 31, 2024 | -4.36 % | 0.34 | - | - | ||||
March 31, 2025 | - | - | - | - |