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, 2017 | -0.47 % | 0.42 | -8.19 % | 0.31 | ||||
March 31, 2018 | 7.17 % | 0.61 | 11.35 % | 0.63 | ||||
June 30, 2018 | 0.62 % | 0.63 | 2.19 % | 0.52 | ||||
Sept. 30, 2018 | -15.65 % | 0.12 | 0.30 % | 0.50 | ||||
Dec. 31, 2018 | 20.58 % | 0.91 | 35.01 % | 0.84 | ||||
March 31, 2019 | -0.84 % | 0.55 | -4.89 % | 0.20 | ||||
June 30, 2019 | 0.13 % | 0.45 | 20.78 % | 0.47 | ||||
Sept. 30, 2019 | 11.50 % | 0.82 | 34.36 % | 0.60 | ||||
Dec. 31, 2019 | -13.02 % | 0.12 | 41.79 % | 0.60 | ||||
March 31, 2020 | 24.95 % | 0.90 | 78.47 % | 0.97 | ||||
June 30, 2020 | 14.79 % | 0.68 | 51.82 % | 0.91 | ||||
Sept. 30, 2020 | 25.23 % | 0.89 | 40.55 % | 0.88 | ||||
Dec. 31, 2020 | -2.10 % | 0.59 | 21.31 % | 0.69 | ||||
March 31, 2021 | 12.41 % | 0.77 | 1.41 % | 0.52 | ||||
June 30, 2021 | 1.41 % | 0.40 | -32.45 % | 0.22 | ||||
Sept. 30, 2021 | 1.49 % | 0.53 | -37.74 % | 0.14 | ||||
Dec. 31, 2021 | -13.20 % | 0.25 | -40.70 % | 0.19 | ||||
March 31, 2022 | -23.20 % | 0.11 | -14.18 % | 0.34 | ||||
June 30, 2022 | -5.78 % | 0.35 | 21.42 % | 0.65 | ||||
Sept. 30, 2022 | -0.24 % | 0.67 | 28.38 % | 0.69 | ||||
Dec. 31, 2022 | 14.06 % | 0.60 | 51.87 % | 0.71 | ||||
March 31, 2023 | 13.11 % | 0.64 | 46.82 % | 0.76 | ||||
June 30, 2023 | -0.54 % | 0.39 | 31.15 % | 0.67 | ||||
Sept. 30, 2023 | 16.02 % | 0.79 | 36.57 % | 0.81 | ||||
Dec. 31, 2023 | 10.15 % | 0.74 | 34.25 % | 0.63 | ||||
March 31, 2024 | 2.36 % | 0.39 | 8.70 % | 0.56 | ||||
June 30, 2024 | 5.18 % | 0.73 | - | - | ||||
Sept. 30, 2024 | 8.09 % | 0.47 | - | - | ||||
Dec. 31, 2024 | -9.07 % | 0.44 | - | - | ||||
March 31, 2025 | - | - | - | - |