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, 2018 | 16.59 % | 0.89 | 33.18 % | 0.82 | ||||
March 31, 2019 | 6.94 % | 0.57 | -9.64 % | 0.57 | ||||
June 30, 2019 | -6.92 % | 0.56 | 14.94 % | 0.78 | ||||
Sept. 30, 2019 | 12.28 % | 1.00 | 51.55 % | 1.00 | ||||
Dec. 31, 2019 | -21.98 % | - | 11.37 % | 0.67 | ||||
March 31, 2020 | -2.36 % | 0.87 | 22.60 % | 1.00 | ||||
June 30, 2020 | 20.71 % | 0.60 | 19.98 % | 1.00 | ||||
Sept. 30, 2020 | 14.75 % | 0.86 | 15.98 % | 0.57 | ||||
Dec. 31, 2020 | 4.48 % | 0.60 | 14.79 % | 0.63 | ||||
March 31, 2021 | -1.28 % | 0.60 | -12.53 % | 0.40 | ||||
June 30, 2021 | -16.83 % | 0.35 | -30.86 % | 0.21 | ||||
Sept. 30, 2021 | 3.62 % | 0.56 | -30.96 % | 0.15 | ||||
Dec. 31, 2021 | -5.37 % | 0.32 | -16.80 % | 0.23 | ||||
March 31, 2022 | -20.83 % | 0.15 | -6.39 % | 0.33 | ||||
June 30, 2022 | -12.83 % | 0.29 | 14.98 % | 0.62 | ||||
Sept. 30, 2022 | 2.25 % | 0.71 | 18.02 % | 0.63 | ||||
Dec. 31, 2022 | 17.06 % | 0.70 | 14.75 % | 0.61 | ||||
March 31, 2023 | 2.71 % | 0.50 | 5.41 % | 0.55 | ||||
June 30, 2023 | 1.02 % | 0.31 | 1.37 % | 0.48 | ||||
Sept. 30, 2023 | 22.48 % | 0.74 | 60.91 % | 0.81 | ||||
Dec. 31, 2023 | 14.32 % | 0.50 | 20.70 % | 0.51 | ||||
March 31, 2024 | -4.71 % | 0.57 | - | - | ||||
June 30, 2024 | 12.10 % | 0.64 | - | - | ||||
Sept. 30, 2024 | 0.07 % | 0.43 | - | - |