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 | 22.66 % | 1.00 | 5.64 % | 1.00 | ||||
Sept. 30, 2013 | -11.58 % | 0.50 | -25.01 % | - | ||||
Dec. 31, 2013 | 7.18 % | 0.50 | 8.27 % | 0.50 | ||||
March 31, 2014 | -6.78 % | - | 2.61 % | 1.00 | ||||
June 30, 2014 | -15.12 % | - | 34.83 % | 1.00 | ||||
Sept. 30, 2014 | 27.66 % | 1.00 | 22.28 % | 1.00 | ||||
Dec. 31, 2014 | 0.56 % | 0.50 | -8.57 % | 0.50 | ||||
March 31, 2015 | 21.72 % | 1.00 | -11.37 % | - | ||||
June 30, 2015 | -23.78 % | - | -36.12 % | - | ||||
Sept. 30, 2015 | 4.37 % | 0.67 | 40.63 % | 1.00 | ||||
Dec. 31, 2015 | 15.89 % | 0.67 | -0.73 % | 0.67 | ||||
March 31, 2016 | -0.73 % | 0.33 | -19.31 % | 0.67 | ||||
June 30, 2016 | 17.84 % | 1.00 | 11.55 % | 0.75 | ||||
Sept. 30, 2016 | -18.56 % | 0.67 | -19.20 % | 0.67 | ||||
Dec. 31, 2016 | -0.29 % | 0.67 | 13.53 % | 1.00 | ||||
March 31, 2017 | 14.09 % | 1.00 | 16.78 % | 1.00 | ||||
June 30, 2017 | -26.45 % | - | 26.27 % | 1.00 | ||||
Sept. 30, 2017 | 69.39 % | 1.00 | 76.66 % | 1.00 | ||||
Dec. 31, 2017 | - | - | - | - | ||||
March 31, 2018 | - | - | - | - | ||||
June 30, 2021 | -30.25 % | - | -70.96 % | - | ||||
Sept. 30, 2021 | 2.91 % | 0.50 | -33.55 % | - | ||||
Dec. 31, 2021 | -7.06 % | - | -53.07 % | - | ||||
March 31, 2022 | -43.89 % | - | -58.10 % | - | ||||
June 30, 2022 | 23.96 % | 0.50 | -22.65 % | 0.50 | ||||
Sept. 30, 2022 | -27.09 % | - | -57.53 % | 0.50 | ||||
Dec. 31, 2022 | -17.08 % | 0.50 | -35.45 % | 0.50 | ||||
March 31, 2023 | 3.58 % | 1.00 | -32.11 % | 0.50 | ||||
June 30, 2023 | -35.41 % | - | -51.22 % | - | ||||
Sept. 30, 2023 | 12.74 % | 1.00 | -36.14 % | - | ||||
Dec. 31, 2023 | - | - | - | - |