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, 2016 | 12.04 % | 0.47 | 62.44 % | 0.82 | ||||
March 31, 2017 | 7.96 % | 0.75 | 34.61 % | 0.81 | ||||
June 30, 2017 | 18.64 % | 0.71 | 45.83 % | 0.76 | ||||
Sept. 30, 2017 | 11.54 % | 0.78 | 38.02 % | 0.83 | ||||
Dec. 31, 2017 | 4.00 % | 0.46 | -0.63 % | 0.46 | ||||
March 31, 2018 | 24.21 % | 0.80 | 22.34 % | 0.67 | ||||
June 30, 2018 | -2.87 % | 0.38 | -2.81 % | 0.38 | ||||
Sept. 30, 2018 | -17.44 % | 0.07 | 16.55 % | 0.43 | ||||
Dec. 31, 2018 | 21.18 % | 0.73 | 59.56 % | 0.64 | ||||
March 31, 2019 | 6.65 % | 0.50 | 1.51 % | 0.18 | ||||
June 30, 2019 | 0.32 % | 0.53 | 15.49 % | 0.53 | ||||
Sept. 30, 2019 | 10.57 % | 0.58 | 30.04 % | 0.71 | ||||
Dec. 31, 2019 | -28.33 % | 0.20 | 54.29 % | 0.79 | ||||
March 31, 2020 | 28.15 % | 0.91 | 124.32 % | 0.95 | ||||
June 30, 2020 | 16.40 % | 0.67 | 89.08 % | 0.94 | ||||
Sept. 30, 2020 | 41.94 % | 0.88 | 44.64 % | 0.75 | ||||
Dec. 31, 2020 | 14.56 % | 0.75 | -6.52 % | 0.42 | ||||
March 31, 2021 | -2.33 % | 0.73 | -19.65 % | 0.18 | ||||
June 30, 2021 | -2.42 % | 0.11 | -33.52 % | 0.12 | ||||
Sept. 30, 2021 | -12.72 % | 0.17 | -35.03 % | - | ||||
Dec. 31, 2021 | -3.80 % | 0.09 | -28.25 % | 0.20 | ||||
March 31, 2022 | -24.88 % | 0.09 | -18.84 % | 0.18 | ||||
June 30, 2022 | 7.09 % | 0.58 | 36.78 % | 0.75 | ||||
Sept. 30, 2022 | -7.85 % | 0.33 | 29.87 % | 0.58 | ||||
Dec. 31, 2022 | 13.70 % | 0.57 | 48.34 % | 0.71 | ||||
March 31, 2023 | 18.20 % | 0.67 | 26.49 % | 0.50 | ||||
June 30, 2023 | -8.95 % | 0.43 | -5.76 % | 0.36 | ||||
Sept. 30, 2023 | 9.22 % | 0.77 | 16.28 % | 0.54 | ||||
Dec. 31, 2023 | 7.08 % | 0.73 | 14.50 % | 0.70 | ||||
March 31, 2024 | 5.23 % | 0.54 | -1.00 % | 0.58 | ||||
June 30, 2024 | -3.61 % | 0.56 | - | - | ||||
Sept. 30, 2024 | 0.06 % | 0.44 | - | - | ||||
Dec. 31, 2024 | -2.63 % | 0.41 | - | - | ||||
March 31, 2025 | - | - | - | - |