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 | -0.44 % | 0.60 | 7.79 % | 0.60 | ||||
Sept. 30, 2013 | 13.52 % | 1.00 | 1.82 % | 0.40 | ||||
Dec. 31, 2013 | -1.70 % | 0.17 | -4.80 % | 0.33 | ||||
March 31, 2014 | -2.66 % | 0.40 | -2.17 % | 0.60 | ||||
June 30, 2014 | -4.71 % | 0.14 | -1.10 % | 0.29 | ||||
Sept. 30, 2014 | 4.79 % | 0.86 | -2.85 % | 0.43 | ||||
Dec. 31, 2014 | 0.03 % | 0.60 | -5.84 % | 0.40 | ||||
March 31, 2015 | -3.25 % | 0.25 | -10.97 % | 0.25 | ||||
June 30, 2015 | -11.31 % | 0.14 | -9.61 % | 0.29 | ||||
Sept. 30, 2015 | -7.24 % | 0.17 | 9.96 % | 0.50 | ||||
Dec. 31, 2015 | 1.65 % | 0.40 | 19.73 % | 1.00 | ||||
March 31, 2016 | 5.85 % | 0.60 | 18.66 % | 0.80 | ||||
June 30, 2016 | 10.16 % | 0.80 | 17.44 % | 1.00 | ||||
Sept. 30, 2016 | -0.12 % | 0.67 | 3.61 % | 0.67 | ||||
Dec. 31, 2016 | 3.76 % | 0.50 | 3.79 % | 0.33 | ||||
March 31, 2017 | 4.00 % | 0.67 | 6.84 % | 0.67 | ||||
June 30, 2017 | -3.61 % | 0.33 | 7.50 % | 0.67 | ||||
Sept. 30, 2017 | -7.84 % | 0.29 | -5.74 % | 0.50 | ||||
Dec. 31, 2017 | -3.52 % | 0.43 | -16.29 % | 0.14 | ||||
March 31, 2018 | 10.84 % | 0.60 | 0.69 % | 0.60 | ||||
June 30, 2018 | 14.49 % | 0.60 | 19.30 % | 0.40 | ||||
Sept. 30, 2018 | -21.34 % | - | 3.58 % | 0.50 | ||||
Dec. 31, 2018 | 36.56 % | 0.75 | 66.06 % | 0.75 | ||||
March 31, 2019 | -2.04 % | 0.25 | -15.30 % | - | ||||
June 30, 2019 | -0.46 % | 0.50 | 31.71 % | 0.75 | ||||
Sept. 30, 2019 | 15.81 % | 0.60 | 27.12 % | 0.40 | ||||
Dec. 31, 2019 | -29.79 % | - | 34.30 % | 1.00 | ||||
March 31, 2020 | 52.52 % | 1.00 | 81.56 % | 1.00 | ||||
June 30, 2020 | -4.35 % | 0.50 | 42.63 % | 1.00 | ||||
Sept. 30, 2020 | 4.57 % | 0.50 | -10.51 % | 0.50 | ||||
Dec. 31, 2020 | -0.31 % | 0.50 | -0.01 % | 0.50 | ||||
March 31, 2021 | -4.08 % | 0.50 | -19.18 % | 0.50 | ||||
June 30, 2021 | -17.21 % | - | -18.13 % | - | ||||
Sept. 30, 2021 | 19.95 % | 0.50 | -25.98 % | - | ||||
Dec. 31, 2021 | -10.41 % | - | -31.96 % | - | ||||
March 31, 2022 | -8.30 % | - | -25.71 % | - | ||||
June 30, 2022 | -24.56 % | 0.33 | -17.61 % | 0.33 | ||||
Sept. 30, 2022 | 9.39 % | 0.67 | -39.64 % | - | ||||
Dec. 31, 2022 | -1.62 % | 0.33 | -36.88 % | 0.33 | ||||
March 31, 2023 | 1.95 % | 0.67 | -29.05 % | 0.33 | ||||
June 30, 2023 | -47.74 % | - | -5.50 % | - | ||||
Sept. 30, 2023 | 20.26 % | 1.00 | 5.59 % | 1.00 | ||||
Dec. 31, 2023 | 17.16 % | 0.50 | 1.84 % | 1.00 | ||||
March 31, 2024 | -1.44 % | - | -1.72 % | - | ||||
June 30, 2024 | 24.30 % | 1.00 | - | - | ||||
Sept. 30, 2024 | 8.68 % | 1.00 | - | - | ||||
Dec. 31, 2024 | -27.84 % | - | - | - | ||||
March 31, 2025 | - | - | - | - |