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 | 3.86 % | 0.64 | 21.30 % | 0.93 | 4 | |||
Sept. 30, 2013 | 9.34 % | 0.86 | 16.22 % | 0.84 | 5 | |||
Dec. 31, 2013 | 3.14 % | 0.64 | 14.51 % | 0.73 | 9 | |||
March 31, 2014 | 3.95 % | 0.76 | 14.05 % | 0.76 | 9 | |||
June 30, 2014 | -0.68 % | 0.49 | 10.97 % | 0.72 | 9 | |||
Sept. 30, 2014 | 7.59 % | 0.74 | 7.90 % | 0.62 | 10 | |||
Dec. 31, 2014 | 2.96 % | 0.59 | 8.30 % | 0.63 | 10 | |||
March 31, 2015 | 0.73 % | 0.39 | 9.20 % | 0.55 | 10 | |||
June 30, 2015 | -3.43 % | 0.36 | 11.22 % | 0.57 | 10 | |||
Sept. 30, 2015 | 8.26 % | 0.84 | 15.15 % | 0.84 | 7 | |||
Dec. 31, 2015 | 2.89 % | 0.59 | 8.28 % | 0.79 | 3 | |||
March 31, 2016 | 4.26 % | 0.69 | 11.10 % | 0.82 | 2 | |||
June 30, 2016 | -0.24 % | 0.52 | 8.90 % | 0.76 | 2 | |||
Sept. 30, 2016 | -0.22 % | 0.48 | 10.43 % | 0.77 | 2 | |||
Dec. 31, 2016 | 7.39 % | 0.81 | 16.67 % | 0.82 | 4 | |||
March 31, 2017 | 3.05 % | 0.70 | 8.02 % | 0.69 | 3 | |||
June 30, 2017 | 0.92 % | 0.65 | 7.86 % | 0.64 | 2 | |||
Sept. 30, 2017 | 6.14 % | 0.87 | 16.35 % | 0.78 | 7 | |||
Dec. 31, 2017 | -1.67 % | 0.44 | -0.73 % | 0.31 | 9 | |||
March 31, 2018 | 2.85 % | 0.59 | 16.68 % | 0.60 | 9 | |||
June 30, 2018 | 8.94 % | 0.69 | 16.56 % | 0.62 | 10 | |||
Sept. 30, 2018 | -9.33 % | 0.13 | 10.03 % | 0.52 | 10 | |||
Dec. 31, 2018 | 11.60 % | 0.90 | 28.14 % | 0.88 | 4 | |||
March 31, 2019 | 5.33 % | 0.67 | -4.89 % | 0.26 | 9 | |||
June 30, 2019 | 3.35 % | 0.54 | 4.96 % | 0.45 | 6 | |||
Sept. 30, 2019 | 5.27 % | 0.74 | 10.25 % | 0.54 | 5 | |||
Dec. 31, 2019 | -17.34 % | 0.07 | 14.42 % | 0.64 | 5 | |||
March 31, 2020 | 17.45 % | 0.91 | 43.09 % | 0.96 | 1 | |||
June 30, 2020 | 7.25 % | 0.67 | 27.85 % | 0.88 | 1 | |||
Sept. 30, 2020 | 10.16 % | 0.80 | 19.82 % | 0.79 | 2 | |||
Dec. 31, 2020 | 3.78 % | 0.69 | 20.57 % | 0.70 | 4 | |||
March 31, 2021 | 4.51 % | 0.67 | 7.92 % | 0.50 | 4 | |||
June 30, 2021 | -0.21 % | 0.37 | -7.18 % | 0.23 | 8 | |||
Sept. 30, 2021 | 10.85 % | 0.64 | -11.56 % | 0.21 | 8 | |||
Dec. 31, 2021 | -5.65 % | 0.33 | -11.93 % | 0.22 | 8 | |||
March 31, 2022 | -10.79 % | 0.10 | -3.08 % | 0.31 | 9 | |||
June 30, 2022 | -4.90 % | 0.37 | 13.59 % | 0.63 | 4 | |||
Sept. 30, 2022 | 10.76 % | 0.70 | 13.05 % | 0.61 | 3 | |||
Dec. 31, 2022 | 2.18 % | 0.56 | 12.77 % | 0.65 | 2 | |||
March 31, 2023 | 6.14 % | 0.59 | 19.79 % | 0.67 | 4 | |||
June 30, 2023 | -4.98 % | 0.35 | 11.44 % | 0.60 | 3 | |||
Sept. 30, 2023 | 9.75 % | 0.78 | 28.61 % | 0.77 | 4 | |||
Dec. 31, 2023 | 8.65 % | 0.66 | 16.94 % | 0.64 | 4 | |||
March 31, 2024 | -2.12 % | 0.41 | 8.05 % | 0.51 | 6 | |||
June 30, 2024 | 9.65 % | 0.71 | - | - | ||||
Sept. 30, 2024 | -0.67 % | 0.49 | - | - | ||||
Dec. 31, 2024 | 0.43 % | 0.41 | - | - | ||||
March 31, 2025 | - | - | - | - |