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 | 13.37 % | 0.82 | 25.55 % | 0.87 | 7 | |||
Sept. 30, 2013 | 7.76 % | 0.72 | 7.95 % | 0.64 | 2 | |||
Dec. 31, 2013 | -1.92 % | 0.40 | 10.43 % | 0.60 | 6 | |||
March 31, 2014 | 3.94 % | 0.59 | 22.05 % | 0.73 | 10 | |||
June 30, 2014 | -1.41 % | 0.47 | 20.80 % | 0.75 | 10 | |||
Sept. 30, 2014 | 10.86 % | 0.78 | 17.07 % | 0.72 | 10 | |||
Dec. 31, 2014 | 6.21 % | 0.70 | 10.32 % | 0.57 | 10 | |||
March 31, 2015 | 4.46 % | 0.57 | 5.71 % | 0.50 | 10 | |||
June 30, 2015 | -7.00 % | 0.28 | 2.49 % | 0.47 | 8 | |||
Sept. 30, 2015 | 6.33 % | 0.63 | 13.18 % | 0.57 | 5 | |||
Dec. 31, 2015 | 2.18 % | 0.41 | 10.48 % | 0.58 | 3 | |||
March 31, 2016 | -0.91 % | 0.38 | 17.41 % | 0.74 | 6 | |||
June 30, 2016 | 7.74 % | 0.72 | 23.89 % | 0.79 | 8 | |||
Sept. 30, 2016 | -2.16 % | 0.43 | 17.93 % | 0.63 | 6 | |||
Dec. 31, 2016 | 14.00 % | 0.69 | 24.49 % | 0.68 | 8 | |||
March 31, 2017 | 3.52 % | 0.63 | 9.10 % | 0.52 | 3 | |||
June 30, 2017 | 2.02 % | 0.58 | 16.01 % | 0.50 | 7 | |||
Sept. 30, 2017 | 4.65 % | 0.79 | 15.40 % | 0.57 | 6 | |||
Dec. 31, 2017 | 5.66 % | 0.60 | -5.50 % | 0.44 | 7 | |||
March 31, 2018 | -2.87 % | 0.57 | 5.27 % | 0.60 | 3 | |||
June 30, 2018 | 3.32 % | 0.70 | 2.68 % | 0.55 | 3 | |||
Sept. 30, 2018 | -14.68 % | 0.19 | 1.22 % | 0.61 | 5 | |||
Dec. 31, 2018 | 22.17 % | 0.88 | 35.32 % | 0.91 | 9 | |||
March 31, 2019 | 3.71 % | 0.74 | -20.78 % | 0.29 | 3 | |||
June 30, 2019 | -0.70 % | 0.53 | 3.34 % | 0.45 | 6 | |||
Sept. 30, 2019 | 11.08 % | 0.81 | 22.63 % | 0.50 | 8 | |||
Dec. 31, 2019 | -30.45 % | 0.08 | 65.47 % | 0.68 | 10 | |||
March 31, 2020 | 39.75 % | 1.00 | 107.68 % | 1.00 | 9 | |||
June 30, 2020 | 10.04 % | 0.71 | 53.58 % | 1.00 | 8 | |||
Sept. 30, 2020 | 32.28 % | 0.97 | 29.96 % | 0.88 | 5 | |||
Dec. 31, 2020 | 1.42 % | 0.56 | 0.78 % | 0.56 | 1 | |||
March 31, 2021 | 6.35 % | 0.65 | -9.76 % | 0.28 | 2 | |||
June 30, 2021 | -7.41 % | 0.28 | -36.68 % | 0.17 | 2 | |||
Sept. 30, 2021 | -3.11 % | 0.44 | -31.90 % | 0.17 | 2 | |||
Dec. 31, 2021 | -10.35 % | 0.26 | -29.92 % | 0.11 | 2 | |||
March 31, 2022 | -27.92 % | 0.06 | -13.85 % | 0.28 | 3 | |||
June 30, 2022 | -0.47 % | 0.48 | 21.87 % | 0.70 | 8 | |||
Sept. 30, 2022 | 1.47 % | 0.53 | 18.38 % | 0.80 | 5 | |||
Dec. 31, 2022 | 15.32 % | 0.80 | 45.04 % | 0.82 | 10 | |||
March 31, 2023 | 10.98 % | 0.78 | 40.36 % | 0.74 | 9 | |||
June 30, 2023 | -3.54 % | 0.39 | 24.68 % | 0.74 | 8 | |||
Sept. 30, 2023 | 16.45 % | 0.84 | 37.51 % | 0.81 | 8 | |||
Dec. 31, 2023 | 7.71 % | 0.70 | 30.14 % | 0.76 | 9 | |||
March 31, 2024 | -0.87 % | 0.57 | 14.60 % | 0.64 | 9 | |||
June 30, 2024 | 7.36 % | 0.71 | 35.32 % | 0.75 | 10 | |||
Sept. 30, 2024 | 7.83 % | 0.68 | - | - | ||||
Dec. 31, 2024 | -3.80 % | 0.37 | - | - | ||||
March 31, 2025 | 18.30 % | 0.76 | - | - | ||||
June 30, 2025 | - | - | - | - |