Simulated Performance for Trexquant Investment LP
| 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, 2014 | 4.92 % | 0.59 | -5.58 % | 0.43 | 4 | 4 | 4 | |
| March 31, 2015 | 0.18 % | 0.52 | -9.65 % | 0.38 | 3 | 5 | 2 | |
| June 30, 2015 | -12.77 % | 0.20 | -5.74 % | 0.42 | 4 | 7 | 5 | |
| Sept. 30, 2015 | 3.65 % | 0.62 | 11.20 % | 0.67 | 4 | 5 | 3 | |
| Dec. 31, 2015 | 0.46 % | 0.51 | 17.07 % | 0.72 | 8 | 8 | 9 | |
| March 31, 2016 | 2.33 % | 0.57 | 20.30 % | 0.77 | 8 | 6 | 8 | |
| June 30, 2016 | 7.65 % | 0.71 | 19.95 % | 0.74 | 7 | 4 | 6 | |
| Sept. 30, 2016 | 4.78 % | 0.61 | 20.87 % | 0.75 | 8 | 6 | 10 | |
| Dec. 31, 2016 | 5.17 % | 0.61 | 21.54 % | 0.71 | 7 | 6 | 8 | |
| March 31, 2017 | 1.46 % | 0.57 | 15.07 % | 0.65 | 7 | 6 | 8 | |
| June 30, 2017 | 6.84 % | 0.69 | 17.40 % | 0.66 | 8 | 6 | 8 | |
| Sept. 30, 2017 | 6.77 % | 0.66 | 15.51 % | 0.64 | 6 | 6 | 7 | |
| Dec. 31, 2017 | 0.17 % | 0.46 | -9.95 % | 0.30 | 4 | 5 | 4 | |
| March 31, 2018 | 5.08 % | 0.61 | 6.03 % | 0.53 | 3 | 5 | 3 | |
| June 30, 2018 | 5.41 % | 0.59 | 4.01 % | 0.49 | 4 | 6 | 6 | |
| Sept. 30, 2018 | -17.52 % | 0.11 | -1.68 % | 0.43 | 3 | 5 | 4 | |
| Dec. 31, 2018 | 16.28 % | 0.86 | 26.93 % | 0.79 | 4 | 5 | 4 | |
| March 31, 2019 | 1.92 % | 0.57 | -24.06 % | 0.18 | 2 | 4 | 1 | |
| June 30, 2019 | -2.27 % | 0.45 | 0.93 % | 0.38 | 5 | 5 | 6 | |
| Sept. 30, 2019 | 10.28 % | 0.76 | 12.35 % | 0.47 | 5 | 5 | 6 | |
| Dec. 31, 2019 | -27.11 % | 0.06 | 20.50 % | 0.56 | 7 | 5 | 6 | |
| March 31, 2020 | 29.84 % | 0.88 | 95.94 % | 0.94 | 9 | 7 | 10 | |
| June 30, 2020 | 7.87 % | 0.59 | 57.14 % | 0.89 | 9 | 6 | 9 | |
| Sept. 30, 2020 | 23.59 % | 0.87 | 44.46 % | 0.86 | 9 | 7 | 10 | |
| Dec. 31, 2020 | 11.38 % | 0.73 | 22.32 % | 0.67 | 4 | 7 | 7 | |
| March 31, 2021 | 7.95 % | 0.63 | 1.65 % | 0.46 | 3 | 6 | 5 | |
| June 30, 2021 | -2.80 % | 0.39 | -18.96 % | 0.25 | 3 | 6 | 4 | |
| Sept. 30, 2021 | 5.60 % | 0.58 | -17.06 % | 0.21 | 5 | 7 | 6 | |
| Dec. 31, 2021 | -5.83 % | 0.34 | -18.11 % | 0.28 | 5 | 6 | 4 | |
| March 31, 2022 | -18.43 % | 0.13 | -8.64 % | 0.36 | 5 | 6 | 4 | |
| June 30, 2022 | -1.54 % | 0.40 | 18.88 % | 0.62 | 7 | 7 | 9 | |
| Sept. 30, 2022 | 9.16 % | 0.69 | 19.06 % | 0.65 | 6 | 6 | 8 | |
| Dec. 31, 2022 | 6.40 % | 0.56 | 23.61 % | 0.62 | 6 | 6 | 8 | |
| March 31, 2023 | 3.82 % | 0.55 | 21.84 % | 0.65 | 4 | 5 | 6 | |
| June 30, 2023 | -4.14 % | 0.40 | 15.41 % | 0.60 | 4 | 5 | 6 | |
| Sept. 30, 2023 | 13.63 % | 0.78 | 30.16 % | 0.72 | 4 | 6 | 6 | |
| Dec. 31, 2023 | 9.33 % | 0.62 | 18.17 % | 0.61 | 4 | 6 | 6 | |
| March 31, 2024 | -1.70 % | 0.41 | 3.22 % | 0.49 | 3 | 6 | 5 | |
| June 30, 2024 | 7.38 % | 0.69 | 14.94 % | 0.59 | 7 | 6 | 7 | |
| Sept. 30, 2024 | 2.61 % | 0.50 | 16.41 % | 0.56 | 6 | 6 | 6 | |
| Dec. 31, 2024 | -5.39 % | 0.33 | 16.70 % | 0.57 | 6 | 6 | 6 | |
| March 31, 2025 | 11.81 % | 0.64 | - | - | ||||
| June 30, 2025 | 6.50 % | 0.62 | - | - | ||||
| Sept. 30, 2025 | 3.16 % | 0.54 | - | - | ||||
| Dec. 31, 2025 | - | - | - | - |