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 |
---|---|---|---|---|---|---|---|---|
Sept. 30, 2014 | 10.53 % | 0.88 | -4.07 % | 0.62 | ||||
Dec. 31, 2014 | 0.72 % | 0.75 | -9.73 % | 0.62 | ||||
March 31, 2015 | -3.44 % | 0.50 | -3.34 % | 0.50 | ||||
June 30, 2015 | -7.37 % | 0.38 | 4.16 % | 0.62 | ||||
Sept. 30, 2015 | 5.07 % | 0.62 | 15.91 % | 0.75 | ||||
Dec. 31, 2015 | 7.62 % | 0.75 | 10.84 % | 0.62 | ||||
March 31, 2016 | -3.41 % | 0.44 | 6.75 % | 0.67 | ||||
June 30, 2016 | 6.53 % | 0.60 | 16.32 % | 0.80 | ||||
Sept. 30, 2016 | 1.60 % | 0.55 | 14.92 % | 0.82 | ||||
Dec. 31, 2016 | 3.62 % | 0.69 | 15.92 % | 0.77 | ||||
March 31, 2017 | 3.47 % | 0.57 | 17.58 % | 0.79 | ||||
June 30, 2017 | 1.61 % | 0.76 | 21.33 % | 0.68 | ||||
Sept. 30, 2017 | 10.97 % | 0.81 | 20.85 % | 0.69 | ||||
Dec. 31, 2017 | -0.60 % | 0.44 | -9.88 % | 0.22 | ||||
March 31, 2018 | 3.64 % | 0.63 | 10.13 % | 0.70 | ||||
June 30, 2018 | 7.34 % | 0.70 | 10.69 % | 0.59 | ||||
Sept. 30, 2018 | -13.95 % | 0.04 | -2.71 % | 0.54 | ||||
Dec. 31, 2018 | 17.92 % | 0.96 | 20.65 % | 0.85 | ||||
March 31, 2019 | 4.35 % | 0.65 | -29.52 % | 0.12 | ||||
June 30, 2019 | -4.79 % | 0.46 | -14.21 % | 0.38 | ||||
Sept. 30, 2019 | 8.05 % | 0.69 | 1.78 % | 0.62 | ||||
Dec. 31, 2019 | -35.62 % | 0.04 | 9.62 % | 0.70 | ||||
March 31, 2020 | 32.42 % | 0.96 | 120.05 % | 1.00 | ||||
June 30, 2020 | 12.02 % | 0.75 | 82.64 % | 0.96 | ||||
Sept. 30, 2020 | 30.35 % | 0.92 | 62.42 % | 1.00 | ||||
Dec. 31, 2020 | 17.06 % | 0.88 | 33.68 % | 0.92 | ||||
March 31, 2021 | 8.59 % | 0.77 | 2.10 % | 0.50 | ||||
June 30, 2021 | -2.23 % | 0.42 | -18.57 % | 0.19 | ||||
Sept. 30, 2021 | 9.78 % | 0.69 | -28.82 % | - | ||||
Dec. 31, 2021 | -12.75 % | 0.12 | -25.30 % | 0.08 | ||||
March 31, 2022 | -16.97 % | 0.08 | -7.37 % | 0.35 | ||||
June 30, 2022 | -11.04 % | 0.27 | 19.80 % | 0.77 | ||||
Sept. 30, 2022 | 14.99 % | 0.87 | 24.89 % | 0.84 | ||||
Dec. 31, 2022 | 10.40 % | 0.76 | 24.48 % | 0.82 | ||||
March 31, 2023 | 8.89 % | 0.68 | 23.17 % | 0.81 | ||||
June 30, 2023 | -8.58 % | 0.16 | -0.09 % | 0.50 | ||||
Sept. 30, 2023 | 15.38 % | 0.87 | 22.17 % | 0.74 | ||||
Dec. 31, 2023 | 6.82 % | 0.74 | 2.66 % | 0.51 | ||||
March 31, 2024 | -12.13 % | 0.17 | - | - | ||||
June 30, 2024 | 10.58 % | 0.77 | - | - | ||||
Sept. 30, 2024 | -6.14 % | 0.42 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |