Simulated Performance for TWO SIGMA INVESTMENTS, 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 |
|---|---|---|---|---|---|---|---|---|
| June 30, 2013 | 7.36 % | 0.76 | 26.31 % | 0.82 | 8 | 5 | 5 | |
| Sept. 30, 2013 | 9.97 % | 0.77 | 17.16 % | 0.66 | 6 | 7 | 7 | |
| Dec. 31, 2013 | 3.91 % | 0.55 | 8.67 % | 0.59 | 4 | 5 | 4 | |
| March 31, 2014 | 5.65 % | 0.63 | 9.87 % | 0.61 | 6 | 6 | 5 | |
| June 30, 2014 | -1.38 % | 0.30 | 5.77 % | 0.56 | 7 | 6 | 6 | |
| Sept. 30, 2014 | 3.32 % | 0.69 | -2.99 % | 0.48 | 6 | 6 | 7 | |
| Dec. 31, 2014 | 2.65 % | 0.58 | -3.82 % | 0.41 | 4 | 5 | 5 | |
| March 31, 2015 | -0.09 % | 0.47 | -3.16 % | 0.41 | 5 | 8 | 9 | |
| June 30, 2015 | -8.30 % | 0.23 | -1.02 % | 0.44 | 6 | 8 | 9 | |
| Sept. 30, 2015 | 5.59 % | 0.63 | 14.99 % | 0.72 | 7 | 7 | 9 | |
| Dec. 31, 2015 | 1.08 % | 0.55 | 15.85 % | 0.75 | 7 | 7 | 7 | |
| March 31, 2016 | 2.14 % | 0.59 | 20.09 % | 0.78 | 8 | 6 | 8 | |
| June 30, 2016 | 6.18 % | 0.72 | 22.09 % | 0.77 | 8 | 5 | 9 | |
| Sept. 30, 2016 | 3.58 % | 0.65 | 20.16 % | 0.74 | 8 | 6 | 9 | |
| Dec. 31, 2016 | 7.10 % | 0.61 | 20.76 % | 0.69 | 7 | 5 | 7 | |
| March 31, 2017 | 2.97 % | 0.59 | 14.86 % | 0.63 | 7 | 6 | 7 | |
| June 30, 2017 | 5.43 % | 0.69 | 15.59 % | 0.67 | 7 | 6 | 6 | |
| Sept. 30, 2017 | 6.28 % | 0.63 | 16.71 % | 0.63 | 7 | 6 | 8 | |
| Dec. 31, 2017 | 0.47 % | 0.43 | -8.98 % | 0.32 | 4 | 6 | 6 | |
| March 31, 2018 | 4.26 % | 0.66 | 12.60 % | 0.56 | 7 | 8 | 9 | |
| June 30, 2018 | 7.16 % | 0.58 | 7.20 % | 0.48 | 5 | 7 | 9 | |
| Sept. 30, 2018 | -16.01 % | 0.12 | 0.40 % | 0.43 | 4 | 6 | 7 | |
| Dec. 31, 2018 | 17.20 % | 0.84 | 29.01 % | 0.74 | 5 | 5 | 6 | |
| March 31, 2019 | 2.04 % | 0.55 | -21.28 % | 0.18 | 3 | 4 | 3 | |
| June 30, 2019 | -1.12 % | 0.46 | -1.88 % | 0.34 | 4 | 5 | 3 | |
| Sept. 30, 2019 | 8.59 % | 0.73 | 9.64 % | 0.44 | 4 | 5 | 5 | |
| Dec. 31, 2019 | -25.79 % | 0.07 | 20.15 % | 0.54 | 7 | 5 | 6 | |
| March 31, 2020 | 29.82 % | 0.89 | 87.31 % | 0.95 | 9 | 6 | 9 | |
| June 30, 2020 | 9.14 % | 0.53 | 52.43 % | 0.88 | 8 | 6 | 7 | |
| Sept. 30, 2020 | 18.72 % | 0.87 | 38.24 % | 0.82 | 8 | 6 | 7 | |
| Dec. 31, 2020 | 10.03 % | 0.73 | 22.72 % | 0.66 | 4 | 7 | 7 | |
| March 31, 2021 | 8.72 % | 0.65 | 5.80 % | 0.49 | 3 | 7 | 7 | |
| June 30, 2021 | -2.49 % | 0.40 | -17.80 % | 0.22 | 4 | 7 | 4 | |
| Sept. 30, 2021 | 3.73 % | 0.54 | -20.10 % | 0.19 | 4 | 6 | 4 | |
| Dec. 31, 2021 | -4.27 % | 0.33 | -15.95 % | 0.24 | 6 | 7 | 5 | |
| March 31, 2022 | -16.73 % | 0.14 | -9.14 % | 0.30 | 5 | 6 | 3 | |
| June 30, 2022 | -3.86 % | 0.39 | 17.78 % | 0.53 | 6 | 6 | 8 | |
| Sept. 30, 2022 | 9.18 % | 0.65 | 18.56 % | 0.55 | 5 | 6 | 8 | |
| Dec. 31, 2022 | 7.34 % | 0.54 | 23.72 % | 0.59 | 6 | 6 | 8 | |
| March 31, 2023 | 3.67 % | 0.55 | 17.71 % | 0.62 | 3 | 4 | 3 | |
| June 30, 2023 | -5.03 % | 0.36 | 14.18 % | 0.55 | 3 | 5 | 4 | |
| Sept. 30, 2023 | 13.57 % | 0.75 | 32.34 % | 0.70 | 6 | 6 | 8 | |
| Dec. 31, 2023 | 7.97 % | 0.59 | 18.91 % | 0.56 | 5 | 6 | 7 | |
| March 31, 2024 | -0.79 % | 0.40 | 8.36 % | 0.47 | 6 | 8 | 10 | |
| June 30, 2024 | 7.74 % | 0.68 | - | - | ||||
| Sept. 30, 2024 | 1.11 % | 0.49 | - | - | ||||
| Dec. 31, 2024 | -3.13 % | 0.35 | - | - | ||||
| March 31, 2025 | - | - | - | - |