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 | -3.61 % | 0.43 | -2.67 % | 0.49 | 5 | |||
March 31, 2015 | 0.36 % | 0.46 | 3.21 % | 0.37 | 9 | |||
June 30, 2015 | -7.61 % | 0.17 | 6.14 % | 0.50 | 9 | |||
Sept. 30, 2015 | 9.62 % | 0.87 | 20.65 % | 0.77 | 9 | |||
Dec. 31, 2018 | 9.64 % | 0.85 | 27.82 % | 0.94 | 4 | |||
March 31, 2019 | 5.48 % | 0.65 | -13.52 % | 0.23 | 5 | |||
June 30, 2019 | 5.76 % | 0.56 | -10.87 % | 0.37 | 2 | |||
Sept. 30, 2019 | 4.86 % | 0.79 | -5.58 % | 0.60 | 2 | |||
Dec. 31, 2019 | -24.97 % | 0.08 | 1.61 % | 0.64 | 2 | |||
June 30, 2020 | 10.95 % | 0.80 | 54.84 % | 1.00 | 8 | |||
Sept. 30, 2020 | 13.52 % | 0.81 | 43.23 % | 0.91 | 9 | |||
Dec. 31, 2020 | 10.87 % | 0.72 | 43.02 % | 0.85 | 10 | |||
March 31, 2021 | 10.36 % | 0.80 | 30.42 % | 0.72 | 10 | |||
June 30, 2021 | 2.78 % | 0.42 | 10.81 % | 0.36 | 10 | |||
Sept. 30, 2021 | 14.37 % | 0.75 | -1.96 % | 0.28 | 10 | |||
Dec. 31, 2021 | -0.23 % | 0.36 | -3.38 % | 0.32 | 10 | |||
March 31, 2022 | -7.20 % | 0.19 | -5.17 % | 0.35 | 8 | |||
June 30, 2022 | -8.47 % | 0.21 | 5.89 % | 0.63 | 2 | |||
Sept. 30, 2022 | 14.34 % | 0.85 | 11.49 % | 0.70 | 3 | |||
Dec. 31, 2022 | -2.22 % | 0.46 | 5.02 % | 0.61 | 1 | |||
March 31, 2023 | 3.69 % | 0.61 | 18.13 % | 0.77 | 3 | |||
June 30, 2023 | -3.71 % | 0.37 | 14.18 % | 0.73 | 3 | |||
Sept. 30, 2023 | 7.52 % | 0.82 | 26.95 % | 0.86 | 3 | |||
Dec. 31, 2023 | 11.36 % | 0.76 | 19.12 % | 0.78 | 5 | |||
March 31, 2024 | -0.69 % | 0.50 | 6.49 % | 0.76 | 5 | |||
June 30, 2024 | 6.54 % | 0.76 | - | - | ||||
Sept. 30, 2024 | 1.16 % | 0.44 | - | - | ||||
Dec. 31, 2024 | -1.80 % | 0.51 | - | - | ||||
March 31, 2025 | - | - | - | - |