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 |
---|---|---|---|---|---|---|---|---|
March 31, 2014 | 7.36 % | 0.80 | 5.03 % | 0.61 | 3 | |||
June 30, 2014 | -1.08 % | 0.40 | -2.93 % | 0.49 | 2 | |||
Sept. 30, 2014 | 3.27 % | 0.66 | -2.71 % | 0.41 | 6 | |||
Dec. 31, 2014 | 0.41 % | 0.44 | 2.63 % | 0.56 | 9 | |||
March 31, 2015 | -1.75 % | 0.34 | 2.51 % | 0.39 | 9 | |||
June 30, 2015 | -7.12 % | 0.23 | -3.31 % | 0.50 | 5 | |||
Sept. 30, 2015 | 3.90 % | 0.68 | 6.25 % | 0.71 | 2 | |||
Dec. 31, 2015 | -0.22 % | 0.59 | 5.62 % | 0.78 | 2 | |||
March 31, 2016 | 1.06 % | 0.62 | 12.83 % | 0.76 | 3 | |||
June 30, 2016 | 1.32 % | 0.56 | 15.62 % | 0.75 | 4 | |||
Sept. 30, 2016 | 5.35 % | 0.53 | 20.29 % | 0.74 | 8 | |||
Dec. 31, 2016 | 3.97 % | 0.70 | 18.30 % | 0.77 | 5 | |||
March 31, 2017 | -0.39 % | 0.60 | 13.67 % | 0.65 | 6 | |||
June 30, 2017 | 5.86 % | 0.71 | 18.72 % | 0.65 | 8 | |||
Sept. 30, 2017 | 7.71 % | 0.74 | 24.88 % | 0.61 | 9 | |||
Dec. 31, 2017 | 1.10 % | 0.39 | -4.43 % | 0.33 | 7 | |||
March 31, 2018 | 6.84 % | 0.60 | 12.34 % | 0.61 | 7 | |||
June 30, 2018 | 7.07 % | 0.67 | 1.59 % | 0.54 | 3 | |||
Sept. 30, 2018 | -20.98 % | 0.14 | -6.48 % | 0.50 | 2 | |||
Dec. 31, 2018 | 16.99 % | 0.88 | 32.81 % | 0.88 | 8 | |||
March 31, 2019 | 1.47 % | 0.62 | -7.05 % | 0.24 | 8 | |||
June 30, 2019 | -1.46 % | 0.56 | 20.77 % | 0.42 | 10 | |||
Sept. 30, 2019 | 12.22 % | 0.75 | 40.73 % | 0.53 | 10 | |||
Dec. 31, 2019 | -14.48 % | 0.05 | 33.01 % | 0.63 | 9 | |||
March 31, 2020 | 28.64 % | 0.91 | 61.39 % | 0.97 | 6 | |||
June 30, 2020 | 14.46 % | 0.72 | 42.45 % | 0.92 | 5 | |||
Sept. 30, 2020 | 10.12 % | 0.85 | 24.73 % | 0.86 | 3 | |||
Dec. 31, 2020 | 1.37 % | 0.69 | 22.94 % | 0.74 | 4 | |||
March 31, 2021 | 11.68 % | 0.71 | 14.86 % | 0.57 | 7 | |||
June 30, 2021 | 0.26 % | 0.40 | -20.87 % | 0.26 | 3 | |||
Sept. 30, 2021 | 9.16 % | 0.65 | -24.84 % | 0.19 | 3 | |||
Dec. 31, 2021 | -6.11 % | 0.36 | -29.08 % | 0.23 | 2 | |||
March 31, 2022 | -22.97 % | 0.12 | -11.30 % | 0.31 | 3 | |||
June 30, 2022 | -4.79 % | 0.28 | 32.93 % | 0.60 | 10 | |||
Sept. 30, 2022 | 2.91 % | 0.76 | 33.89 % | 0.67 | 10 | |||
Dec. 31, 2022 | 17.59 % | 0.59 | 47.63 % | 0.64 | 10 | |||
March 31, 2023 | 15.43 % | 0.54 | 43.78 % | 0.67 | 10 | |||
June 30, 2023 | -4.28 % | 0.33 | 37.44 % | 0.61 | 10 | |||
Sept. 30, 2023 | 13.07 % | 0.79 | 46.02 % | 0.79 | 10 | |||
Dec. 31, 2023 | 14.60 % | 0.68 | 42.33 % | 0.59 | 10 | |||
March 31, 2024 | 9.86 % | 0.44 | 12.09 % | 0.55 | 8 | |||
June 30, 2024 | 3.44 % | 0.69 | 15.41 % | 0.59 | 7 | |||
Sept. 30, 2024 | 7.36 % | 0.40 | - | - | ||||
Dec. 31, 2024 | -7.67 % | 0.48 | - | - | ||||
March 31, 2025 | 13.54 % | 0.61 | - | - | ||||
June 30, 2025 | - | - | - | - |