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 | 4.51 % | 0.80 | 5.56 % | 1.00 | ||||
March 31, 2015 | 0.45 % | 0.60 | 5.50 % | 0.60 | ||||
June 30, 2015 | -9.06 % | 0.14 | 9.71 % | 0.57 | ||||
Sept. 30, 2015 | 6.82 % | 0.83 | 30.13 % | 0.83 | ||||
Dec. 31, 2015 | 4.97 % | 0.33 | 22.76 % | 0.67 | ||||
March 31, 2016 | 6.16 % | 0.20 | 29.35 % | 1.00 | ||||
June 30, 2016 | 11.56 % | 0.80 | 22.10 % | 1.00 | ||||
Sept. 30, 2016 | 0.22 % | 0.25 | 24.40 % | 1.00 | ||||
Dec. 31, 2016 | 10.07 % | 0.75 | 35.94 % | 1.00 | ||||
March 31, 2017 | 5.56 % | 0.60 | 31.39 % | 1.00 | ||||
June 30, 2017 | 11.58 % | 1.00 | 30.26 % | 0.67 | ||||
Sept. 30, 2017 | 9.40 % | 0.67 | 19.24 % | 0.67 | ||||
Dec. 31, 2017 | 0.65 % | 0.57 | 0.48 % | 0.43 | ||||
March 31, 2018 | 5.13 % | 0.71 | 30.64 % | 0.86 | ||||
June 30, 2018 | 3.43 % | 0.57 | 30.10 % | 0.86 | ||||
Sept. 30, 2018 | -6.33 % | 0.14 | 31.79 % | 0.86 | ||||
Dec. 31, 2018 | 24.55 % | 1.00 | 48.80 % | 0.86 | ||||
March 31, 2019 | 4.64 % | 0.67 | -23.14 % | 0.33 | ||||
June 30, 2019 | 4.61 % | 0.67 | -2.76 % | 0.50 | ||||
Sept. 30, 2019 | 8.25 % | 0.71 | 3.51 % | 0.43 | ||||
Dec. 31, 2019 | -28.31 % | - | 11.92 % | 0.71 | ||||
March 31, 2020 | 30.07 % | 1.00 | 78.97 % | 1.00 | ||||
June 30, 2020 | 3.61 % | 0.78 | 52.67 % | 1.00 | ||||
Sept. 30, 2020 | 30.92 % | 1.00 | 53.67 % | 1.00 | ||||
Dec. 31, 2020 | 10.23 % | 0.70 | 23.88 % | 0.90 | ||||
March 31, 2021 | 7.02 % | 0.78 | 10.06 % | 0.67 | ||||
June 30, 2021 | -4.30 % | 0.22 | -19.26 % | - | ||||
Sept. 30, 2021 | 4.74 % | 0.82 | -18.31 % | 0.09 | ||||
Dec. 31, 2021 | 0.11 % | 0.30 | -27.06 % | 0.11 | ||||
March 31, 2022 | -24.12 % | - | -20.60 % | 0.22 | ||||
June 30, 2022 | 6.40 % | 0.44 | 3.50 % | 0.50 | ||||
Sept. 30, 2022 | -0.37 % | 0.64 | 8.22 % | 0.64 | ||||
Dec. 31, 2022 | 12.23 % | 0.69 | 38.01 % | 0.77 | ||||
March 31, 2023 | 8.78 % | 0.64 | 41.62 % | 0.64 | ||||
June 30, 2023 | -2.81 % | 0.31 | 39.96 % | 0.77 | ||||
Sept. 30, 2023 | 18.74 % | 0.92 | 50.37 % | 0.77 | ||||
Dec. 31, 2023 | 12.96 % | 0.77 | 32.40 % | 0.69 | ||||
March 31, 2024 | 8.49 % | 0.77 | - | - | ||||
June 30, 2024 | 3.41 % | 0.58 | - | - | ||||
Sept. 30, 2024 | 4.43 % | 0.42 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |