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, 2020 | 53.56 % | 0.83 | 67.57 % | 0.89 | ||||
March 31, 2021 | 15.38 % | 0.77 | 23.26 % | 0.55 | ||||
June 30, 2021 | -0.31 % | 0.52 | -20.99 % | 0.25 | ||||
Sept. 30, 2021 | 3.68 % | 0.48 | -13.85 % | 0.22 | ||||
Dec. 31, 2021 | 0.58 % | 0.28 | -1.01 % | 0.17 | ||||
March 31, 2022 | -7.44 % | 0.21 | 17.62 % | 0.39 | ||||
June 30, 2022 | 15.41 % | 0.67 | 100.50 % | 0.62 | ||||
Sept. 30, 2022 | 13.07 % | 0.65 | 99.93 % | 0.47 | ||||
Dec. 31, 2022 | 11.77 % | 0.60 | 72.11 % | 0.47 | ||||
March 31, 2023 | 26.14 % | 0.56 | 149.40 % | 0.61 | ||||
June 30, 2023 | -3.32 % | 0.45 | 32.98 % | 0.35 | ||||
Sept. 30, 2023 | 9.02 % | 0.71 | 11.38 % | 0.57 | ||||
Dec. 31, 2023 | 24.54 % | 0.62 | -8.64 % | 0.32 | ||||
March 31, 2024 | -12.35 % | 0.37 | - | - | ||||
June 30, 2024 | 13.06 % | 0.67 | - | - | ||||
Sept. 30, 2024 | 4.42 % | 0.41 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |