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 | 5.86 % | 0.73 | 23.39 % | 0.78 | 5 | |||
Sept. 30, 2013 | 10.10 % | 0.73 | 17.12 % | 0.62 | 6 | |||
Dec. 31, 2013 | 1.68 % | 0.54 | 11.98 % | 0.56 | 7 | |||
March 31, 2014 | 4.71 % | 0.57 | 11.68 % | 0.56 | 7 | |||
June 30, 2014 | -0.07 % | 0.30 | 6.64 % | 0.52 | 7 | |||
Sept. 30, 2014 | 5.15 % | 0.66 | -0.97 % | 0.46 | 7 | |||
Dec. 31, 2014 | 1.61 % | 0.56 | -0.04 % | 0.41 | 7 | |||
March 31, 2015 | 0.09 % | 0.47 | -0.11 % | 0.37 | 7 | |||
June 30, 2015 | -7.33 % | 0.22 | 1.52 % | 0.40 | 7 | |||
Sept. 30, 2015 | 6.14 % | 0.58 | 14.47 % | 0.65 | 6 | |||
Dec. 31, 2015 | 1.13 % | 0.49 | 14.20 % | 0.70 | 6 | |||
March 31, 2016 | 2.50 % | 0.58 | 17.33 % | 0.73 | 6 | |||
June 30, 2016 | 4.37 % | 0.69 | 17.99 % | 0.72 | 6 | |||
Sept. 30, 2016 | 4.02 % | 0.61 | 18.11 % | 0.70 | 6 | |||
Dec. 31, 2016 | 5.56 % | 0.58 | 19.70 % | 0.65 | 6 | |||
March 31, 2017 | 3.04 % | 0.56 | 13.18 % | 0.60 | 6 | |||
June 30, 2017 | 4.43 % | 0.65 | 13.65 % | 0.64 | 6 | |||
Sept. 30, 2017 | 6.21 % | 0.59 | 15.67 % | 0.59 | 6 | |||
Dec. 31, 2017 | -0.82 % | 0.43 | -6.30 % | 0.30 | 6 | |||
March 31, 2018 | 3.61 % | 0.63 | 10.65 % | 0.50 | 6 | |||
June 30, 2018 | 6.66 % | 0.53 | 7.84 % | 0.43 | 6 | |||
Sept. 30, 2018 | -14.02 % | 0.12 | 2.66 % | 0.40 | 6 | |||
Dec. 31, 2018 | 13.81 % | 0.81 | 30.19 % | 0.72 | 6 | |||
March 31, 2019 | 3.62 % | 0.54 | -10.74 % | 0.18 | 6 | |||
June 30, 2019 | 1.42 % | 0.45 | 4.36 % | 0.32 | 6 | |||
Sept. 30, 2019 | 8.96 % | 0.69 | 13.84 % | 0.41 | 6 | |||
Dec. 31, 2019 | -21.26 % | 0.08 | 16.99 % | 0.51 | 6 | |||
March 31, 2020 | 21.10 % | 0.84 | 60.68 % | 0.93 | 5 | |||
June 30, 2020 | 8.76 % | 0.51 | 43.30 % | 0.87 | 6 | |||
Sept. 30, 2020 | 14.12 % | 0.86 | 31.24 % | 0.82 | 6 | |||
Dec. 31, 2020 | 6.69 % | 0.75 | 26.34 % | 0.65 | 6 | |||
March 31, 2021 | 8.03 % | 0.59 | 12.51 % | 0.47 | 6 | |||
June 30, 2021 | -0.24 % | 0.38 | -12.47 % | 0.22 | 6 | |||
Sept. 30, 2021 | 9.90 % | 0.51 | -16.75 % | 0.19 | 5 | |||
Dec. 31, 2021 | -5.19 % | 0.33 | -18.21 % | 0.24 | 5 | |||
March 31, 2022 | -16.22 % | 0.13 | -8.01 % | 0.29 | 5 | |||
June 30, 2022 | -4.76 % | 0.35 | 18.38 % | 0.50 | 6 | |||
Sept. 30, 2022 | 7.81 % | 0.60 | 20.33 % | 0.52 | 6 | |||
Dec. 31, 2022 | 6.85 % | 0.52 | 25.24 % | 0.57 | 6 | |||
March 31, 2023 | 7.98 % | 0.53 | 27.66 % | 0.58 | 7 | |||
June 30, 2023 | -3.26 % | 0.34 | 21.93 % | 0.51 | 7 | |||
Sept. 30, 2023 | 11.79 % | 0.72 | 34.31 % | 0.67 | 7 | |||
Dec. 31, 2023 | 9.86 % | 0.55 | 23.13 % | 0.53 | 6 | |||
March 31, 2024 | 3.02 % | 0.37 | 6.80 % | 0.45 | 5 | |||
June 30, 2024 | 6.21 % | 0.66 | 13.63 % | 0.55 | 6 | |||
Sept. 30, 2024 | 1.97 % | 0.47 | - | - | ||||
Dec. 31, 2024 | -4.51 % | 0.32 | - | - | ||||
March 31, 2025 | 10.37 % | 0.61 | - | - | ||||
June 30, 2025 | - | - | - | - |