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 | 13.46 % | 0.76 | 27.59 % | 0.78 | 8 | |||
Sept. 30, 2013 | 8.52 % | 0.74 | 9.30 % | 0.64 | 2 | |||
Dec. 31, 2013 | 1.06 % | 0.53 | 4.62 % | 0.53 | 3 | |||
March 31, 2014 | 1.19 % | 0.54 | 9.31 % | 0.56 | 5 | |||
June 30, 2014 | -2.70 % | 0.40 | 9.18 % | 0.55 | 9 | |||
Sept. 30, 2014 | 6.25 % | 0.66 | 2.57 % | 0.42 | 9 | |||
Dec. 31, 2014 | 7.16 % | 0.62 | 1.90 % | 0.43 | 8 | |||
March 31, 2015 | 2.54 % | 0.49 | -12.49 % | 0.32 | 2 | |||
June 30, 2015 | -13.22 % | 0.17 | -11.77 % | 0.38 | 2 | |||
Sept. 30, 2015 | 5.98 % | 0.60 | 9.53 % | 0.61 | 3 | |||
Dec. 31, 2015 | -5.70 % | 0.40 | 5.92 % | 0.64 | 2 | |||
March 31, 2016 | 4.01 % | 0.59 | 16.70 % | 0.74 | 6 | |||
June 30, 2016 | 6.26 % | 0.67 | 14.09 % | 0.72 | 4 | |||
Sept. 30, 2016 | -1.94 % | 0.50 | 13.92 % | 0.68 | 3 | |||
Dec. 31, 2016 | 6.63 % | 0.65 | 22.16 % | 0.66 | 7 | |||
March 31, 2017 | 2.84 % | 0.56 | 18.49 % | 0.59 | 9 | |||
June 30, 2017 | 8.36 % | 0.67 | 21.47 % | 0.62 | 9 | |||
Sept. 30, 2017 | 4.51 % | 0.61 | 17.02 % | 0.59 | 7 | |||
Dec. 31, 2017 | 2.79 % | 0.45 | -8.91 % | 0.33 | 4 | |||
March 31, 2018 | 5.79 % | 0.58 | 10.26 % | 0.54 | 5 | |||
June 30, 2018 | 6.13 % | 0.57 | 3.80 % | 0.46 | 4 | |||
Sept. 30, 2018 | -19.96 % | 0.13 | -5.25 % | 0.42 | 2 | |||
Dec. 31, 2018 | 18.92 % | 0.85 | 31.76 % | 0.78 | 7 | |||
March 31, 2019 | 3.96 % | 0.59 | -18.42 % | 0.24 | 3 | |||
June 30, 2019 | -5.01 % | 0.45 | 2.36 % | 0.40 | 5 | |||
Sept. 30, 2019 | 8.15 % | 0.70 | 25.92 % | 0.56 | 9 | |||
Dec. 31, 2019 | -25.57 % | 0.08 | 45.27 % | 0.65 | 10 | |||
March 31, 2020 | 35.23 % | 0.92 | 108.11 % | 0.95 | 9 | |||
June 30, 2020 | 16.32 % | 0.67 | 67.78 % | 0.90 | 9 | |||
Sept. 30, 2020 | 24.13 % | 0.84 | 40.42 % | 0.81 | 8 | |||
Dec. 31, 2020 | 9.32 % | 0.69 | 19.43 % | 0.66 | 3 | |||
March 31, 2021 | 8.35 % | 0.66 | -0.29 % | 0.52 | 3 | |||
June 30, 2021 | -3.12 % | 0.35 | -27.60 % | 0.23 | 2 | |||
Sept. 30, 2021 | 3.74 % | 0.59 | -24.50 % | 0.22 | 3 | |||
Dec. 31, 2021 | -8.35 % | 0.36 | -23.68 % | 0.25 | 3 | |||
March 31, 2022 | -21.69 % | 0.11 | -12.34 % | 0.34 | 3 | |||
June 30, 2022 | 0.47 % | 0.38 | 12.83 % | 0.58 | 3 | |||
Sept. 30, 2022 | 2.83 % | 0.64 | 3.97 % | 0.59 | 2 | |||
Dec. 31, 2022 | 5.61 % | 0.62 | 10.95 % | 0.65 | 2 | |||
March 31, 2023 | 2.50 % | 0.54 | 11.69 % | 0.60 | 2 | |||
June 30, 2023 | -10.21 % | 0.34 | 5.75 % | 0.55 | 2 | |||
Sept. 30, 2023 | 10.47 % | 0.71 | 27.18 % | 0.70 | 3 | |||
Dec. 31, 2023 | 7.10 % | 0.64 | 23.04 % | 0.62 | 6 | |||
March 31, 2024 | -1.74 % | 0.45 | 0.49 % | 0.49 | 2 | |||
June 30, 2024 | 9.67 % | 0.68 | 24.53 % | 0.63 | 10 | |||
Sept. 30, 2024 | 5.74 % | 0.52 | - | - | ||||
Dec. 31, 2024 | -10.34 % | 0.34 | - | - | ||||
March 31, 2025 | 21.03 % | 0.68 | - | - | ||||
June 30, 2025 | - | - | - | - |