Simulated Performance for STATE FARM MUTUAL AUTOMOBILE INSURANCE CO
| 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 | 3.28 % | 0.74 | 23.56 % | 0.92 | 6 | |||
| Sept. 30, 2013 | 10.99 % | 0.91 | 22.17 % | 0.86 | 9 | |||
| Dec. 31, 2013 | 3.37 % | 0.67 | 12.97 % | 0.72 | 8 | |||
| March 31, 2014 | 5.03 % | 0.75 | 8.97 % | 0.65 | 5 | |||
| June 30, 2014 | 1.57 % | 0.48 | 3.78 % | 0.55 | 5 | |||
| Sept. 30, 2014 | 2.69 % | 0.61 | -7.22 % | 0.45 | 3 | |||
| Dec. 31, 2014 | -0.27 % | 0.58 | -5.50 % | 0.47 | 4 | |||
| March 31, 2015 | -0.15 % | 0.42 | -1.08 % | 0.46 | 7 | |||
| June 30, 2015 | -9.08 % | 0.18 | 5.54 % | 0.64 | 9 | |||
| Sept. 30, 2015 | 5.92 % | 0.79 | 18.38 % | 0.88 | 9 | |||
| Dec. 31, 2015 | 3.71 % | 0.65 | 18.90 % | 0.87 | 8 | |||
| March 31, 2016 | 5.80 % | 0.76 | 16.92 % | 0.87 | 6 | |||
| June 30, 2016 | 2.01 % | 0.58 | 12.29 % | 0.77 | 3 | |||
| Sept. 30, 2016 | 4.52 % | 0.58 | 13.51 % | 0.83 | 3 | |||
| Dec. 31, 2016 | 3.80 % | 0.69 | 15.77 % | 0.80 | 3 | |||
| March 31, 2017 | 1.49 % | 0.65 | 8.01 % | 0.72 | 3 | |||
| June 30, 2017 | 3.35 % | 0.76 | 8.14 % | 0.77 | 3 | |||
| Sept. 30, 2017 | 7.25 % | 0.81 | 12.00 % | 0.76 | 4 | |||
| Dec. 31, 2017 | -3.92 % | 0.40 | -5.99 % | 0.38 | 6 | |||
| March 31, 2018 | 1.61 % | 0.65 | 12.78 % | 0.79 | 7 | |||
| June 30, 2018 | 7.75 % | 0.76 | 11.69 % | 0.75 | 8 | |||
| Sept. 30, 2018 | -9.57 % | 0.10 | 3.75 % | 0.57 | 7 | |||
| Dec. 31, 2018 | 11.12 % | 0.93 | 25.69 % | 0.92 | 3 | |||
| March 31, 2019 | 3.29 % | 0.67 | -10.25 % | 0.27 | 6 | |||
| June 30, 2019 | 0.56 % | 0.55 | 1.06 % | 0.46 | 5 | |||
| Sept. 30, 2019 | 9.37 % | 0.88 | 11.07 % | 0.65 | 5 | |||
| Dec. 31, 2019 | -20.15 % | 0.05 | 11.58 % | 0.70 | 4 | |||
| March 31, 2020 | 16.02 % | 0.89 | 53.30 % | 1.00 | 3 | |||
| June 30, 2020 | 8.36 % | 0.71 | 39.30 % | 0.94 | 4 | |||
| Sept. 30, 2020 | 12.10 % | 0.90 | 26.41 % | 0.90 | 4 | |||
| Dec. 31, 2020 | 8.76 % | 0.74 | 26.28 % | 0.86 | 6 | |||
| March 31, 2021 | 5.47 % | 0.78 | 15.16 % | 0.64 | 8 | |||
| June 30, 2021 | -1.57 % | 0.41 | -3.85 % | 0.37 | 9 | |||
| Sept. 30, 2021 | 12.02 % | 0.77 | -6.77 % | 0.28 | 9 | |||
| Dec. 31, 2021 | -1.04 % | 0.43 | -4.90 % | 0.35 | 9 | |||
| March 31, 2022 | -11.81 % | 0.17 | -2.50 % | 0.42 | 9 | |||
| June 30, 2022 | -4.68 % | 0.26 | 17.53 % | 0.74 | 6 | |||
| Sept. 30, 2022 | 14.34 % | 0.88 | 21.80 % | 0.80 | 7 | |||
| Dec. 31, 2022 | 1.36 % | 0.61 | 14.63 % | 0.66 | 3 | |||
| March 31, 2023 | 6.12 % | 0.66 | 23.71 % | 0.77 | 5 | |||
| June 30, 2023 | -1.31 % | 0.40 | 18.47 % | 0.74 | 5 | |||
| Sept. 30, 2023 | 7.84 % | 0.77 | 25.63 % | 0.86 | 3 | |||
| Dec. 31, 2023 | 10.47 % | 0.82 | 11.02 % | 0.65 | 2 | |||
| March 31, 2024 | 0.27 % | 0.50 | 1.55 % | 0.53 | 3 | |||
| June 30, 2024 | 4.76 % | 0.72 | 5.38 % | 0.57 | 2 | |||
| Sept. 30, 2024 | -4.13 % | 0.31 | 7.64 % | 0.52 | 2 | |||
| Dec. 31, 2024 | 0.34 % | 0.47 | 20.47 % | 0.72 | 8 | |||
| March 31, 2025 | 4.47 % | 0.60 | - | - | ||||
| June 30, 2025 | 7.28 % | 0.61 | - | - | ||||
| Sept. 30, 2025 | 7.36 % | 0.61 | - | - | ||||
| Dec. 31, 2025 | - | - | - | - |