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 | 8.67 % | 0.74 | 25.97 % | 0.80 | ||||
Sept. 30, 2013 | 9.31 % | 0.74 | 17.24 % | 0.65 | ||||
Dec. 31, 2013 | 2.10 % | 0.56 | 12.74 % | 0.59 | ||||
March 31, 2014 | 4.70 % | 0.62 | 13.44 % | 0.59 | ||||
June 30, 2014 | 0.04 % | 0.32 | 8.55 % | 0.55 | ||||
Sept. 30, 2014 | 4.62 % | 0.68 | -0.02 % | 0.47 | ||||
Dec. 31, 2014 | 3.27 % | 0.59 | 1.40 % | 0.43 | ||||
March 31, 2015 | 0.57 % | 0.48 | -2.79 % | 0.39 | ||||
June 30, 2015 | -8.29 % | 0.21 | -3.25 % | 0.41 | ||||
Sept. 30, 2015 | 6.29 % | 0.62 | 11.87 % | 0.68 | ||||
Dec. 31, 2015 | -1.49 % | 0.51 | 10.14 % | 0.70 | ||||
March 31, 2016 | 1.86 % | 0.59 | 17.61 % | 0.75 | ||||
June 30, 2016 | 5.61 % | 0.70 | 20.54 % | 0.73 | ||||
Sept. 30, 2016 | 1.94 % | 0.58 | 19.93 % | 0.70 | ||||
Dec. 31, 2016 | 7.26 % | 0.64 | 23.28 % | 0.69 | ||||
March 31, 2017 | 4.33 % | 0.58 | 17.24 % | 0.62 | ||||
June 30, 2017 | 5.36 % | 0.67 | 18.79 % | 0.65 | ||||
Sept. 30, 2017 | 6.02 % | 0.63 | 19.52 % | 0.62 | ||||
Dec. 31, 2017 | 0.97 % | 0.44 | -6.20 % | 0.31 | ||||
March 31, 2018 | 5.32 % | 0.63 | 10.35 % | 0.54 | ||||
June 30, 2018 | 6.31 % | 0.58 | 5.42 % | 0.49 | ||||
Sept. 30, 2018 | -16.77 % | 0.12 | -0.60 % | 0.44 | ||||
Dec. 31, 2018 | 15.53 % | 0.85 | 33.40 % | 0.77 | ||||
March 31, 2019 | 3.90 % | 0.57 | -7.52 % | 0.19 | ||||
June 30, 2019 | -0.39 % | 0.46 | 12.54 % | 0.34 | ||||
Sept. 30, 2019 | 11.30 % | 0.74 | 28.27 % | 0.44 | ||||
Dec. 31, 2019 | -18.81 % | 0.07 | 28.24 % | 0.54 | ||||
March 31, 2020 | 27.15 % | 0.87 | 68.29 % | 0.94 | ||||
June 30, 2020 | 11.01 % | 0.55 | 46.80 % | 0.89 | ||||
Sept. 30, 2020 | 13.55 % | 0.87 | 31.42 % | 0.83 | ||||
Dec. 31, 2020 | 5.08 % | 0.73 | 25.08 % | 0.68 | ||||
March 31, 2021 | 9.99 % | 0.62 | 9.68 % | 0.51 | ||||
June 30, 2021 | -0.35 % | 0.40 | -18.93 % | 0.24 | ||||
Sept. 30, 2021 | 8.00 % | 0.57 | -22.79 % | 0.21 | ||||
Dec. 31, 2021 | -7.75 % | 0.34 | -23.93 % | 0.26 | ||||
March 31, 2022 | -18.97 % | 0.13 | -8.78 % | 0.31 | ||||
June 30, 2022 | -3.73 % | 0.36 | 23.22 % | 0.53 | ||||
Sept. 30, 2022 | 6.51 % | 0.64 | 25.55 % | 0.55 | ||||
Dec. 31, 2022 | 9.56 % | 0.53 | 33.16 % | 0.59 | ||||
March 31, 2023 | 10.02 % | 0.54 | 36.79 % | 0.60 | ||||
June 30, 2023 | -2.24 % | 0.35 | 30.98 % | 0.52 | ||||
Sept. 30, 2023 | 12.68 % | 0.74 | 40.33 % | 0.68 | ||||
Dec. 31, 2023 | 14.02 % | 0.55 | 29.34 % | 0.54 | ||||
March 31, 2024 | 4.53 % | 0.38 | 4.83 % | 0.46 | ||||
June 30, 2024 | 4.53 % | 0.67 | - | - | ||||
Sept. 30, 2024 | 2.79 % | 0.46 | - | - | ||||
Dec. 31, 2024 | -6.49 % | 0.32 | - | - | ||||
March 31, 2025 | - | - | - | - |