| 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 | 11.58 % | 0.83 | 34.30 % | 0.91 | 10 | |||
| Sept. 30, 2013 | 8.81 % | 0.85 | 16.53 % | 0.87 | 6 | |||
| Dec. 31, 2013 | 5.74 % | 0.67 | 6.38 % | 0.71 | 3 | |||
| March 31, 2014 | 7.12 % | 0.77 | -1.15 % | 0.63 | 2 | |||
| June 30, 2014 | -5.61 % | 0.35 | -9.09 % | 0.44 | 2 | |||
| Sept. 30, 2014 | 0.32 % | 0.60 | -14.38 % | 0.42 | 2 | |||
| Dec. 31, 2014 | -0.93 % | 0.60 | -14.41 % | 0.27 | 2 | |||
| March 31, 2015 | -2.24 % | 0.33 | -9.18 % | 0.42 | 3 | |||
| June 30, 2015 | -13.67 % | 0.20 | -2.20 % | 0.50 | 5 | |||
| Sept. 30, 2015 | 0.00 % | 0.48 | 15.45 % | 0.80 | 7 | |||
| Dec. 31, 2015 | 5.82 % | 0.72 | 18.89 % | 0.94 | 8 | |||
| March 31, 2016 | 6.52 % | 0.74 | 16.20 % | 0.80 | 5 | |||
| June 30, 2016 | 3.40 % | 0.65 | 4.94 % | 0.62 | 1 | |||
| Sept. 30, 2016 | 0.18 % | 0.58 | 9.25 % | 0.71 | 2 | |||
| Dec. 31, 2016 | 3.18 % | 0.61 | 13.50 % | 0.71 | 3 | |||
| March 31, 2017 | -1.02 % | 0.50 | 7.08 % | 0.64 | 3 | |||
| June 30, 2017 | 6.55 % | 0.78 | 10.46 % | 0.60 | 4 | |||
| Sept. 30, 2017 | 5.12 % | 0.73 | 6.06 % | 0.58 | 2 | |||
| Dec. 31, 2017 | -4.96 % | 0.30 | -17.50 % | 0.22 | 2 | |||
| March 31, 2018 | 3.65 % | 0.67 | 4.30 % | 0.61 | 3 | |||
| June 30, 2018 | 2.15 % | 0.58 | -2.27 % | 0.45 | 2 | |||
| Sept. 30, 2018 | -17.28 % | 0.12 | -0.85 % | 0.41 | 4 | |||
| Dec. 31, 2018 | 17.20 % | 0.90 | 28.32 % | 0.80 | 4 | |||
| March 31, 2019 | -0.45 % | 0.47 | -26.28 % | 0.16 | 2 | |||
| June 30, 2019 | 3.37 % | 0.52 | -8.22 % | 0.35 | 2 | |||
| Sept. 30, 2019 | 7.53 % | 0.84 | -3.38 % | 0.53 | 2 | |||
| Dec. 31, 2019 | -34.99 % | 0.02 | 3.16 % | 0.59 | 2 | |||
| March 31, 2020 | 25.82 % | 0.93 | 82.27 % | 0.96 | 8 | |||
| June 30, 2020 | 4.89 % | 0.70 | 58.00 % | 0.96 | 9 | |||
| Sept. 30, 2020 | 23.79 % | 0.91 | 46.76 % | 0.95 | 9 | |||
| Dec. 31, 2020 | 16.33 % | 0.90 | 27.03 % | 0.81 | 7 | |||
| March 31, 2021 | 6.57 % | 0.69 | 13.69 % | 0.64 | 7 | |||
| June 30, 2021 | -4.33 % | 0.40 | -7.87 % | 0.40 | 8 | |||
| Sept. 30, 2021 | 4.77 % | 0.65 | -9.90 % | 0.33 | 9 | |||
| Dec. 31, 2021 | 3.39 % | 0.52 | -6.50 % | 0.40 | 9 | |||
| March 31, 2022 | -10.73 % | 0.22 | -3.92 % | 0.31 | 9 | |||
| June 30, 2022 | -7.01 % | 0.27 | 19.42 % | 0.65 | 7 | |||
| Sept. 30, 2022 | 17.31 % | 0.81 | 21.64 % | 0.60 | 7 | |||
| Dec. 31, 2022 | 2.68 % | 0.53 | 11.86 % | 0.48 | 2 | |||
| March 31, 2023 | 4.42 % | 0.56 | 20.92 % | 0.58 | 4 | |||
| June 30, 2023 | -7.11 % | 0.30 | 6.39 % | 0.51 | 2 | |||
| Sept. 30, 2023 | 5.88 % | 0.64 | 21.42 % | 0.70 | 2 | |||
| Dec. 31, 2023 | 3.57 % | 0.67 | 3.42 % | 0.57 | 1 | |||
| March 31, 2024 | -6.83 % | 0.31 | - | - | ||||
| June 30, 2024 | 10.59 % | 0.81 | - | - | ||||
| Sept. 30, 2024 | -4.27 % | 0.48 | - | - | ||||
| Dec. 31, 2024 | - | - | - | - |