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 | 4.06 % | 0.73 | 19.93 % | 0.94 | ||||
Sept. 30, 2013 | 9.18 % | 0.92 | 14.96 % | 0.90 | ||||
Dec. 31, 2013 | 0.81 % | 0.56 | 7.94 % | 0.75 | ||||
March 31, 2014 | 4.77 % | 0.78 | 5.48 % | 0.69 | ||||
June 30, 2014 | -0.94 % | 0.46 | -1.09 % | 0.56 | ||||
Sept. 30, 2014 | 2.59 % | 0.67 | -7.86 % | 0.45 | ||||
Dec. 31, 2014 | -0.15 % | 0.47 | -2.44 % | 0.42 | ||||
March 31, 2015 | -2.44 % | 0.34 | 0.41 % | 0.49 | ||||
June 30, 2015 | -7.35 % | 0.28 | 5.03 % | 0.57 | ||||
Sept. 30, 2015 | 7.16 % | 0.77 | 15.43 % | 0.82 | ||||
Dec. 31, 2015 | 2.55 % | 0.54 | 16.72 % | 0.83 | ||||
March 31, 2016 | 4.96 % | 0.69 | 16.04 % | 0.88 | ||||
June 30, 2016 | 1.69 % | 0.56 | 14.00 % | 0.78 | ||||
Sept. 30, 2016 | 4.52 % | 0.62 | 16.85 % | 0.85 | ||||
Dec. 31, 2016 | 5.00 % | 0.72 | 18.88 % | 0.86 | ||||
March 31, 2017 | 2.67 % | 0.64 | 11.27 % | 0.71 | ||||
June 30, 2017 | 4.07 % | 0.73 | 12.56 % | 0.65 | ||||
Sept. 30, 2017 | 7.11 % | 0.78 | 17.05 % | 0.70 | ||||
Dec. 31, 2017 | -1.72 % | 0.33 | -2.28 % | 0.33 | ||||
March 31, 2018 | 3.38 % | 0.62 | 14.61 % | 0.75 | ||||
June 30, 2018 | 8.96 % | 0.81 | 13.18 % | 0.69 | ||||
Sept. 30, 2018 | -9.96 % | 0.12 | 5.07 % | 0.63 | ||||
Dec. 31, 2018 | 11.25 % | 0.90 | 25.62 % | 0.93 | ||||
March 31, 2019 | 4.18 % | 0.69 | -8.16 % | 0.24 | ||||
June 30, 2019 | 1.50 % | 0.64 | -0.46 % | 0.40 | ||||
Sept. 30, 2019 | 6.17 % | 0.82 | 6.84 % | 0.59 | ||||
Dec. 31, 2019 | -18.56 % | 0.07 | 9.88 % | 0.70 | ||||
March 31, 2020 | 12.59 % | 0.90 | 41.01 % | 0.98 | ||||
June 30, 2020 | 9.46 % | 0.77 | 36.88 % | 0.98 | ||||
Sept. 30, 2020 | 11.32 % | 0.88 | 26.37 % | 0.95 | ||||
Dec. 31, 2020 | 6.84 % | 0.78 | 22.82 % | 0.89 | ||||
March 31, 2021 | 6.82 % | 0.84 | 9.38 % | 0.76 | ||||
June 30, 2021 | -0.19 % | 0.52 | -8.40 % | 0.43 | ||||
Sept. 30, 2021 | 7.76 % | 0.78 | -14.46 % | 0.29 | ||||
Dec. 31, 2021 | -3.27 % | 0.40 | -12.32 % | 0.32 | ||||
March 31, 2022 | -11.51 % | 0.20 | -7.39 % | 0.36 | ||||
June 30, 2022 | -6.52 % | 0.22 | 11.29 % | 0.69 | ||||
Sept. 30, 2022 | 10.79 % | 0.87 | 14.89 % | 0.78 | ||||
Dec. 31, 2022 | 1.06 % | 0.44 | 12.21 % | 0.69 | ||||
March 31, 2023 | 5.80 % | 0.65 | 17.12 % | 0.80 | ||||
June 30, 2023 | -4.66 % | 0.38 | 15.01 % | 0.76 | ||||
Sept. 30, 2023 | 10.79 % | 0.88 | 27.79 % | 0.92 | ||||
Dec. 31, 2023 | 6.37 % | 0.80 | 16.30 % | 0.72 | ||||
March 31, 2024 | 0.82 % | 0.51 | 6.77 % | 0.73 | ||||
June 30, 2024 | 5.80 % | 0.81 | - | - | ||||
Sept. 30, 2024 | 0.52 % | 0.46 | - | - | ||||
Dec. 31, 2024 | -1.40 % | 0.49 | - | - | ||||
March 31, 2025 | - | - | - | - |