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 | 9.88 % | 0.75 | 21.33 % | 0.80 | ||||
Sept. 30, 2013 | 6.87 % | 0.75 | 5.24 % | 0.58 | ||||
Dec. 31, 2013 | 0.91 % | 0.56 | 2.91 % | 0.52 | ||||
March 31, 2014 | 1.40 % | 0.53 | 7.79 % | 0.54 | ||||
June 30, 2014 | -4.74 % | 0.34 | 4.70 % | 0.55 | ||||
Sept. 30, 2014 | 5.51 % | 0.68 | -1.05 % | 0.46 | ||||
Dec. 31, 2014 | 5.12 % | 0.59 | -2.94 % | 0.40 | ||||
March 31, 2015 | -0.49 % | 0.51 | -6.34 % | 0.39 | ||||
June 30, 2015 | -12.21 % | 0.19 | -5.91 % | 0.37 | ||||
Sept. 30, 2015 | 5.07 % | 0.64 | 16.30 % | 0.68 | ||||
Dec. 31, 2015 | -1.31 % | 0.48 | 16.61 % | 0.76 | ||||
March 31, 2016 | 2.75 % | 0.58 | 20.16 % | 0.77 | ||||
June 30, 2016 | 8.59 % | 0.70 | 21.94 % | 0.74 | ||||
Sept. 30, 2016 | 3.42 % | 0.61 | 17.99 % | 0.71 | ||||
Dec. 31, 2016 | 4.66 % | 0.58 | 24.04 % | 0.67 | ||||
March 31, 2017 | 4.54 % | 0.61 | 25.11 % | 0.66 | ||||
June 30, 2017 | 6.47 % | 0.69 | 29.06 % | 0.70 | ||||
Sept. 30, 2017 | 7.54 % | 0.65 | 29.71 % | 0.69 | ||||
Dec. 31, 2017 | 4.79 % | 0.51 | -2.19 % | 0.41 | ||||
March 31, 2018 | 7.26 % | 0.69 | 16.39 % | 0.59 | ||||
June 30, 2018 | 7.79 % | 0.64 | 12.62 % | 0.53 | ||||
Sept. 30, 2018 | -18.50 % | 0.11 | 1.57 % | 0.44 | ||||
Dec. 31, 2018 | 19.87 % | 0.81 | 36.30 % | 0.74 | ||||
March 31, 2019 | 7.60 % | 0.61 | -13.86 % | 0.24 | ||||
June 30, 2019 | -2.07 % | 0.37 | 11.28 % | 0.40 | ||||
Sept. 30, 2019 | 10.28 % | 0.72 | 26.10 % | 0.55 | ||||
Dec. 31, 2019 | -25.25 % | 0.12 | 38.79 % | 0.67 | ||||
March 31, 2020 | 39.67 % | 0.92 | 100.24 % | 0.97 | ||||
June 30, 2020 | 9.69 % | 0.63 | 59.08 % | 0.89 | ||||
Sept. 30, 2020 | 28.15 % | 0.88 | 47.06 % | 0.81 | ||||
Dec. 31, 2020 | 5.68 % | 0.68 | 18.07 % | 0.62 | ||||
March 31, 2021 | 7.35 % | 0.68 | -7.35 % | 0.37 | ||||
June 30, 2021 | -0.88 % | 0.40 | -31.27 % | 0.17 | ||||
Sept. 30, 2021 | 2.38 % | 0.53 | -33.55 % | 0.15 | ||||
Dec. 31, 2021 | -16.35 % | 0.18 | -31.70 % | 0.19 | ||||
March 31, 2022 | -21.25 % | 0.14 | -16.13 % | 0.27 | ||||
June 30, 2022 | -3.74 % | 0.37 | 13.06 % | 0.59 | ||||
Sept. 30, 2022 | 5.13 % | 0.63 | 13.29 % | 0.62 | ||||
Dec. 31, 2022 | 8.32 % | 0.59 | 28.45 % | 0.67 | ||||
March 31, 2023 | 7.28 % | 0.58 | 28.88 % | 0.64 | ||||
June 30, 2023 | -3.56 % | 0.34 | 16.29 % | 0.55 | ||||
Sept. 30, 2023 | 15.96 % | 0.76 | 30.87 % | 0.73 | ||||
Dec. 31, 2023 | 5.59 % | 0.64 | 13.12 % | 0.56 | ||||
March 31, 2024 | -2.36 % | 0.39 | -1.66 % | 0.43 | ||||
June 30, 2024 | 10.05 % | 0.68 | - | - | ||||
Sept. 30, 2024 | 1.78 % | 0.51 | - | - | ||||
Dec. 31, 2024 | -10.50 % | 0.29 | - | - | ||||
March 31, 2025 | - | - | - | - |