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 |
---|---|---|---|---|---|---|---|---|
March 31, 2013 | 2.06 % | 0.56 | 21.97 % | 0.78 | ||||
June 30, 2013 | 6.45 % | 0.73 | 24.48 % | 0.80 | ||||
Sept. 30, 2013 | 9.34 % | 0.75 | 17.30 % | 0.63 | ||||
Dec. 31, 2013 | 2.18 % | 0.54 | 9.42 % | 0.57 | ||||
March 31, 2014 | 4.78 % | 0.59 | 8.52 % | 0.56 | ||||
June 30, 2014 | -0.85 % | 0.29 | 3.68 % | 0.52 | ||||
Sept. 30, 2014 | 2.50 % | 0.66 | -5.24 % | 0.45 | ||||
Dec. 31, 2014 | 1.45 % | 0.57 | -3.08 % | 0.40 | ||||
March 31, 2015 | 0.27 % | 0.46 | -3.19 % | 0.37 | ||||
June 30, 2015 | -9.70 % | 0.21 | -2.31 % | 0.40 | ||||
Sept. 30, 2015 | 4.51 % | 0.59 | 12.19 % | 0.68 | ||||
Dec. 31, 2015 | 0.26 % | 0.53 | 13.93 % | 0.72 | ||||
March 31, 2016 | 2.59 % | 0.59 | 18.03 % | 0.76 | ||||
June 30, 2016 | 5.27 % | 0.70 | 18.84 % | 0.74 | ||||
Sept. 30, 2016 | 3.85 % | 0.62 | 18.85 % | 0.71 | ||||
Dec. 31, 2016 | 5.76 % | 0.60 | 19.26 % | 0.66 | ||||
March 31, 2017 | 3.24 % | 0.57 | 12.39 % | 0.61 | ||||
June 30, 2017 | 4.58 % | 0.67 | 12.92 % | 0.65 | ||||
Sept. 30, 2017 | 5.56 % | 0.61 | 13.97 % | 0.61 | ||||
Dec. 31, 2017 | -0.86 % | 0.42 | -7.28 % | 0.31 | ||||
March 31, 2018 | 3.96 % | 0.65 | 9.04 % | 0.53 | ||||
June 30, 2018 | 5.50 % | 0.57 | 6.02 % | 0.47 | ||||
Sept. 30, 2018 | -14.24 % | 0.12 | 2.10 % | 0.45 | ||||
Dec. 31, 2018 | 14.66 % | 0.84 | 30.16 % | 0.77 | ||||
March 31, 2019 | 3.51 % | 0.56 | -10.84 % | 0.19 | ||||
June 30, 2019 | 0.04 % | 0.48 | 6.01 % | 0.34 | ||||
Sept. 30, 2019 | 10.17 % | 0.73 | 16.70 % | 0.43 | ||||
Dec. 31, 2019 | -20.40 % | 0.07 | 20.12 % | 0.54 | ||||
March 31, 2020 | 22.55 % | 0.87 | 62.01 % | 0.94 | ||||
June 30, 2020 | 9.36 % | 0.55 | 44.25 % | 0.88 | ||||
Sept. 30, 2020 | 15.25 % | 0.88 | 27.27 % | 0.84 | ||||
Dec. 31, 2020 | 5.30 % | 0.74 | 16.35 % | 0.68 | ||||
March 31, 2021 | 6.69 % | 0.62 | 5.13 % | 0.51 | ||||
June 30, 2021 | -2.14 % | 0.39 | -16.84 % | 0.24 | ||||
Sept. 30, 2021 | 7.08 % | 0.58 | -19.95 % | 0.21 | ||||
Dec. 31, 2021 | -5.81 % | 0.35 | -18.94 % | 0.26 | ||||
March 31, 2022 | -16.45 % | 0.13 | -8.19 % | 0.32 | ||||
June 30, 2022 | -5.21 % | 0.37 | 18.00 % | 0.55 | ||||
Sept. 30, 2022 | 8.19 % | 0.66 | 21.10 % | 0.56 | ||||
Dec. 31, 2022 | 7.56 % | 0.54 | 26.21 % | 0.60 | ||||
March 31, 2023 | 7.22 % | 0.55 | 26.59 % | 0.62 | ||||
June 30, 2023 | -2.93 % | 0.35 | 20.79 % | 0.56 | ||||
Sept. 30, 2023 | 12.35 % | 0.77 | 32.62 % | 0.72 | ||||
Dec. 31, 2023 | 8.90 % | 0.59 | 20.71 % | 0.57 | ||||
March 31, 2024 | 2.29 % | 0.39 | - | - |