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 | 10.76 % | 0.77 | 20.64 % | 0.81 | ||||
Sept. 30, 2013 | 7.94 % | 0.72 | 5.66 % | 0.58 | ||||
Dec. 31, 2013 | -0.09 % | 0.48 | 3.41 % | 0.53 | ||||
March 31, 2014 | 2.58 % | 0.60 | 6.64 % | 0.56 | ||||
June 30, 2014 | -5.01 % | 0.32 | 7.13 % | 0.54 | ||||
Sept. 30, 2014 | 4.98 % | 0.67 | 1.74 % | 0.47 | ||||
Dec. 31, 2014 | 4.67 % | 0.61 | 1.51 % | 0.45 | ||||
March 31, 2015 | 3.73 % | 0.50 | -7.17 % | 0.40 | ||||
June 30, 2015 | -10.53 % | 0.22 | -6.07 % | 0.40 | ||||
Sept. 30, 2015 | 2.86 % | 0.60 | 14.46 % | 0.71 | ||||
Dec. 31, 2015 | -2.15 % | 0.51 | 20.12 % | 0.73 | ||||
March 31, 2016 | 4.24 % | 0.65 | 23.79 % | 0.84 | ||||
June 30, 2016 | 7.74 % | 0.66 | 23.86 % | 0.80 | ||||
Sept. 30, 2016 | 4.15 % | 0.60 | 20.35 % | 0.78 | ||||
Dec. 31, 2016 | 6.22 % | 0.70 | 23.33 % | 0.78 | ||||
March 31, 2017 | 5.89 % | 0.68 | 20.65 % | 0.71 | ||||
June 30, 2017 | 5.08 % | 0.67 | 25.01 % | 0.73 | ||||
Sept. 30, 2017 | 5.97 % | 0.69 | 27.19 % | 0.71 | ||||
Dec. 31, 2017 | 3.57 % | 0.55 | -4.27 % | 0.41 |