Simulated Performance for FARALLON CAPITAL MANAGEMENT LLC
| 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 | 5.83 % | 0.77 | 21.99 % | 0.79 | 4 | 4 | 4 | |
| Sept. 30, 2013 | 9.26 % | 0.80 | 14.72 % | 0.73 | 4 | 6 | 6 | |
| Dec. 31, 2013 | 1.76 % | 0.57 | 13.78 % | 0.63 | 8 | 8 | 8 | |
| March 31, 2014 | 4.77 % | 0.56 | 16.20 % | 0.65 | 9 | 8 | 8 | |
| June 30, 2014 | -0.01 % | 0.42 | 8.37 % | 0.57 | 8 | 7 | 6 | |
| Sept. 30, 2014 | 8.05 % | 0.70 | 5.93 % | 0.53 | 10 | 9 | 9 | |
| Dec. 31, 2014 | 3.98 % | 0.69 | 0.63 % | 0.43 | 8 | 7 | 7 | |
| March 31, 2015 | 0.16 % | 0.48 | -2.98 % | 0.39 | 5 | 8 | 7 | |
| June 30, 2015 | -6.72 % | 0.21 | -3.85 % | 0.32 | 4 | 7 | 7 | |
| Sept. 30, 2015 | 4.89 % | 0.62 | 10.91 % | 0.65 | 4 | 5 | 6 | |
| Dec. 31, 2015 | 2.29 % | 0.69 | 8.67 % | 0.73 | 3 | 4 | 5 | |
| March 31, 2016 | -0.34 % | 0.47 | 10.38 % | 0.82 | 2 | 2 | 2 | |
| June 30, 2016 | 6.76 % | 0.76 | 20.59 % | 0.85 | 7 | 5 | 5 | |
| Sept. 30, 2016 | 2.56 % | 0.53 | 15.65 % | 0.74 | 4 | 4 | 4 | |
| Dec. 31, 2016 | 7.43 % | 0.81 | 18.69 % | 0.79 | 5 | 5 | 5 | |
| March 31, 2017 | 5.61 % | 0.73 | 9.02 % | 0.61 | 3 | 4 | 4 | |
| June 30, 2017 | 4.02 % | 0.71 | 10.51 % | 0.65 | 4 | 4 | 4 | |
| Sept. 30, 2017 | 3.59 % | 0.63 | 8.70 % | 0.64 | 3 | 4 | 4 | |
| Dec. 31, 2017 | -0.92 % | 0.48 | -8.43 % | 0.32 | 4 | 6 | 6 | |
| March 31, 2018 | 6.14 % | 0.69 | 9.75 % | 0.62 | 5 | 7 | 7 | |
| June 30, 2018 | 2.78 % | 0.58 | 8.39 % | 0.47 | 6 | 8 | 8 | |
| Sept. 30, 2018 | -13.52 % | 0.09 | 1.66 % | 0.46 | 5 | 7 | 7 | |
| Dec. 31, 2018 | 15.46 % | 0.85 | 35.37 % | 0.81 | 9 | 8 | 7 | |
| March 31, 2019 | 7.31 % | 0.65 | -1.73 % | 0.40 | 9 | 9 | 9 | |
| June 30, 2019 | -0.68 % | 0.41 | 12.24 % | 0.57 | 9 | 8 | 8 | |
| Sept. 30, 2019 | 16.46 % | 0.85 | 26.73 % | 0.71 | 9 | 7 | 7 | |
| Dec. 31, 2019 | -15.22 % | 0.19 | 19.26 % | 0.62 | 6 | 5 | 5 | |
| March 31, 2020 | 22.97 % | 0.88 | 37.41 % | 0.78 | 1 | 2 | 2 | |
| June 30, 2020 | 3.37 % | 0.53 | 27.60 % | 0.67 | 1 | 1 | 2 | |
| Sept. 30, 2020 | 14.41 % | 0.78 | 23.96 % | 0.67 | 2 | 3 | 3 | |
| Dec. 31, 2020 | 3.37 % | 0.52 | 16.24 % | 0.46 | 3 | 5 | 5 | |
| March 31, 2021 | 6.88 % | 0.50 | 6.84 % | 0.37 | 4 | 7 | 7 | |
| June 30, 2021 | -0.14 % | 0.44 | -13.05 % | 0.31 | 5 | 8 | 8 | |
| Sept. 30, 2021 | 4.13 % | 0.47 | -18.11 % | 0.40 | 5 | 7 | 7 | |
| Dec. 31, 2021 | -5.43 % | 0.45 | -13.76 % | 0.53 | 7 | 8 | 8 | |
| March 31, 2022 | -12.98 % | 0.35 | -7.39 % | 0.54 | 6 | 7 | 7 | |
| June 30, 2022 | -6.47 % | 0.68 | 11.41 % | 0.70 | 3 | 5 | 4 | |
| Sept. 30, 2022 | 8.47 % | 0.77 | 14.33 % | 0.66 | 3 | 5 | 5 | |
| Dec. 31, 2022 | 5.13 % | 0.69 | 16.29 % | 0.62 | 3 | 4 | 4 | |
| March 31, 2023 | 6.31 % | 0.70 | 19.81 % | 0.71 | 4 | 5 | 5 | |
| June 30, 2023 | -2.83 % | 0.42 | 11.11 % | 0.64 | 3 | 4 | 4 | |
| Sept. 30, 2023 | 7.87 % | 0.78 | 24.94 % | 0.79 | 2 | 4 | 4 | |
| Dec. 31, 2023 | 7.36 % | 0.68 | 18.87 % | 0.52 | 5 | 6 | 6 | |
| March 31, 2024 | 0.00 % | 0.43 | 7.13 % | 0.49 | 5 | 7 | 7 | |
| June 30, 2024 | 9.76 % | 0.68 | 11.87 % | 0.46 | 5 | 5 | 5 | |
| Sept. 30, 2024 | 0.62 % | 0.42 | 3.80 % | 0.51 | 2 | 3 | 3 | |
| Dec. 31, 2024 | -2.28 % | 0.38 | 12.62 % | 0.63 | 3 | 4 | 5 | |
| March 31, 2025 | 6.36 % | 0.62 | 11.36 % | 0.64 | 3 | 4 | 4 | |
| June 30, 2025 | 3.20 % | 0.67 | 23.09 % | 0.64 | 7 | 6 | 6 | |
| Sept. 30, 2025 | 9.43 % | 0.65 | - | - | ||||
| Dec. 31, 2025 | -4.82 % | 0.38 | - | - | ||||
| March 31, 2026 | 21.47 % | 0.76 | - | - | ||||
| June 30, 2026 | - | - | - | - |