Simulated Performance for BOSTON PROVIDENT, L.P.
| 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 | 18.33 % | 0.82 | 30.18 % | 0.79 | 9 | |||
| Sept. 30, 2013 | 26.59 % | 0.87 | 8.70 % | 0.71 | 2 | |||
| Dec. 31, 2013 | 5.44 % | 0.59 | -19.53 % | 0.44 | 1 | |||
| March 31, 2014 | -11.70 % | 0.37 | -35.25 % | 0.46 | 1 | |||
| June 30, 2014 | -7.84 % | 0.31 | -27.57 % | 0.42 | 1 | |||
| Sept. 30, 2014 | -17.29 % | 0.61 | -29.81 % | 0.42 | 1 | |||
| Dec. 31, 2014 | 1.44 % | 0.61 | -7.44 % | 0.47 | 3 | |||
| March 31, 2015 | -1.67 % | 0.53 | -23.46 % | 0.33 | 1 | |||
| June 30, 2015 | -20.19 % | 0.22 | -24.44 % | 0.33 | 1 | |||
| Sept. 30, 2015 | 5.17 % | 0.70 | 8.46 % | 0.63 | 3 |