Simulated Performance for LITTLEJOHN & CO 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 |
|---|---|---|---|---|---|---|---|---|
| March 31, 2021 | 11.61 % | 0.67 | 2.41 % | 0.36 | 3 | 6 | 6 | |
| June 30, 2021 | -4.71 % | 0.53 | -23.10 % | 0.49 | 3 | 5 | 6 | |
| Sept. 30, 2021 | 4.23 % | 0.58 | -23.47 % | 0.59 | 3 | 6 | 6 | |
| Dec. 31, 2021 | -6.85 % | 0.66 | -24.95 % | 0.59 | 3 | 4 | 5 | |
| March 31, 2022 | -22.14 % | 0.52 | -10.33 % | 0.62 | 4 | 5 | 6 | |
| June 30, 2022 | -5.65 % | 0.78 | 11.99 % | 0.69 | 3 | 5 | 5 | |
| Sept. 30, 2022 | 2.35 % | 0.50 | 13.46 % | 0.60 | 3 | 5 | 5 | |
| Dec. 31, 2022 | 15.14 % | 0.59 | 32.80 % | 0.71 | 8 | 8 | 7 | |
| March 31, 2023 | -0.97 % | 0.44 | 18.34 % | 0.43 | 3 | 4 | 4 | |
| June 30, 2023 | -9.42 % | 0.21 | 10.52 % | 0.54 | 2 | 4 | 4 | |
| Sept. 30, 2023 | 29.02 % | 0.62 | 59.99 % | 0.58 | 10 | 10 | 10 | |
| Dec. 31, 2023 | 3.53 % | 0.55 | 24.04 % | 0.60 | 7 | 7 | 7 | |
| March 31, 2024 | 0.44 % | 0.45 | 16.94 % | 0.45 | 10 | 9 | 9 | |
| June 30, 2024 | 38.10 % | 0.67 | - | - | ||||
| Sept. 30, 2024 | -2.17 % | 0.27 | - | - | ||||
| Dec. 31, 2024 | -14.90 % | 0.10 | - | - | ||||
| March 31, 2025 | - | - | - | - |