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 | 17.03 % | 0.84 | 49.41 % | 0.83 | ||||
Sept. 30, 2013 | 9.76 % | 0.67 | 34.91 % | 0.72 | ||||
Dec. 31, 2013 | 14.54 % | 0.73 | 37.50 % | 0.74 | ||||
March 31, 2014 | 2.81 % | 0.54 | 33.61 % | 0.75 | ||||
June 30, 2014 | 3.08 % | 0.45 | 28.11 % | 0.78 | ||||
Sept. 30, 2014 | 9.23 % | 0.78 | 3.72 % | 0.53 | ||||
Dec. 31, 2014 | 12.42 % | 0.76 | 4.73 % | 0.50 | ||||
March 31, 2015 | 2.14 % | 0.57 | -17.37 % | 0.22 | ||||
June 30, 2015 | -15.94 % | 0.08 | -21.87 % | 0.28 | ||||
Sept. 30, 2015 | 8.79 % | 0.66 | 2.70 % | 0.49 | ||||
Dec. 31, 2015 | -15.59 % | 0.18 | -10.48 % | 0.38 | ||||
March 31, 2016 | 4.07 % | 0.50 | 16.08 % | 0.62 | ||||
June 30, 2016 | 9.23 % | 0.71 | 18.42 % | 0.66 | ||||
Sept. 30, 2016 | -9.03 % | 0.24 | 16.83 % | 0.56 | ||||
Dec. 31, 2016 | 12.00 % | 0.74 | 21.27 % | 0.63 | ||||
March 31, 2017 | 5.89 % | 0.59 | 9.64 % | 0.59 | ||||
June 30, 2017 | 7.36 % | 0.60 | 10.68 % | 0.64 | ||||
Sept. 30, 2017 | -3.68 % | 0.48 | 10.26 % | 0.64 | ||||
Dec. 31, 2017 | 0.93 % | 0.51 | -7.98 % | 0.38 | ||||
March 31, 2018 | 4.89 % | 0.63 | 13.93 % | 0.52 | ||||
June 30, 2018 | 6.03 % | 0.63 | 7.75 % | 0.47 | ||||
Sept. 30, 2018 | -19.90 % | 0.10 | -8.62 % | 0.28 | ||||
Dec. 31, 2018 | 24.79 % | 0.74 | 42.70 % | 0.66 | ||||
March 31, 2019 | 0.02 % | 0.38 | -2.14 % | 0.36 | ||||
June 30, 2019 | -11.62 % | 0.22 | 18.52 % | 0.63 | ||||
Sept. 30, 2019 | 37.04 % | 0.79 | 42.43 % | 0.73 | ||||
Dec. 31, 2019 | -17.12 % | 0.19 | 20.36 % | 0.64 | ||||
March 31, 2020 | 23.09 % | 0.87 | 36.86 % | 0.79 | ||||
June 30, 2020 | -2.32 % | 0.48 | 13.66 % | 0.57 | ||||
Sept. 30, 2020 | 26.97 % | 0.67 | 7.08 % | 0.47 | ||||
Dec. 31, 2020 | -10.15 % | 0.42 | -27.17 % | 0.32 | ||||
March 31, 2021 | -10.02 % | 0.37 | -33.80 % | 0.22 | ||||
June 30, 2021 | -9.18 % | 0.31 | -37.73 % | 0.14 | ||||
Sept. 30, 2021 | -11.42 % | 0.27 | -32.62 % | 0.18 | ||||
Dec. 31, 2021 | -14.86 % | 0.17 | -22.53 % | 0.26 | ||||
March 31, 2022 | -13.57 % | 0.24 | -12.78 % | 0.33 | ||||
June 30, 2022 | 4.39 % | 0.57 | 10.13 % | 0.48 | ||||
Sept. 30, 2022 | -0.01 % | 0.40 | -7.11 % | 0.37 | ||||
Dec. 31, 2022 | -2.46 % | 0.41 | 4.53 % | 0.48 | ||||
March 31, 2023 | 6.26 % | 0.54 | 20.79 % | 0.61 | ||||
June 30, 2023 | -13.00 % | 0.27 | 6.48 % | 0.41 | ||||
Sept. 30, 2023 | 16.52 % | 0.74 | 30.44 % | 0.59 | ||||
Dec. 31, 2023 | 16.24 % | 0.64 | 13.53 % | 0.35 | ||||
March 31, 2024 | -3.69 % | 0.32 | -9.78 % | 0.26 | ||||
June 30, 2024 | 9.78 % | 0.59 | - | - | ||||
Sept. 30, 2024 | -11.12 % | 0.28 | - | - | ||||
Dec. 31, 2024 | -11.44 % | 0.24 | - | - | ||||
March 31, 2025 | - | - | - | - |