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 | 9.07 % | 0.73 | 20.75 % | 0.76 | ||||
Sept. 30, 2013 | 9.34 % | 0.80 | 11.46 % | 0.78 | ||||
Dec. 31, 2013 | -1.08 % | 0.40 | 9.79 % | 0.69 | ||||
March 31, 2014 | 2.85 % | 0.66 | 15.06 % | 0.72 | ||||
June 30, 2014 | 1.77 % | 0.52 | 11.80 % | 0.65 | ||||
Sept. 30, 2014 | 5.31 % | 0.71 | -0.35 % | 0.52 | ||||
Dec. 31, 2014 | 6.00 % | 0.79 | 3.10 % | 0.58 | ||||
March 31, 2015 | 1.61 % | 0.61 | -6.80 % | 0.43 | ||||
June 30, 2015 | -8.19 % | 0.33 | -9.54 % | 0.39 | ||||
Sept. 30, 2015 | 5.44 % | 0.77 | 10.95 % | 0.63 | ||||
Dec. 31, 2015 | -3.93 % | 0.42 | 8.17 % | 0.72 | ||||
March 31, 2016 | 3.68 % | 0.58 | 19.99 % | 0.81 | ||||
June 30, 2016 | 6.31 % | 0.69 | 20.08 % | 0.83 | ||||
Sept. 30, 2016 | -4.33 % | 0.30 | 19.04 % | 0.81 | ||||
Dec. 31, 2016 | 12.17 % | 0.86 | 36.59 % | 0.92 | ||||
March 31, 2017 | 7.74 % | 0.73 | 20.80 % | 0.64 | ||||
June 30, 2017 | 6.83 % | 0.72 | 19.21 % | 0.69 | ||||
Sept. 30, 2017 | 4.52 % | 0.72 | 20.72 % | 0.69 | ||||
Dec. 31, 2017 | 6.36 % | 0.67 | -1.66 % | 0.47 | ||||
March 31, 2018 | 6.72 % | 0.67 | 16.08 % | 0.73 | ||||
June 30, 2018 | 5.66 % | 0.61 | 13.02 % | 0.64 | ||||
Sept. 30, 2018 | -19.70 % | - | 3.82 % | 0.64 | ||||
Dec. 31, 2018 | 20.00 % | 0.88 | 42.85 % | 0.96 | ||||
March 31, 2019 | 6.68 % | 0.72 | -1.32 % | 0.41 | ||||
June 30, 2019 | -2.33 % | 0.32 | 29.60 % | 0.84 | ||||
Sept. 30, 2019 | 16.52 % | 0.86 | 64.19 % | 0.92 | ||||
Dec. 31, 2019 | -10.32 % | 0.24 | 58.12 % | 0.90 | ||||
March 31, 2020 | 36.19 % | 0.92 | 82.48 % | 0.97 | ||||
June 30, 2020 | 14.00 % | 0.93 | 45.72 % | 0.96 | ||||
Sept. 30, 2020 | 16.17 % | 0.91 | 31.05 % | 0.84 | ||||
Dec. 31, 2020 | -2.10 % | 0.27 | 7.24 % | 0.51 | ||||
March 31, 2021 | 14.19 % | 0.87 | -10.40 % | 0.37 | ||||
June 30, 2021 | -1.25 % | 0.34 | -48.56 % | 0.06 | ||||
Sept. 30, 2021 | -8.28 % | 0.38 | -51.67 % | 0.05 | ||||
Dec. 31, 2021 | -19.86 % | 0.07 | -44.79 % | 0.03 | ||||
March 31, 2022 | -31.65 % | 0.03 | -23.58 % | 0.14 | ||||
June 30, 2022 | 1.59 % | 0.52 | 29.52 % | 0.76 | ||||
Sept. 30, 2022 | 4.21 % | 0.63 | 20.52 % | 0.77 | ||||
Dec. 31, 2022 | 10.69 % | 0.60 | 36.59 % | 0.90 | ||||
March 31, 2023 | 9.15 % | 0.83 | 41.93 % | 0.86 | ||||
June 30, 2023 | -4.58 % | 0.34 | 28.61 % | 0.76 | ||||
Sept. 30, 2023 | 18.13 % | 0.92 | 40.46 % | 0.81 | ||||
Dec. 31, 2023 | 15.35 % | 0.80 | 32.89 % | 0.72 | ||||
March 31, 2024 | 2.48 % | 0.62 | 18.06 % | 0.58 | ||||
June 30, 2024 | 8.69 % | 0.62 | - | - | ||||
Sept. 30, 2024 | 11.08 % | 0.79 | - | - | ||||
Dec. 31, 2024 | -5.16 % | 0.23 | - | - | ||||
March 31, 2025 | - | - | - | - |