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 | 7.62 % | 0.74 | 24.47 % | 0.82 | ||||
Sept. 30, 2013 | 9.04 % | 0.77 | 16.09 % | 0.66 | ||||
Dec. 31, 2013 | 1.32 % | 0.55 | 11.39 % | 0.62 | ||||
March 31, 2014 | 5.07 % | 0.63 | 13.15 % | 0.62 | ||||
June 30, 2014 | -0.13 % | 0.29 | 7.86 % | 0.57 | ||||
Sept. 30, 2014 | 5.01 % | 0.73 | 0.58 % | 0.50 | ||||
Dec. 31, 2014 | 3.03 % | 0.59 | 1.01 % | 0.43 | ||||
March 31, 2015 | -0.04 % | 0.46 | -1.65 % | 0.40 | ||||
June 30, 2015 | -8.06 % | 0.23 | 0.35 % | 0.43 | ||||
Sept. 30, 2015 | 6.31 % | 0.62 | 14.32 % | 0.70 | ||||
Dec. 31, 2015 | 0.50 % | 0.53 | 13.50 % | 0.75 | ||||
March 31, 2016 | 2.89 % | 0.60 | 18.52 % | 0.77 | ||||
June 30, 2016 | 4.73 % | 0.70 | 19.76 % | 0.75 | ||||
Sept. 30, 2016 | 5.85 % | 0.65 | 28.32 % | 0.73 | ||||
Dec. 31, 2016 | 7.11 % | 0.58 | 22.14 % | 0.68 | ||||
March 31, 2017 | 3.25 % | 0.59 | 14.80 % | 0.63 | ||||
June 30, 2017 | 4.44 % | 0.67 | 15.83 % | 0.67 | ||||
Sept. 30, 2017 | 6.66 % | 0.63 | 18.05 % | 0.63 | ||||
Dec. 31, 2017 | -0.15 % | 0.43 | -5.28 % | 0.31 | ||||
March 31, 2018 | 4.13 % | 0.66 | 13.30 % | 0.55 | ||||
June 30, 2018 | 7.12 % | 0.58 | 8.84 % | 0.47 | ||||
Sept. 30, 2018 | -15.10 % | 0.10 | 2.24 % | 0.45 | ||||
Dec. 31, 2018 | 14.96 % | 0.85 | 31.16 % | 0.78 | ||||
March 31, 2019 | 4.34 % | 0.58 | -9.52 % | 0.19 | ||||
June 30, 2019 | 1.08 % | 0.49 | 5.87 % | 0.35 | ||||
Sept. 30, 2019 | 8.78 % | 0.73 | 15.83 % | 0.43 | ||||
Dec. 31, 2019 | -20.38 % | 0.07 | 19.16 % | 0.54 | ||||
March 31, 2020 | 22.62 % | 0.86 | 61.98 % | 0.94 | ||||
June 30, 2020 | 8.66 % | 0.55 | 43.94 % | 0.89 | ||||
Sept. 30, 2020 | 15.62 % | 0.88 | 31.29 % | 0.84 | ||||
Dec. 31, 2020 | 5.16 % | 0.75 | 22.92 % | 0.70 | ||||
March 31, 2021 | 8.86 % | 0.61 | 9.69 % | 0.50 | ||||
June 30, 2021 | 0.27 % | 0.40 | -16.28 % | 0.23 | ||||
Sept. 30, 2021 | 7.84 % | 0.59 | -18.98 % | 0.21 | ||||
Dec. 31, 2021 | -5.90 % | 0.33 | -18.30 % | 0.25 | ||||
March 31, 2022 | -16.94 % | 0.13 | -7.37 % | 0.32 | ||||
June 30, 2022 | -3.66 % | 0.38 | 21.17 % | 0.55 | ||||
Sept. 30, 2022 | 3.24 % | 0.66 | 21.85 % | 0.57 | ||||
Dec. 31, 2022 | 9.37 % | 0.54 | 33.89 % | 0.61 | ||||
March 31, 2023 | 11.01 % | 0.55 | 35.63 % | 0.62 | ||||
June 30, 2023 | -3.36 % | 0.34 | 24.27 % | 0.55 | ||||
Sept. 30, 2023 | 13.33 % | 0.76 | 34.54 % | 0.71 | ||||
Dec. 31, 2023 | 10.32 % | 0.58 | 25.52 % | 0.56 | ||||
March 31, 2024 | 2.54 % | 0.38 | 3.52 % | 0.47 | ||||
June 30, 2024 | 3.69 % | 0.70 | - | - | ||||
Sept. 30, 2024 | 4.10 % | 0.47 | - | - | ||||
Dec. 31, 2024 | -6.99 % | 0.32 | - | - | ||||
March 31, 2025 | - | - | - | - |