Simulated Performance for BRIDGEWAY CAPITAL MANAGEMENT, 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 |
|---|---|---|---|---|---|---|---|---|
| June 30, 2013 | 7.26 % | 0.74 | 24.70 % | 0.77 | ||||
| Sept. 30, 2013 | 11.55 % | 0.75 | 14.48 % | 0.62 | ||||
| Dec. 31, 2013 | 2.34 % | 0.52 | 10.02 % | 0.59 | ||||
| March 31, 2014 | 3.28 % | 0.52 | 8.73 % | 0.55 | ||||
| June 30, 2014 | -2.81 % | 0.33 | 4.79 % | 0.57 | ||||
| Sept. 30, 2014 | 5.69 % | 0.67 | -1.64 % | 0.49 | ||||
| Dec. 31, 2014 | 1.60 % | 0.54 | -2.67 % | 0.47 | ||||
| March 31, 2015 | -0.39 % | 0.50 | -4.29 % | 0.39 | ||||
| June 30, 2015 | -8.92 % | 0.27 | -2.91 % | 0.41 | ||||
| Sept. 30, 2015 | 4.38 % | 0.58 | 13.04 % | 0.64 | ||||
| Dec. 31, 2015 | 0.95 % | 0.45 | 21.23 % | 0.74 | ||||
| March 31, 2016 | 2.42 % | 0.58 | 21.16 % | 0.73 | ||||
| June 30, 2016 | 5.59 % | 0.69 | 20.33 % | 0.72 | ||||
| Sept. 30, 2016 | 8.96 % | 0.68 | 20.30 % | 0.68 | ||||
| Dec. 31, 2016 | 1.88 % | 0.49 | 13.72 % | 0.59 | ||||
| March 31, 2017 | 0.91 % | 0.53 | 10.64 % | 0.60 | ||||
| June 30, 2017 | 4.84 % | 0.64 | 14.26 % | 0.64 | ||||
| Sept. 30, 2017 | 6.34 % | 0.56 | 13.15 % | 0.57 | ||||
| Dec. 31, 2017 | -0.43 % | 0.44 | -11.32 % | 0.28 | ||||
| March 31, 2018 | 3.07 % | 0.62 | 2.36 % | 0.44 | ||||
| June 30, 2018 | 3.75 % | 0.48 | -1.11 % | 0.35 | ||||
| Sept. 30, 2018 | -17.41 % | 0.10 | -4.94 % | 0.34 | ||||
| Dec. 31, 2018 | 11.42 % | 0.75 | 24.33 % | 0.66 | ||||
| March 31, 2019 | 2.74 % | 0.50 | -23.80 % | 0.15 | ||||
| June 30, 2019 | 0.01 % | 0.45 | -11.98 % | 0.29 | ||||
| Sept. 30, 2019 | 7.71 % | 0.67 | -5.78 % | 0.36 | ||||
| Dec. 31, 2019 | -33.10 % | 0.06 | 2.52 % | 0.47 | ||||
| March 31, 2020 | 20.04 % | 0.81 | 82.17 % | 0.93 | ||||
| June 30, 2020 | 5.10 % | 0.50 | 62.16 % | 0.88 | ||||
| Sept. 30, 2020 | 22.77 % | 0.86 | 54.57 % | 0.87 | ||||
| Dec. 31, 2020 | 18.68 % | 0.83 | 33.80 % | 0.73 | ||||
| March 31, 2021 | 7.30 % | 0.59 | 12.44 % | 0.51 | ||||
| June 30, 2021 | -1.11 % | 0.44 | -11.16 % | 0.28 | ||||
| Sept. 30, 2021 | 5.49 % | 0.53 | -14.03 % | 0.24 | ||||
| Dec. 31, 2021 | 0.07 % | 0.40 | -8.16 % | 0.31 | ||||
| March 31, 2022 | -13.65 % | 0.16 | -7.26 % | 0.29 | ||||
| June 30, 2022 | -4.09 % | 0.34 | 9.97 % | 0.46 | ||||
| Sept. 30, 2022 | 10.89 % | 0.61 | 17.27 % | 0.49 | ||||
| Dec. 31, 2022 | 0.60 % | 0.44 | 18.76 % | 0.53 | ||||
| March 31, 2023 | 3.31 % | 0.47 | 22.44 % | 0.59 | ||||
| June 30, 2023 | -0.46 % | 0.42 | 15.97 % | 0.54 | ||||
| Sept. 30, 2023 | 14.03 % | 0.70 | 26.55 % | 0.66 | ||||
| Dec. 31, 2023 | 5.34 % | 0.51 | 12.08 % | 0.54 | ||||
| March 31, 2024 | -2.73 % | 0.38 | -0.82 % | 0.45 | ||||
| June 30, 2024 | 7.96 % | 0.63 | 7.37 % | 0.55 | ||||
| Sept. 30, 2024 | 1.14 % | 0.52 | 11.22 % | 0.56 | ||||
| Dec. 31, 2024 | -8.58 % | 0.25 | - | - | ||||
| March 31, 2025 | 6.57 % | 0.63 | - | - | ||||
| June 30, 2025 | 10.57 % | 0.67 | - | - | ||||
| Sept. 30, 2025 | - | - | - | - |