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 | 7.29 % | 0.76 | 21.67 % | 0.94 | ||||
Sept. 30, 2013 | 9.73 % | 0.91 | 15.03 % | 0.91 | ||||
Dec. 31, 2013 | 1.21 % | 0.56 | 11.84 % | 0.77 | ||||
March 31, 2014 | 3.46 % | 0.71 | 11.55 % | 0.73 | ||||
June 30, 2014 | 0.60 % | 0.52 | 7.64 % | 0.68 | ||||
Sept. 30, 2014 | 6.50 % | 0.74 | -1.40 % | 0.49 | ||||
Dec. 31, 2014 | 0.66 % | 0.55 | 1.62 % | 0.54 | ||||
March 31, 2015 | -0.14 % | 0.46 | 1.17 % | 0.51 | ||||
June 30, 2015 | -7.72 % | 0.25 | 2.13 % | 0.53 | ||||
Sept. 30, 2015 | 9.61 % | 0.75 | 15.66 % | 0.80 | ||||
Dec. 31, 2015 | -0.10 % | 0.56 | 13.50 % | 0.83 | ||||
March 31, 2016 | 1.55 % | 0.64 | 15.20 % | 0.86 | ||||
June 30, 2016 | 4.09 % | 0.62 | 16.86 % | 0.77 | ||||
Sept. 30, 2016 | 5.46 % | 0.63 | 17.09 % | 0.80 | ||||
Dec. 31, 2016 | 3.65 % | 0.75 | 18.64 % | 0.79 | ||||
March 31, 2017 | 3.22 % | 0.65 | 14.24 % | 0.71 | ||||
June 30, 2017 | 4.34 % | 0.73 | 14.05 % | 0.72 | ||||
Sept. 30, 2017 | 7.24 % | 0.77 | 18.57 % | 0.72 | ||||
Dec. 31, 2017 | -0.71 % | 0.48 | -1.26 % | 0.37 | ||||
March 31, 2018 | 2.91 % | 0.61 | 16.20 % | 0.63 | ||||
June 30, 2018 | 9.45 % | 0.77 | 13.61 % | 0.68 | ||||
Sept. 30, 2018 | -11.19 % | 0.12 | 6.03 % | 0.54 | ||||
Dec. 31, 2018 | 13.59 % | 0.87 | 30.31 % | 0.88 | ||||
March 31, 2019 | 3.40 % | 0.64 | -8.05 % | 0.30 | ||||
June 30, 2019 | 1.80 % | 0.57 | 6.98 % | 0.47 | ||||
Sept. 30, 2019 | 9.51 % | 0.80 | 16.19 % | 0.60 | ||||
Dec. 31, 2019 | -19.02 % | 0.07 | 16.85 % | 0.64 | ||||
March 31, 2020 | 19.34 % | 0.93 | 52.71 % | 0.97 | ||||
June 30, 2020 | 8.31 % | 0.68 | 37.51 % | 0.95 | ||||
Sept. 30, 2020 | 12.83 % | 0.83 | 26.52 % | 0.88 | ||||
Dec. 31, 2020 | 5.65 % | 0.74 | 23.63 % | 0.81 | ||||
March 31, 2021 | 7.34 % | 0.74 | 13.26 % | 0.66 | ||||
June 30, 2021 | -0.64 % | 0.43 | -9.56 % | 0.30 | ||||
Sept. 30, 2021 | 10.03 % | 0.71 | -12.91 % | 0.23 | ||||
Dec. 31, 2021 | -3.95 % | 0.34 | -13.49 % | 0.31 | ||||
March 31, 2022 | -14.44 % | 0.15 | -4.34 % | 0.35 | ||||
June 30, 2022 | -4.40 % | 0.31 | 19.64 % | 0.65 | ||||
Sept. 30, 2022 | 9.32 % | 0.79 | 21.69 % | 0.72 |