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 | 5.42 % | 0.78 | 26.51 % | 0.81 | ||||
Sept. 30, 2013 | 10.04 % | 0.83 | 25.27 % | 0.89 | ||||
Dec. 31, 2013 | 2.95 % | 0.60 | 17.06 % | 0.71 | ||||
March 31, 2014 | 5.95 % | 0.79 | 19.75 % | 0.78 | ||||
June 30, 2014 | 0.85 % | 0.37 | 14.22 % | 0.72 | ||||
Sept. 30, 2014 | 6.06 % | 0.82 | -1.96 % | 0.53 | ||||
Dec. 31, 2014 | 3.47 % | 0.67 | -9.67 % | 0.43 | ||||
March 31, 2015 | 2.16 % | 0.58 | -14.44 % | 0.32 | ||||
June 30, 2015 | -14.53 % | 0.09 | -15.07 % | 0.30 | ||||
Sept. 30, 2015 | 1.81 % | 0.51 | 3.28 % | 0.53 | ||||
Dec. 31, 2015 | -2.45 % | 0.43 | 4.96 % | 0.67 | ||||
March 31, 2016 | 3.07 % | 0.57 | 15.89 % | 0.74 | ||||
June 30, 2016 | 2.64 % | 0.73 | 21.82 % | 0.80 | ||||
Sept. 30, 2016 | 2.63 % | 0.56 | 22.26 % | 0.66 | ||||
Dec. 31, 2016 | 10.42 % | 0.85 | 28.64 % | 0.77 | ||||
March 31, 2017 | 5.11 % | 0.63 | 13.38 % | 0.61 | ||||
June 30, 2017 | 4.71 % | 0.70 | 11.37 % | 0.61 | ||||
Sept. 30, 2017 | 5.45 % | 0.71 | 16.26 % | 0.57 | ||||
Dec. 31, 2017 | -3.70 % | 0.33 | -11.40 % | 0.27 | ||||
March 31, 2018 | 2.75 % | 0.54 | 7.04 % | 0.48 | ||||
June 30, 2018 | 8.72 % | 0.67 | 1.00 % | 0.49 | ||||
Sept. 30, 2018 | -17.01 % | 0.07 | -5.99 % | 0.39 | ||||
Dec. 31, 2018 | 14.93 % | 0.85 | 23.85 % | 0.79 | ||||
March 31, 2019 | -0.41 % | 0.56 | -20.53 % | 0.30 | ||||
June 30, 2019 | -4.16 % | 0.41 | -2.11 % | 0.52 | ||||
Sept. 30, 2019 | 19.71 % | 0.86 | 11.65 % | 0.65 | ||||
Dec. 31, 2019 | -31.73 % | 0.08 | 12.80 % | 0.73 | ||||
March 31, 2020 | 23.72 % | 0.91 | 101.87 % | 0.98 | ||||
June 30, 2020 | 9.37 % | 0.71 | 83.19 % | 0.95 | ||||
Sept. 30, 2020 | 30.25 % | 0.89 | 67.15 % | 0.87 | ||||
Dec. 31, 2020 | 20.55 % | 0.83 | 41.69 % | 0.74 | ||||
March 31, 2021 | 6.87 % | 0.59 | 13.34 % | 0.56 | ||||
June 30, 2021 | -5.31 % | 0.30 | -18.48 % | 0.25 | ||||
Sept. 30, 2021 | 6.10 % | 0.50 | -14.59 % | 0.24 | ||||
Dec. 31, 2021 | 1.62 % | 0.43 | -13.08 % | 0.30 | ||||
March 31, 2022 | -18.27 % | 0.17 | -12.07 % | 0.33 | ||||
June 30, 2022 | -2.09 % | 0.45 | 19.02 % | 0.63 | ||||
Sept. 30, 2022 | 8.28 % | 0.65 | 16.59 % | 0.66 | ||||
Dec. 31, 2022 | 4.19 % | 0.70 | 22.08 % | 0.67 | ||||
March 31, 2023 | 11.99 % | 0.69 | 32.55 % | 0.71 | ||||
June 30, 2023 | -9.69 % | 0.37 | 12.89 % | 0.56 | ||||
Sept. 30, 2023 | 14.68 % | 0.79 | 41.32 % | 0.76 | ||||
Dec. 31, 2023 | 14.58 % | 0.71 | 10.31 % | 0.53 | ||||
March 31, 2024 | -3.54 % | 0.33 | -4.02 % | 0.37 | ||||
June 30, 2024 | 10.63 % | 0.77 | - | - | ||||
Sept. 30, 2024 | -7.29 % | 0.45 | - | - | ||||
Dec. 31, 2024 | -0.16 % | 0.29 | - | - | ||||
March 31, 2025 | - | - | - | - |