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 | 9.68 % | 0.77 | 23.59 % | 0.87 | ||||
Sept. 30, 2013 | 10.46 % | 0.83 | 11.45 % | 0.74 | ||||
Dec. 31, 2013 | -1.76 % | 0.55 | 3.98 % | 0.65 | ||||
March 31, 2014 | 3.74 % | 0.68 | 10.09 % | 0.65 | ||||
June 30, 2014 | -0.41 % | 0.42 | 5.49 % | 0.54 | ||||
Sept. 30, 2014 | 1.98 % | 0.63 | -4.01 % | 0.42 | ||||
Dec. 31, 2014 | 2.95 % | 0.54 | -1.34 % | 0.40 | ||||
March 31, 2015 | 0.65 % | 0.45 | -5.70 % | 0.41 | ||||
June 30, 2015 | -8.45 % | 0.23 | -4.80 % | 0.45 | ||||
Sept. 30, 2015 | 5.38 % | 0.67 | 9.83 % | 0.74 | ||||
Dec. 31, 2015 | -2.53 % | 0.55 | 8.99 % | 0.73 | ||||
March 31, 2016 | 4.01 % | 0.65 | 18.35 % | 0.79 | ||||
June 30, 2016 | 3.60 % | 0.60 | 19.26 % | 0.76 | ||||
Sept. 30, 2016 | -0.36 % | 0.53 | 19.70 % | 0.75 | ||||
Dec. 31, 2016 | 8.96 % | 0.75 | 25.66 % | 0.77 | ||||
March 31, 2017 | 5.59 % | 0.65 | 18.65 % | 0.68 | ||||
June 30, 2017 | 3.92 % | 0.70 | 20.12 % | 0.68 |