Simulated Performance for ALGERT GLOBAL 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 | 10.67 % | 0.73 | 27.12 % | 0.79 | 8 | 6 | 6 | |
| Sept. 30, 2013 | 11.20 % | 0.76 | 12.22 % | 0.59 | 3 | 5 | 5 | |
| Dec. 31, 2013 | 3.56 % | 0.51 | 9.16 % | 0.59 | 5 | 6 | 6 | |
| March 31, 2014 | 2.64 % | 0.54 | 10.34 % | 0.59 | 6 | 6 | 6 | |
| June 30, 2014 | -5.25 % | 0.34 | 9.46 % | 0.54 | 9 | 7 | 7 | |
| Sept. 30, 2014 | 9.85 % | 0.70 | 4.93 % | 0.50 | 9 | 9 | 8 | |
| Dec. 31, 2014 | 3.86 % | 0.55 | -4.23 % | 0.41 | 4 | 5 | 5 | |
| March 31, 2015 | 0.82 % | 0.45 | -8.65 % | 0.35 | 3 | 5 | 5 | |
| June 30, 2015 | -10.30 % | 0.23 | -6.65 % | 0.41 | 4 | 6 | 4 | |
| Sept. 30, 2015 | 4.42 % | 0.57 | 14.88 % | 0.63 | 7 | 7 | 7 | |
| Dec. 31, 2015 | -0.13 % | 0.47 | 19.05 % | 0.70 | 9 | 8 | 8 | |
| March 31, 2016 | 1.09 % | 0.52 | 24.71 % | 0.72 | 9 | 7 | 7 | |
| June 30, 2016 | 10.36 % | 0.70 | 27.26 % | 0.73 | 9 | 7 | 7 | |
| Sept. 30, 2016 | 7.30 % | 0.66 | 22.46 % | 0.69 | 8 | 7 | 7 | |
| Dec. 31, 2016 | 2.72 % | 0.53 | 13.16 % | 0.62 | 2 | 3 | 3 | |
| March 31, 2017 | 2.15 % | 0.53 | 10.81 % | 0.60 | 4 | 4 | 3 | |
| June 30, 2017 | 5.48 % | 0.62 | 18.69 % | 0.68 | 8 | 7 | 6 | |
| Sept. 30, 2017 | 4.34 % | 0.55 | 13.41 % | 0.60 | 5 | 5 | 5 | |
| Dec. 31, 2017 | 1.16 % | 0.48 | -11.19 % | 0.32 | 3 | 5 | 5 | |
| March 31, 2018 | 7.80 % | 0.63 | 0.71 % | 0.47 | 2 | 3 | 4 | |
| June 30, 2018 | 3.69 % | 0.53 | -7.16 % | 0.35 | 2 | 3 | 3 | |
| Sept. 30, 2018 | -21.57 % | 0.08 | -9.61 % | 0.34 | 2 | 3 | 3 | |
| Dec. 31, 2018 | 16.67 % | 0.83 | 27.41 % | 0.72 | 4 | 5 | 5 | |
| March 31, 2019 | 2.47 % | 0.48 | -25.67 % | 0.15 | 2 | 3 | 4 | |
| June 30, 2019 | -2.48 % | 0.43 | -3.12 % | 0.39 | 3 | 4 | 5 | |
| Sept. 30, 2019 | 10.78 % | 0.76 | 7.66 % | 0.47 | 4 | 4 | 3 | |
| Dec. 31, 2019 | -30.77 % | 0.08 | 16.15 % | 0.58 | 5 | 4 | 5 | |
| March 31, 2020 | 27.68 % | 0.91 | 80.97 % | 0.96 | 8 | 6 | 7 | |
| June 30, 2020 | 7.97 % | 0.54 | 52.06 % | 0.87 | 8 | 6 | 6 | |
| Sept. 30, 2020 | 21.85 % | 0.84 | 39.79 % | 0.82 | 8 | 6 | 6 | |
| Dec. 31, 2020 | 9.11 % | 0.68 | 18.36 % | 0.64 | 3 | 6 | 5 | |
| March 31, 2021 | 7.25 % | 0.62 | 3.83 % | 0.46 | 3 | 6 | 6 | |
| June 30, 2021 | -1.55 % | 0.37 | -21.35 % | 0.22 | 3 | 6 | 3 | |
| Sept. 30, 2021 | 6.53 % | 0.61 | -21.54 % | 0.19 | 4 | 6 | 2 | |
| Dec. 31, 2021 | -7.34 % | 0.31 | -19.24 % | 0.24 | 5 | 6 | 3 | |
| March 31, 2022 | -15.90 % | 0.13 | -6.69 % | 0.33 | 7 | 7 | 6 | |
| June 30, 2022 | -2.38 % | 0.40 | 18.13 % | 0.57 | 6 | 7 | 8 | |
| Sept. 30, 2022 | 8.59 % | 0.67 | 16.23 % | 0.59 | 4 | 5 | 7 | |
| Dec. 31, 2022 | 5.80 % | 0.53 | 22.06 % | 0.63 | 5 | 6 | 7 | |
| March 31, 2023 | 5.47 % | 0.58 | 26.31 % | 0.65 | 6 | 6 | 8 | |
| June 30, 2023 | -3.12 % | 0.39 | 14.78 % | 0.59 | 4 | 5 | 5 | |
| Sept. 30, 2023 | 15.05 % | 0.76 | 28.89 % | 0.70 | 4 | 5 | 5 | |
| Dec. 31, 2023 | 6.44 % | 0.59 | 11.97 % | 0.57 | 2 | 4 | 2 | |
| March 31, 2024 | -2.66 % | 0.39 | -1.09 % | 0.44 | 2 | 4 | 2 | |
| June 30, 2024 | 8.83 % | 0.69 | 10.12 % | 0.56 | 4 | 4 | 2 | |
| Sept. 30, 2024 | 0.58 % | 0.49 | - | - | ||||
| Dec. 31, 2024 | -7.71 % | 0.28 | - | - | ||||
| March 31, 2025 | 8.14 % | 0.62 | - | - | ||||
| June 30, 2025 | - | - | - | - |