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 | 10.90 % | 0.75 | 24.21 % | 0.82 | ||||
Sept. 30, 2013 | 7.78 % | 0.79 | 5.93 % | 0.58 | ||||
Dec. 31, 2013 | 2.62 % | 0.56 | 6.86 % | 0.60 | ||||
March 31, 2014 | 2.69 % | 0.57 | 6.47 % | 0.59 | ||||
June 30, 2014 | -6.83 % | 0.29 | 6.03 % | 0.60 | ||||
Sept. 30, 2014 | 9.35 % | 0.77 | 0.57 % | 0.55 | ||||
Dec. 31, 2014 | 2.43 % | 0.60 | -6.14 % | 0.41 | ||||
March 31, 2015 | 0.11 % | 0.50 | -4.70 % | 0.39 | ||||
June 30, 2015 | -11.21 % | 0.17 | -3.23 % | 0.43 | ||||
Sept. 30, 2015 | 3.18 % | 0.61 | 14.50 % | 0.68 | ||||
Dec. 31, 2015 | 2.09 % | 0.55 | 24.78 % | 0.83 | ||||
March 31, 2016 | 1.89 % | 0.61 | 17.35 % | 0.71 | ||||
June 30, 2016 | 3.76 % | 0.71 | 20.29 % | 0.79 | ||||
Sept. 30, 2016 | 12.31 % | 0.74 | 24.13 % | 0.78 | ||||
Dec. 31, 2016 | -0.25 % | 0.43 | 13.75 % | 0.68 | ||||
March 31, 2017 | 2.75 % | 0.57 | 12.89 % | 0.69 |