Simulated Performance for Bridgewater Associates, LP
| 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 | 7.34 % | 0.73 | 27.97 % | 0.87 | ||||
| Sept. 30, 2013 | 9.51 % | 0.81 | 19.86 % | 0.82 | ||||
| Dec. 31, 2013 | 4.32 % | 0.68 | 9.27 % | 0.66 | ||||
| March 31, 2014 | 7.25 % | 0.76 | 4.73 % | 0.63 | ||||
| June 30, 2014 | -2.39 % | 0.39 | -4.30 % | 0.54 | ||||
| Sept. 30, 2014 | 0.11 % | 0.65 | -12.69 % | 0.45 | ||||
| Dec. 31, 2014 | -0.64 % | 0.56 | -11.15 % | 0.41 | ||||
| March 31, 2015 | -1.71 % | 0.36 | -6.15 % | 0.43 | ||||
| June 30, 2015 | -12.99 % | 0.23 | 2.47 % | 0.53 | ||||
| Sept. 30, 2015 | 3.21 % | 0.67 | 20.96 % | 0.78 | ||||
| Dec. 31, 2015 | 8.85 % | 0.72 | 19.76 % | 0.79 | ||||
| March 31, 2016 | 4.85 % | 0.63 | 20.71 % | 0.78 | ||||
| June 30, 2016 | 5.35 % | 0.67 | 12.19 % | 0.74 | ||||
| Sept. 30, 2016 | 2.15 % | 0.53 | 10.06 % | 0.67 | ||||
| Dec. 31, 2016 | 2.98 % | 0.68 | 14.87 % | 0.75 | ||||
| March 31, 2017 | -4.49 % | 0.54 | 5.63 % | 0.67 | ||||
| June 30, 2017 | 4.36 % | 0.71 | 17.90 % | 0.69 | ||||
| Sept. 30, 2017 | 7.76 % | 0.77 | 17.00 % | 0.67 | ||||
| Dec. 31, 2017 | -4.14 % | 0.35 | -12.07 % | 0.31 | ||||
| March 31, 2018 | 4.12 % | 0.60 | 4.56 % | 0.64 | ||||
| June 30, 2018 | 4.95 % | 0.67 | 2.57 % | 0.63 | ||||
| Sept. 30, 2018 | -15.82 % | 0.17 | -1.16 % | 0.58 | ||||
| Dec. 31, 2018 | 15.76 % | 0.93 | 25.51 % | 0.86 | ||||
| March 31, 2019 | -0.79 % | 0.57 | -25.31 % | 0.19 | ||||
| June 30, 2019 | -2.24 % | 0.52 | -10.29 % | 0.34 | ||||
| Sept. 30, 2019 | 9.24 % | 0.79 | 0.26 % | 0.54 | ||||
| Dec. 31, 2019 | -29.39 % | 0.04 | 17.35 % | 0.65 | ||||
| March 31, 2020 | 21.55 % | 0.89 | 64.68 % | 0.98 | ||||
| June 30, 2020 | 15.97 % | 0.75 | 35.42 % | 0.95 | ||||
| Sept. 30, 2020 | 12.82 % | 0.86 | 7.35 % | 0.85 | ||||
| Dec. 31, 2020 | 1.34 % | 0.74 | 5.44 % | 0.74 | ||||
| March 31, 2021 | 3.96 % | 0.67 | -0.52 % | 0.55 | ||||
| June 30, 2021 | -3.02 % | 0.40 | -12.59 % | 0.23 | ||||
| Sept. 30, 2021 | 6.58 % | 0.63 | -16.19 % | 0.20 | ||||
| Dec. 31, 2021 | -7.85 % | 0.40 | -11.03 % | 0.31 | ||||
| March 31, 2022 | -7.54 % | 0.15 | -1.74 % | 0.35 | ||||
| June 30, 2022 | -5.32 % | 0.34 | 12.10 % | 0.61 | ||||
| Sept. 30, 2022 | 10.92 % | 0.74 | 13.79 % | 0.65 | ||||
| Dec. 31, 2022 | 2.08 % | 0.56 | 9.17 % | 0.61 | ||||
| March 31, 2023 | 3.74 % | 0.52 | 16.34 % | 0.62 | ||||
| June 30, 2023 | -3.86 % | 0.36 | 11.04 % | 0.56 | ||||
| Sept. 30, 2023 | 9.55 % | 0.77 | 26.32 % | 0.74 | ||||
| Dec. 31, 2023 | 9.55 % | 0.70 | 13.84 % | 0.58 | ||||
| March 31, 2024 | 1.06 % | 0.37 | - | - | ||||
| June 30, 2024 | 5.95 % | 0.72 | - | - | ||||
| Sept. 30, 2024 | 0.65 % | 0.44 | - | - |