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 | 5.62 % | 0.74 | 23.78 % | 0.80 | ||||
Sept. 30, 2013 | 9.87 % | 0.75 | 18.56 % | 0.63 | ||||
Dec. 31, 2013 | 2.08 % | 0.54 | 13.15 % | 0.60 | ||||
March 31, 2014 | 5.35 % | 0.61 | 12.26 % | 0.60 | ||||
June 30, 2014 | 0.62 % | 0.29 | 7.08 % | 0.56 | ||||
Sept. 30, 2014 | 4.95 % | 0.71 | -1.46 % | 0.49 | ||||
Dec. 31, 2014 | 1.27 % | 0.58 | -0.14 % | 0.43 | ||||
March 31, 2015 | 0.15 % | 0.47 | 0.42 % | 0.39 | ||||
June 30, 2015 | -7.44 % | 0.22 | 2.27 % | 0.42 | ||||
Sept. 30, 2015 | 6.62 % | 0.62 | 14.78 % | 0.69 | ||||
Dec. 31, 2015 | 1.21 % | 0.52 | 13.13 % | 0.73 | ||||
March 31, 2016 | 2.86 % | 0.59 | 16.49 % | 0.76 | ||||
June 30, 2016 | 3.90 % | 0.70 | 16.82 % | 0.75 | ||||
Sept. 30, 2016 | 2.92 % | 0.64 | 17.50 % | 0.72 | ||||
Dec. 31, 2016 | 5.94 % | 0.58 | 20.61 % | 0.66 | ||||
March 31, 2017 | 2.97 % | 0.54 | 13.42 % | 0.59 | ||||
June 30, 2017 | 4.58 % | 0.64 | 14.31 % | 0.63 | ||||
Sept. 30, 2017 | 6.05 % | 0.58 | 16.05 % | 0.58 | ||||
Dec. 31, 2017 | -0.59 % | 0.43 | -6.47 % | 0.30 | ||||
March 31, 2018 | 3.86 % | 0.63 | 10.60 % | 0.50 | ||||
June 30, 2018 | 6.52 % | 0.53 | 7.45 % | 0.43 | ||||
Sept. 30, 2018 | -14.39 % | 0.12 | 2.43 % | 0.40 | ||||
Dec. 31, 2018 | 14.14 % | 0.81 | 30.20 % | 0.71 | ||||
March 31, 2019 | 3.58 % | 0.53 | -11.30 % | 0.18 | ||||
June 30, 2019 | 1.13 % | 0.45 | 3.94 % | 0.33 | ||||
Sept. 30, 2019 | 8.90 % | 0.69 | 13.94 % | 0.41 | ||||
Dec. 31, 2019 | -21.45 % | 0.08 | 17.43 % | 0.51 | ||||
March 31, 2020 | 21.54 % | 0.84 | 61.54 % | 0.92 | ||||
June 30, 2020 | 8.66 % | 0.52 | 43.60 % | 0.86 | ||||
Sept. 30, 2020 | 14.74 % | 0.85 | 31.45 % | 0.81 | ||||
Dec. 31, 2020 | 6.66 % | 0.74 | 25.12 % | 0.65 | ||||
March 31, 2021 | 7.87 % | 0.59 | 11.06 % | 0.46 | ||||
June 30, 2021 | -0.54 % | 0.38 | -13.41 % | 0.22 | ||||
Sept. 30, 2021 | 9.03 % | 0.49 | -17.34 % | 0.19 | ||||
Dec. 31, 2021 | -5.41 % | 0.34 | -18.30 % | 0.24 | ||||
March 31, 2022 | -16.15 % | 0.14 | -8.16 % | 0.28 | ||||
June 30, 2022 | -4.61 % | 0.36 | 17.63 % | 0.50 | ||||
Sept. 30, 2022 | 7.71 % | 0.59 | 19.31 % | 0.51 | ||||
Dec. 31, 2022 | 6.51 % | 0.52 | 24.35 % | 0.55 | ||||
March 31, 2023 | 7.58 % | 0.52 | 27.07 % | 0.57 | ||||
June 30, 2023 | -3.40 % | 0.34 | 21.33 % | 0.50 | ||||
Sept. 30, 2023 | 12.05 % | 0.69 | 34.01 % | 0.65 | ||||
Dec. 31, 2023 | 9.60 % | 0.54 | 22.31 % | 0.52 | ||||
March 31, 2024 | 2.63 % | 0.37 | - | - | ||||
June 30, 2024 | 6.30 % | 0.64 | - | - |