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 |
---|---|---|---|---|---|---|---|---|
Dec. 31, 2017 | -18.53 % | 0.33 | 53.59 % | 0.33 | ||||
March 31, 2018 | 39.68 % | 0.85 | 144.22 % | 0.50 | ||||
June 30, 2018 | 62.47 % | 0.69 | 80.14 % | 0.31 | ||||
Sept. 30, 2018 | -24.98 % | 0.33 | 5.33 % | 0.43 | ||||
Dec. 31, 2018 | 37.71 % | 0.81 | 179.31 % | 0.62 | ||||
March 31, 2019 | 10.44 % | 0.53 | 38.53 % | 0.33 | ||||
June 30, 2019 | -11.63 % | 0.55 | 44.10 % | 0.45 | ||||
Sept. 30, 2019 | 107.10 % | 0.75 | 28.58 % | 0.58 | ||||
Dec. 31, 2019 | -32.98 % | - | -28.35 % | 0.46 | ||||
March 31, 2020 | 17.06 % | 0.82 | -1.67 % | 0.83 | ||||
June 30, 2020 | -15.90 % | 0.77 | 4.64 % | 0.62 | ||||
Sept. 30, 2020 | 20.65 % | 0.75 | -0.84 % | 0.50 | ||||
Dec. 31, 2020 | -10.05 % | 0.38 | -48.32 % | 0.23 | ||||
March 31, 2021 | 15.52 % | 0.67 | -60.45 % | 0.33 | ||||
June 30, 2021 | -21.31 % | 0.33 | -76.85 % | - | ||||
Sept. 30, 2021 | -41.22 % | - | -33.70 % | 0.25 | ||||
Dec. 31, 2021 | 12.59 % | 0.50 | 15.97 % | 0.75 | ||||
March 31, 2022 | -15.58 % | - | 4.88 % | 0.50 | ||||
June 30, 2022 | 18.02 % | 0.75 | 40.82 % | 0.67 | ||||
Sept. 30, 2022 | 4.13 % | 0.75 | -22.47 % | - | ||||
Dec. 31, 2022 | 20.91 % | 0.50 | 2.83 % | 0.50 | ||||
March 31, 2023 | 13.04 % | 0.50 | 15.75 % | 0.33 | ||||
June 30, 2023 | -4.05 % | - | 26.03 % | 0.33 | ||||
Sept. 30, 2023 | 25.56 % | 0.33 | 163.40 % | 1.00 | ||||
Dec. 31, 2023 | 19.99 % | 1.00 | 102.95 % | 1.00 | ||||
March 31, 2024 | 21.16 % | 0.33 | 24.27 % | 1.00 | ||||
June 30, 2024 | 71.13 % | 1.00 | - | - | ||||
Sept. 30, 2024 | -6.02 % | 0.67 | - | - | ||||
Dec. 31, 2024 | -46.09 % | - | - | - | ||||
March 31, 2025 | - | - | - | - |