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 | 11.59 % | 0.73 | 40.06 % | 0.86 | ||||
Sept. 30, 2013 | 10.85 % | 0.77 | 28.66 % | 0.73 | ||||
Dec. 31, 2013 | 10.85 % | 0.61 | 21.67 % | 0.64 | ||||
March 31, 2014 | 2.76 % | 0.66 | 19.96 % | 0.61 | ||||
June 30, 2014 | -0.18 % | 0.34 | 14.31 % | 0.54 | ||||
Sept. 30, 2014 | 2.18 % | 0.68 | 1.12 % | 0.48 | ||||
Dec. 31, 2014 | 13.32 % | 0.62 | 6.64 % | 0.45 | ||||
March 31, 2015 | 3.57 % | 0.48 | -11.54 % | 0.40 | ||||
June 30, 2015 | -14.17 % | 0.21 | -18.60 % | 0.38 | ||||
Sept. 30, 2015 | 5.24 % | 0.62 | 0.72 % | 0.68 | ||||
Dec. 31, 2015 | -10.24 % | 0.48 | -2.11 % | 0.71 | ||||
March 31, 2016 | 0.60 % | 0.59 | 17.04 % | 0.78 | ||||
June 30, 2016 | 10.61 % | 0.71 | 22.57 % | 0.73 | ||||
Sept. 30, 2016 | - | - | - | - |