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, 2016 | 6.23 % | 0.72 | 25.37 % | 0.69 | ||||
March 31, 2017 | 3.14 % | 0.65 | 18.66 % | 0.64 | ||||
June 30, 2017 | 4.91 % | 0.66 | 37.49 % | 0.69 | ||||
Sept. 30, 2017 | 4.07 % | 0.50 | 33.93 % | 0.67 | ||||
Dec. 31, 2017 | 1.71 % | 0.50 | -8.82 % | 0.28 | ||||
March 31, 2018 | 6.66 % | 0.59 | 7.57 % | 0.56 | ||||
June 30, 2018 | 4.68 % | 0.49 | 7.76 % | 0.40 | ||||
Sept. 30, 2018 | -22.08 % | 0.03 | -2.17 % | 0.39 | ||||
Dec. 31, 2018 | 16.29 % | 0.90 | 31.49 % | 0.87 | ||||
March 31, 2019 | 7.56 % | 0.64 | -40.61 % | - | ||||
June 30, 2019 | -2.29 % | 0.42 | -22.66 % | 0.29 | ||||
Sept. 30, 2019 | -0.98 % | 0.76 | -19.14 % | 0.28 | ||||
Dec. 31, 2019 | -39.09 % | - | 10.95 % | 0.38 | ||||
March 31, 2020 | 28.01 % | 0.94 | 83.83 % | 0.96 | ||||
June 30, 2020 | 9.72 % | 0.69 | 93.22 % | 0.97 | ||||
Sept. 30, 2020 | 38.65 % | 0.98 | 76.14 % | 0.91 | ||||
Dec. 31, 2020 | 10.35 % | 0.74 | 21.47 % | 0.64 | ||||
March 31, 2021 | 5.00 % | 0.72 | -4.59 % | 0.44 | ||||
June 30, 2021 | -8.00 % | 0.30 | -29.08 % | 0.13 | ||||
Sept. 30, 2021 | 1.61 % | 0.47 | -24.60 % | 0.17 | ||||
Dec. 31, 2021 | -1.25 % | 0.41 | -20.30 % | 0.23 | ||||
March 31, 2022 | -23.10 % | 0.10 | -14.61 % | 0.40 | ||||
June 30, 2022 | -2.37 % | 0.38 | 16.96 % | 0.56 | ||||
Sept. 30, 2022 | 7.27 % | 0.60 | 18.97 % | 0.48 | ||||
Dec. 31, 2022 | 9.41 % | 0.60 | 25.84 % | 0.72 | ||||
March 31, 2023 | 2.72 % | 0.54 | 25.18 % | 0.65 | ||||
June 30, 2023 | -3.40 % | 0.29 | 24.32 % | 0.72 | ||||
Sept. 30, 2023 | 20.99 % | 0.91 | 32.02 % | 0.71 | ||||
Dec. 31, 2023 | 8.27 % | 0.71 | 17.75 % | 0.65 | ||||
March 31, 2024 | -2.10 % | 0.49 | - | - | ||||
June 30, 2024 | 10.85 % | 0.76 | - | - | ||||
Sept. 30, 2024 | 0.43 % | 0.48 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |