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, 2019 | -23.58 % | 0.19 | 34.73 % | 0.44 | 9 | 7 | 7 | |
March 31, 2020 | 33.10 % | 0.90 | 46.52 % | 0.50 | 2 | 2 | 2 | |
June 30, 2020 | -0.42 % | 0.44 | 51.49 % | 0.62 | 8 | 5 | 5 | |
Sept. 30, 2020 | 21.99 % | 0.60 | -8.25 % | 0.53 | 1 | 1 | 1 | |
Dec. 31, 2020 | -6.66 % | 0.26 | -31.28 % | 0.16 | 1 | 1 | 1 | |
March 31, 2021 | -1.72 % | 0.40 | -26.72 % | 0.30 | 1 | 2 | 2 | |
June 30, 2021 | -18.65 % | 0.13 | -51.38 % | - | 1 | 1 | 1 | |
Sept. 30, 2021 | -4.37 % | 0.57 | -14.63 % | 0.57 | 7 | 8 | 8 | |
Dec. 31, 2021 | 9.06 % | 0.50 | -7.12 % | 0.50 | 9 | 9 | 9 | |
March 31, 2022 | -12.32 % | - | -20.17 % | - | 2 | 2 | 3 | |
June 30, 2022 | - | - | - | - | ||||
Sept. 30, 2022 | - | - | - | - | ||||
Dec. 31, 2022 | - | - | - | - | ||||
March 31, 2023 | 4.71 % | 0.50 | -24.58 % | - | 1 | 1 | 1 | |
June 30, 2023 | -27.80 % | - | -26.23 % | - | 1 | 1 | 1 | |
Sept. 30, 2023 | 17.11 % | 1.00 | 13.06 % | 1.00 | 1 | 2 | 2 | |
Dec. 31, 2023 | - | - | - | - |