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 |
---|---|---|---|---|---|---|---|---|
March 31, 2014 | -11.35 % | 0.50 | -36.03 % | 0.33 | ||||
June 30, 2014 | -28.65 % | 0.20 | -22.19 % | 0.40 | ||||
Sept. 30, 2014 | -2.45 % | 0.33 | -16.57 % | 0.33 | ||||
Dec. 31, 2014 | 9.65 % | 0.67 | -22.04 % | 0.17 | ||||
March 31, 2015 | -21.61 % | 0.57 | -52.60 % | 0.14 | ||||
June 30, 2015 | -28.48 % | 0.11 | -63.29 % | 0.11 | ||||
Sept. 30, 2015 | -13.27 % | 0.22 | -49.13 % | - | ||||
Dec. 31, 2015 | -17.77 % | 0.22 | -47.88 % | - | ||||
March 31, 2016 | -32.15 % | - | -26.39 % | 0.22 | ||||
June 30, 2016 | 3.74 % | 0.60 | 0.48 % | 0.60 | ||||
Sept. 30, 2016 | -9.21 % | 0.22 | -10.56 % | 0.44 | ||||
Dec. 31, 2016 | 15.35 % | 0.75 | -27.60 % | 0.33 | ||||
March 31, 2017 | -6.80 % | 0.11 | -24.21 % | 0.22 | ||||
June 30, 2017 | -9.17 % | 0.50 | -17.40 % | 0.25 | ||||
Sept. 30, 2017 | -21.31 % | 0.11 | -10.52 % | 0.22 | ||||
Dec. 31, 2017 | 20.66 % | 0.50 | -50.07 % | 0.10 | ||||
March 31, 2018 | -7.96 % | 0.45 | -28.13 % | 0.36 | ||||
June 30, 2018 | 9.99 % | 0.42 | -16.13 % | 0.17 | ||||
Sept. 30, 2018 | -48.92 % | 0.08 | -19.49 % | 0.17 | ||||
Dec. 31, 2018 | 30.82 % | 0.67 | 134.16 % | 0.33 | ||||
March 31, 2019 | 14.12 % | 0.17 | 27.19 % | 0.25 | ||||
June 30, 2019 | 1.79 % | 0.17 | 82.72 % | 0.58 | ||||
Sept. 30, 2019 | 52.50 % | 0.60 | 98.96 % | 0.60 | ||||
Dec. 31, 2019 | -3.72 % | 0.50 | 203.36 % | 0.70 | ||||
March 31, 2020 | 38.30 % | 0.89 | 189.90 % | 0.78 | ||||
June 30, 2020 | 9.54 % | 0.33 | 105.43 % | 0.67 | ||||
Sept. 30, 2020 | 82.48 % | 0.88 | 33.72 % | 0.56 | ||||
Dec. 31, 2020 | 0.65 % | 0.88 | -34.86 % | 0.38 | ||||
March 31, 2021 | -4.04 % | 0.38 | -58.47 % | 0.12 | ||||
June 30, 2021 | -23.31 % | 0.29 | -64.82 % | - | ||||
Sept. 30, 2021 | -46.57 % | 0.17 | -48.83 % | - |