Simulated Performance for TWO SIGMA SECURITIES, LLC
| 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, 2014 | 1.55 % | 0.51 | -0.49 % | 0.35 | 7 | |||
| March 31, 2015 | -2.41 % | 0.33 | -4.84 % | 0.29 | 4 | |||
| June 30, 2015 | -9.44 % | 0.14 | -4.28 % | 0.31 | 4 | |||
| Sept. 30, 2015 | 3.59 % | 0.53 | 17.52 % | 0.60 | 8 | |||
| Dec. 31, 2015 | 1.42 % | 0.51 | 18.19 % | 0.59 | 8 | |||
| March 31, 2016 | 6.59 % | 0.58 | 23.96 % | 0.68 | 9 | |||
| June 30, 2016 | 6.79 % | 0.65 | 25.50 % | 0.67 | 9 | |||
| Sept. 30, 2016 | 4.96 % | 0.58 | 20.23 % | 0.69 | 8 | |||
| Dec. 31, 2016 | 5.70 % | 0.62 | 19.03 % | 0.62 | 5 | |||
| March 31, 2017 | 2.55 % | 0.55 | 13.69 % | 0.60 | 6 | |||
| June 30, 2017 | 5.35 % | 0.63 | 13.64 % | 0.56 | 6 | |||
| Sept. 30, 2017 | 4.89 % | 0.52 | 12.35 % | 0.49 | 4 | |||
| Dec. 31, 2017 | 0.14 % | 0.37 | -8.85 % | 0.27 | 4 | |||
| March 31, 2018 | 3.53 % | 0.57 | 9.54 % | 0.53 | 5 | |||
| June 30, 2018 | 5.10 % | 0.57 | 6.77 % | 0.52 | 5 | |||
| Sept. 30, 2018 | -14.27 % | 0.13 | 1.37 % | 0.44 | 5 | |||
| Dec. 31, 2018 | 14.73 % | 0.86 | 27.88 % | 0.75 | 4 | |||
| March 31, 2019 | 2.31 % | 0.51 | -18.66 % | 0.22 | 3 | |||
| June 30, 2019 | -0.30 % | 0.47 | -4.38 % | 0.41 | 3 | |||
| Sept. 30, 2019 | 7.85 % | 0.76 | 3.64 % | 0.48 | 3 | |||
| Dec. 31, 2019 | -22.64 % | 0.08 | 11.19 % | 0.58 | 4 | |||
| March 31, 2020 | 16.87 % | 0.92 | 45.05 % | 0.95 | 1 | |||
| June 30, 2020 | 7.20 % | 0.59 | 25.49 % | 0.85 | 1 | |||
| Sept. 30, 2020 | 18.46 % | 0.82 | 30.43 % | 0.83 | 6 | |||
| Dec. 31, 2020 | 9.54 % | 0.78 | 18.25 % | 0.69 | 3 | |||
| March 31, 2021 | 6.66 % | 0.66 | 8.48 % | 0.52 | 4 | |||
| June 30, 2021 | -1.93 % | 0.33 | -19.68 % | 0.21 | 3 | |||
| Sept. 30, 2021 | 2.57 % | 0.47 | -22.39 % | 0.16 | 3 | |||
| Dec. 31, 2021 | -8.08 % | 0.33 | -25.76 % | 0.21 | 3 | |||
| March 31, 2022 | -19.74 % | 0.10 | -12.31 % | 0.26 | 3 | |||
| June 30, 2022 | -6.46 % | 0.29 | 23.98 % | 0.50 | 9 | |||
| Sept. 30, 2022 | 8.31 % | 0.57 | 20.42 % | 0.54 | 6 | |||
| Dec. 31, 2022 | 9.66 % | 0.57 | 28.55 % | 0.57 | 8 | |||
| March 31, 2023 | 7.56 % | 0.50 | 26.33 % | 0.56 | 6 | |||
| June 30, 2023 | -5.91 % | 0.30 | 13.34 % | 0.49 | 3 | |||
| Sept. 30, 2023 | 12.44 % | 0.64 | 32.79 % | 0.61 | 6 | |||
| Dec. 31, 2023 | 10.78 % | 0.57 | 31.65 % | 0.52 | 9 | |||
| March 31, 2024 | 3.25 % | 0.35 | 5.76 % | 0.42 | 4 | |||
| June 30, 2024 | 4.42 % | 0.60 | - | - | ||||
| Sept. 30, 2024 | 4.86 % | 0.46 | - | - | ||||
| Dec. 31, 2024 | -5.37 % | 0.32 | - | - | ||||
| March 31, 2025 | - | - | - | - |