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 | 5.87 % | 0.75 | 11.75 % | 0.67 | 1 | 1 | 1 | |
Sept. 30, 2013 | 11.18 % | 0.72 | 3.58 % | 0.52 | 1 | 2 | 2 | |
Dec. 31, 2013 | -1.66 % | 0.51 | 0.70 % | 0.54 | 2 | 3 | 3 | |
March 31, 2014 | 1.50 % | 0.43 | 9.04 % | 0.51 | 5 | 5 | 5 | |
June 30, 2014 | -6.35 % | 0.35 | 7.42 % | 0.55 | 8 | 6 | 6 | |
Sept. 30, 2014 | 9.83 % | 0.64 | 8.74 % | 0.48 | 10 | 9 | 9 | |
Dec. 31, 2014 | 9.88 % | 0.60 | -3.78 % | 0.37 | 4 | 5 | 5 | |
March 31, 2015 | -2.89 % | 0.46 | -9.99 % | 0.38 | 3 | 5 | 5 | |
June 30, 2015 | -10.18 % | 0.21 | -1.34 % | 0.36 | 6 | 8 | 8 | |
Sept. 30, 2015 | 4.22 % | 0.58 | 13.52 % | 0.58 | 5 | 7 | 7 | |
Dec. 31, 2015 | 2.52 % | 0.46 | 14.53 % | 0.63 | 6 | 7 | 7 | |
March 31, 2016 | 3.20 % | 0.54 | 17.36 % | 0.68 | 6 | 5 | 5 | |
June 30, 2016 | 7.88 % | 0.68 | 19.84 % | 0.66 | 7 | 4 | 4 | |
Sept. 30, 2016 | 2.67 % | 0.48 | 16.54 % | 0.61 | 5 | 4 | 4 | |
Dec. 31, 2016 | 6.64 % | 0.60 | 9.31 % | 0.53 | 2 | 2 | 2 | |
March 31, 2017 | 1.86 % | 0.57 | 2.36 % | 0.48 | 2 | 2 | 2 | |
June 30, 2017 | 3.62 % | 0.55 | 18.08 % | 0.55 | 8 | 6 | 6 | |
Sept. 30, 2017 | 2.07 % | 0.52 | 24.15 % | 0.52 | 9 | 8 | 8 | |
Dec. 31, 2017 | 3.13 % | 0.46 | -2.84 % | 0.36 | 9 | 8 | 8 | |
March 31, 2018 | 18.14 % | 0.66 | 7.78 % | 0.45 | 4 | 6 | 6 | |
June 30, 2018 | 11.12 % | 0.53 | -3.02 % | 0.46 | 2 | 4 | 4 | |
Sept. 30, 2018 | -26.17 % | 0.06 | -17.08 % | 0.38 | 1 | 2 | 2 | |
Dec. 31, 2018 | 15.19 % | 0.76 | 12.07 % | 0.69 | 1 | 2 | 2 | |
March 31, 2019 | 5.55 % | 0.58 | -28.68 % | 0.29 | 2 | 3 | 3 | |
June 30, 2019 | -7.88 % | 0.50 | -6.67 % | 0.41 | 3 | 4 | 4 | |
Sept. 30, 2019 | 5.83 % | 0.63 | 13.75 % | 0.53 | 6 | 5 | 5 | |
Dec. 31, 2019 | -36.61 % | 0.05 | 40.19 % | 0.60 | 9 | 8 | 8 | |
March 31, 2020 | 40.51 % | 0.90 | 133.24 % | 0.96 | 10 | 9 | 9 | |
June 30, 2020 | 10.15 % | 0.64 | 79.83 % | 0.80 | 10 | 9 | 9 | |
Sept. 30, 2020 | 43.28 % | 0.81 | 59.23 % | 0.72 | 10 | 9 | 9 | |
Dec. 31, 2020 | 23.03 % | 0.77 | 17.18 % | 0.56 | 3 | 5 | 6 | |
March 31, 2021 | 4.08 % | 0.66 | -10.77 % | 0.48 | 2 | 3 | 3 | |
June 30, 2021 | -8.05 % | 0.35 | -31.53 % | 0.21 | 2 | 4 | 4 | |
Sept. 30, 2021 | 0.24 % | 0.45 | -25.98 % | 0.26 | 3 | 5 | 5 | |
Dec. 31, 2021 | -7.92 % | 0.43 | -17.31 % | 0.32 | 6 | 6 | 7 | |
March 31, 2022 | -17.54 % | 0.18 | -8.13 % | 0.28 | 5 | 6 | 7 | |
June 30, 2022 | 6.82 % | 0.53 | 14.97 % | 0.57 | 4 | 6 | 6 | |
Sept. 30, 2022 | 6.62 % | 0.68 | 2.15 % | 0.48 | 2 | 3 | 3 | |
Dec. 31, 2022 | -0.15 % | 0.55 | 0.03 % | 0.51 | 1 | 2 | 2 | |
March 31, 2023 | -0.25 % | 0.42 | 9.64 % | 0.60 | 2 | 3 | 3 | |
June 30, 2023 | -0.08 % | 0.39 | 11.90 % | 0.54 | 3 | 4 | 5 | |
Sept. 30, 2023 | 5.76 % | 0.63 | 22.78 % | 0.60 | 2 | 4 | 4 | |
Dec. 31, 2023 | 11.06 % | 0.68 | 28.77 % | 0.54 | 8 | 8 | 8 | |
March 31, 2024 | 2.22 % | 0.56 | 4.04 % | 0.48 | 3 | 6 | 6 | |
June 30, 2024 | 10.12 % | 0.58 | - | - | ||||
Sept. 30, 2024 | 16.23 % | 0.54 | - | - | ||||
Dec. 31, 2024 | -8.81 % | 0.30 | - | - | ||||
March 31, 2025 | - | - | - | - |