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, 2013 | 19.87 % | 1.00 | 22.11 % | 1.00 | ||||
March 31, 2014 | -5.76 % | - | 15.49 % | 1.00 | ||||
June 30, 2014 | 1.46 % | 1.00 | 31.52 % | 1.00 | ||||
Sept. 30, 2014 | 6.53 % | 1.00 | 4.53 % | 1.00 | ||||
Dec. 31, 2014 | 13.38 % | 1.00 | 5.17 % | 1.00 | ||||
March 31, 2015 | 7.33 % | 1.00 | -14.38 % | - | ||||
March 31, 2017 | -20.27 % | 0.17 | -4.73 % | 0.17 | ||||
June 30, 2017 | 7.04 % | 0.67 | 33.36 % | 0.89 | ||||
Sept. 30, 2017 | -7.47 % | 0.33 | -5.74 % | 0.56 | ||||
Dec. 31, 2017 | 2.70 % | 0.67 | -38.48 % | 0.14 | ||||
March 31, 2018 | -0.16 % | 0.62 | -34.86 % | 0.12 | ||||
June 30, 2018 | 4.39 % | 0.56 | -40.47 % | 0.25 | ||||
Sept. 30, 2018 | -44.12 % | - | -53.59 % | 0.07 | ||||
Dec. 31, 2018 | 17.80 % | 0.87 | 29.14 % | 0.93 | ||||
March 31, 2019 | 6.33 % | 0.75 | -47.83 % | 0.29 | ||||
June 30, 2019 | -8.61 % | 0.38 | -41.33 % | 0.43 | ||||
Sept. 30, 2019 | 6.34 % | 0.45 | -35.64 % | 0.27 | ||||
Dec. 31, 2019 | -70.49 % | - | -34.73 % | 0.29 | ||||
March 31, 2020 | 44.03 % | 0.80 | 178.64 % | 0.75 | ||||
June 30, 2020 | 59.49 % | 0.77 | 153.87 % | 0.96 | ||||
Sept. 30, 2020 | 36.49 % | 1.00 | 68.58 % | 1.00 | ||||
Dec. 31, 2020 | 12.04 % | 0.75 | 13.28 % | 0.67 | ||||
March 31, 2021 | 0.97 % | 0.53 | -2.67 % | 0.30 | ||||
June 30, 2021 | -0.53 % | 0.30 | -14.78 % | 0.02 | ||||
Sept. 30, 2021 | -2.02 % | 0.65 | -19.94 % | 0.35 | ||||
Dec. 31, 2021 | 4.86 % | 0.46 | -13.89 % | 0.64 | ||||
March 31, 2022 | -25.59 % | 0.21 | -12.57 % | 0.46 | ||||
June 30, 2022 | 0.12 % | 0.57 | 20.44 % | 0.69 | ||||
Sept. 30, 2022 | 15.72 % | 0.91 | 7.88 % | 0.70 | ||||
Dec. 31, 2022 | 7.18 % | 0.82 | 17.51 % | 0.90 | ||||
March 31, 2023 | 0.86 % | 0.56 | 32.36 % | 0.75 | ||||
June 30, 2023 | -7.87 % | 0.38 | 11.03 % | 0.50 | ||||
Sept. 30, 2023 | 31.74 % | 1.00 | 33.47 % | 0.62 | ||||
Dec. 31, 2023 | 11.18 % | 0.67 | 12.80 % | 0.89 | ||||
March 31, 2024 | -6.15 % | 0.50 | - | - | ||||
June 30, 2024 | -0.13 % | 0.78 | - | - | ||||
Sept. 30, 2024 | -0.26 % | 0.60 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |