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 | 12.24 % | 0.82 | 27.70 % | 0.86 | 8 | |||
Sept. 30, 2013 | 8.45 % | 0.79 | 2.59 % | 0.62 | 1 | |||
Dec. 31, 2013 | 0.84 % | 0.46 | -3.88 % | 0.58 | 1 | |||
March 31, 2014 | 6.67 % | 0.68 | 2.82 % | 0.60 | 2 | |||
June 30, 2014 | -8.70 % | 0.19 | -3.16 % | 0.61 | 2 | |||
Sept. 30, 2014 | 6.27 % | 0.72 | -1.87 % | 0.56 | 7 | |||
Dec. 31, 2014 | 1.94 % | 0.52 | -9.67 % | 0.38 | 2 | |||
March 31, 2015 | -0.47 % | 0.50 | -8.73 % | 0.39 | 3 | |||
June 30, 2015 | -11.79 % | 0.19 | -6.43 % | 0.40 | 4 | |||
Sept. 30, 2015 | 0.92 % | 0.59 | 14.45 % | 0.76 | 6 | |||
Dec. 31, 2015 | 0.95 % | 0.54 | 35.54 % | 0.86 | 10 | |||
March 31, 2016 | 4.47 % | 0.65 | 28.31 % | 0.80 | 9 | |||
June 30, 2016 | 6.78 % | 0.70 | 28.60 % | 0.88 | 9 | |||
Sept. 30, 2016 | 15.99 % | 0.82 | 30.17 % | 0.86 | 10 | |||
Dec. 31, 2016 | -0.06 % | 0.48 | 17.26 % | 0.73 | 4 | |||
March 31, 2017 | 5.27 % | 0.69 | 15.91 % | 0.77 | 8 | |||
June 30, 2017 | 6.46 % | 0.70 | 15.96 % | 0.74 | 7 | |||
Sept. 30, 2017 | 2.40 % | 0.57 | 7.26 % | 0.61 | 2 | |||
Dec. 31, 2017 | -1.54 % | 0.43 | -15.10 % | 0.25 | 2 | |||
March 31, 2018 | 4.17 % | 0.60 | 1.16 % | 0.50 | 2 | |||
Sept. 30, 2018 | -20.54 % | 0.07 | -6.98 % | 0.39 | 2 | |||
Dec. 31, 2018 | 12.54 % | 0.85 | 25.19 % | 0.77 | 3 | |||
March 31, 2019 | 3.20 % | 0.63 | -28.99 % | 0.10 | 2 | |||
June 30, 2019 | -0.75 % | 0.44 | -20.19 % | 0.21 | 1 | |||
Sept. 30, 2019 | 9.29 % | 0.79 | -10.94 % | 0.24 | 1 | |||
Dec. 31, 2019 | -34.42 % | 0.02 | 4.23 % | 0.41 | 2 | |||
March 31, 2020 | 18.47 % | 0.80 | 90.51 % | 0.98 | 9 | |||
June 30, 2020 | 1.82 % | 0.47 | 62.59 % | 0.98 | 9 | |||
Sept. 30, 2020 | 29.44 % | 0.95 | 57.17 % | 0.98 | 10 | |||
Dec. 31, 2020 | 21.47 % | 0.92 | 32.62 % | 0.87 | 9 | |||
March 31, 2021 | 3.21 % | 0.56 | 5.29 % | 0.53 | 3 | |||
June 30, 2021 | -0.34 % | 0.50 | -11.13 % | 0.29 | 6 | |||
Sept. 30, 2021 | 7.84 % | 0.76 | -13.40 % | 0.25 | 7 | |||
Dec. 31, 2021 | -4.19 % | 0.30 | -10.62 % | 0.32 | 8 | |||
March 31, 2022 | -13.14 % | 0.12 | -3.60 % | 0.39 | 9 | |||
June 30, 2022 | -2.95 % | 0.42 | 14.16 % | 0.55 | 4 | |||
Sept. 30, 2022 | 13.46 % | 0.82 | 16.53 % | 0.63 | 4 |