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 | - | - | - | - | ||||
Sept. 30, 2013 | - | - | - | - | ||||
Dec. 31, 2013 | - | - | - | - | ||||
March 31, 2014 | - | - | - | - | ||||
June 30, 2014 | - | - | - | - | ||||
Sept. 30, 2014 | - | - | - | - | ||||
Dec. 31, 2014 | 7.40 % | 1.00 | 15.96 % | 1.00 | ||||
March 31, 2015 | - | - | - | - | ||||
June 30, 2015 | - | - | - | - | ||||
Sept. 30, 2015 | - | - | - | - | ||||
Dec. 31, 2015 | - | - | - | - | ||||
March 31, 2016 | - | - | - | - | ||||
June 30, 2016 | - | - | - | - | ||||
Sept. 30, 2016 | - | - | - | - | ||||
Dec. 31, 2016 | - | - | - | - | ||||
March 31, 2017 | - | - | - | - | ||||
June 30, 2017 | - | - | - | - | ||||
Sept. 30, 2017 | - | - | - | - | ||||
Dec. 31, 2017 | - | - | - | - | ||||
March 31, 2018 | - | - | - | - | ||||
June 30, 2018 | - | - | - | - | ||||
Sept. 30, 2018 | - | - | - | - | ||||
Dec. 31, 2018 | - | - | - | - | ||||
March 31, 2019 | 4.05 % | 0.75 | 10.72 % | 0.50 | ||||
June 30, 2019 | 7.44 % | 0.75 | 27.62 % | 0.50 | ||||
Sept. 30, 2019 | 5.14 % | 0.50 | 25.36 % | 0.50 | ||||
Dec. 31, 2019 | -4.96 % | 0.67 | 30.54 % | 0.67 | ||||
March 31, 2020 | 24.50 % | 1.00 | 61.20 % | 1.00 | ||||
June 30, 2020 | 2.56 % | 0.67 | 42.06 % | 1.00 | ||||
Sept. 30, 2020 | 8.92 % | 1.00 | 50.93 % | 1.00 | ||||
Dec. 31, 2020 | 16.09 % | 1.00 | 68.16 % | 1.00 | ||||
March 31, 2021 | 10.79 % | 1.00 | 30.78 % | 1.00 | ||||
June 30, 2021 | 8.24 % | 0.80 | -1.12 % | 0.60 | ||||
Sept. 30, 2021 | 21.90 % | 1.00 | -13.19 % | 0.17 | ||||
Dec. 31, 2021 | -9.01 % | 0.29 | -22.75 % | 0.17 | ||||
March 31, 2022 | -17.15 % | - | -1.68 % | 0.14 | ||||
June 30, 2022 | -3.57 % | 0.33 | 27.41 % | 0.83 | ||||
Sept. 30, 2022 | 4.43 % | 0.33 | 36.80 % | 0.60 | ||||
Dec. 31, 2022 | 17.69 % | 1.00 | 38.40 % | 0.80 | ||||
March 31, 2023 | 9.89 % | 0.75 | 27.60 % | 0.86 | ||||
June 30, 2023 | 1.24 % | 0.29 | 8.97 % | 0.57 | ||||
Sept. 30, 2023 | 8.25 % | 0.71 | 17.07 % | 0.71 | ||||
Dec. 31, 2023 | 6.42 % | 0.62 | 1.91 % | 0.62 | ||||
March 31, 2024 | 11.05 % | 1.00 | - | - | ||||
June 30, 2024 | 0.87 % | 0.50 | - | - | ||||
Sept. 30, 2024 | - | - | - | - |