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 | 15.73 % | 0.67 | 46.71 % | 0.67 | ||||
Sept. 30, 2013 | 8.23 % | 0.73 | 9.16 % | 0.82 | ||||
Dec. 31, 2013 | -1.48 % | 0.38 | -2.68 % | 0.62 | ||||
March 31, 2014 | -0.88 % | 0.33 | 25.03 % | 1.00 | ||||
June 30, 2014 | -0.36 % | 0.33 | 8.23 % | 0.67 | ||||
Sept. 30, 2014 | 14.58 % | 1.00 | 18.96 % | 1.00 | ||||
Dec. 31, 2014 | 4.17 % | 1.00 | -26.11 % | 0.25 | ||||
March 31, 2015 | -4.85 % | 0.14 | -9.88 % | 0.50 | ||||
June 30, 2015 | -16.98 % | 0.11 | -0.72 % | 0.37 | ||||
Sept. 30, 2015 | 24.53 % | 0.80 | 55.25 % | 0.87 | ||||
Dec. 31, 2015 | 8.37 % | 0.58 | 27.09 % | 0.75 | ||||
March 31, 2016 | 9.05 % | 0.67 | 52.35 % | 0.83 | ||||
June 30, 2016 | 10.03 % | 1.00 | 35.27 % | 1.00 | ||||
Sept. 30, 2016 | 14.11 % | 0.88 | 17.38 % | 0.71 | ||||
Dec. 31, 2016 | 3.54 % | 1.00 | 33.27 % | 1.00 | ||||
March 31, 2017 | 6.01 % | 1.00 | 41.96 % | 1.00 | ||||
June 30, 2017 | 8.00 % | 1.00 | 27.85 % | 0.50 | ||||
Sept. 30, 2017 | 2.43 % | 0.54 | 10.65 % | 0.75 | ||||
Dec. 31, 2020 | -4.94 % | 0.31 | -11.78 % | 0.23 | ||||
March 31, 2021 | 18.91 % | 0.48 | 17.32 % | 0.21 | ||||
June 30, 2021 | -14.34 % | 0.24 | -38.96 % | - | ||||
Sept. 30, 2021 | 1.75 % | 0.39 | -33.53 % | - | ||||
Dec. 31, 2021 | 6.30 % | 0.33 | -15.01 % | 0.17 | ||||
March 31, 2022 | -8.07 % | 0.13 | -8.50 % | 0.21 | ||||
June 30, 2022 | -12.08 % | 0.34 | -3.81 % | 0.59 | ||||
Sept. 30, 2022 | 21.96 % | 0.60 | 2.90 % | 0.62 | ||||
Dec. 31, 2022 | 3.90 % | 0.71 | -4.00 % | 0.65 | ||||
March 31, 2023 | -1.08 % | 0.56 | 4.82 % | 0.53 | ||||
June 30, 2023 | -9.39 % | 0.33 | 5.04 % | 0.54 | ||||
Sept. 30, 2023 | 11.76 % | 0.72 | 16.76 % | 0.69 | ||||
Dec. 31, 2023 | 9.63 % | 0.66 | 16.06 % | 0.59 | ||||
March 31, 2024 | -2.25 % | 0.36 | 2.48 % | 0.46 | ||||
June 30, 2024 | 6.83 % | 0.69 | - | - | ||||
Sept. 30, 2024 | 3.69 % | 0.47 | - | - | ||||
Dec. 31, 2024 | -6.67 % | 0.33 | - | - | ||||
March 31, 2025 | - | - | - | - |