Loading...

Simulated Performance for Brevan Howard Capital Management LP

Performance Trend (13F securities)
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 - - - -