Simulated Performance for Rotella Capital Management, Inc.
| 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 | 12.25 % | 0.65 | 32.79 % | 0.67 | 9 | |||
| Sept. 30, 2013 | 9.82 % | 0.75 | 17.12 % | 0.69 | 6 | |||
| Dec. 31, 2013 | -0.46 % | 0.50 | -3.31 % | 0.39 | 1 | |||
| March 31, 2014 | 4.39 % | 0.50 | 4.72 % | 0.38 | 3 | |||
| June 30, 2014 | -6.19 % | 0.28 | 0.83 % | 0.43 | 3 | |||
| Sept. 30, 2014 | 3.21 % | 0.54 | -7.94 % | 0.36 | 3 | |||
| Dec. 31, 2014 | 4.76 % | 0.55 | -5.57 % | 0.38 | 4 | |||
| March 31, 2015 | -0.93 % | 0.44 | -9.51 % | 0.34 | 3 | |||
| June 30, 2015 | -13.49 % | 0.18 | -8.04 % | 0.36 | 3 | |||
| Sept. 30, 2015 | 2.02 % | 0.56 | 10.35 % | 0.63 | 3 | |||
| Dec. 31, 2015 | -0.99 % | 0.48 | 20.69 % | 0.71 | 9 | |||
| March 31, 2016 | 4.49 % | 0.86 | 30.49 % | 0.86 | 10 | |||
| June 30, 2016 | 43.04 % | 0.50 | 64.84 % | 0.75 | 10 |