Simulated Performance for Zweig-DiMenna Associates LLC
| 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 | 9.04 % | 0.74 | 25.05 % | 0.83 | 7 | 5 | 5 | |
| Sept. 30, 2013 | 10.42 % | 0.80 | 14.16 % | 0.73 | 4 | 5 | 5 | |
| Dec. 31, 2013 | 0.88 % | 0.59 | 7.88 % | 0.65 | 4 | 5 | 5 | |
| March 31, 2014 | 3.84 % | 0.73 | 10.04 % | 0.64 | 6 | 6 | 6 | |
| June 30, 2014 | 0.19 % | 0.46 | 10.45 % | 0.62 | 9 | 8 | 7 | |
| Sept. 30, 2014 | 3.79 % | 0.69 | -4.02 % | 0.47 | 5 | 5 | 5 | |
| Dec. 31, 2014 | 4.59 % | 0.63 | -3.34 % | 0.46 | 5 | 6 | 5 | |
| March 31, 2015 | 0.97 % | 0.47 | -9.17 % | 0.39 | 3 | 5 | 5 | |
| June 30, 2015 | -11.33 % | 0.19 | -9.43 % | 0.42 | 3 | 5 | 5 | |
| Sept. 30, 2015 | 4.23 % | 0.60 | 4.37 % | 0.62 | 2 | 3 | 3 | |
| Dec. 31, 2015 | -3.25 % | 0.49 | 5.49 % | 0.73 | 2 | 3 | 4 | |
| March 31, 2016 | 2.08 % | 0.55 | 16.06 % | 0.78 | 5 | 4 | 4 | |
| June 30, 2016 | 7.53 % | 0.75 | 23.12 % | 0.74 | 8 | 6 | 5 | |
| Sept. 30, 2016 | 3.56 % | 0.66 | 19.52 % | 0.69 | 7 | 6 | 5 | |
| Dec. 31, 2016 | 5.35 % | 0.67 | 18.83 % | 0.75 | 5 | 5 | 5 | |
| March 31, 2017 | 2.73 % | 0.61 | 17.79 % | 0.74 | 8 | 7 | 6 | |
| June 30, 2017 | 5.80 % | 0.69 | 21.48 % | 0.67 | 9 | 7 | 7 | |
| Sept. 30, 2017 | 5.65 % | 0.69 | 22.30 % | 0.61 | 9 | 8 | 8 | |
| Dec. 31, 2017 | 4.54 % | 0.50 | -5.81 % | 0.30 | 6 | 7 | 7 | |
| March 31, 2018 | 4.94 % | 0.58 | 9.75 % | 0.50 | 5 | 7 | 7 | |
| June 30, 2018 | 3.33 % | 0.61 | 1.31 % | 0.50 | 3 | 5 | 5 | |
| Sept. 30, 2018 | -19.77 % | 0.08 | -1.94 % | 0.48 | 3 | 5 | 5 | |
| Dec. 31, 2018 | 17.70 % | 0.88 | 36.40 % | 0.86 | 9 | 8 | 8 | |
| March 31, 2019 | 5.75 % | 0.64 | -11.64 % | 0.31 | 5 | 7 | 7 | |
| June 30, 2019 | -0.03 % | 0.54 | 10.67 % | 0.57 | 8 | 8 | 7 | |
| Sept. 30, 2019 | 8.76 % | 0.77 | 29.94 % | 0.70 | 9 | 8 | 8 | |
| Dec. 31, 2019 | -21.17 % | 0.13 | 30.27 % | 0.68 | 9 | 7 | 7 | |
| March 31, 2020 | 30.35 % | 0.93 | 66.00 % | 0.94 | 7 | 4 | 4 | |
| June 30, 2020 | 13.38 % | 0.76 | 54.18 % | 0.92 | 8 | 6 | 6 | |
| Sept. 30, 2020 | 16.08 % | 0.81 | 27.72 % | 0.79 | 4 | 4 | 4 | |
| Dec. 31, 2020 | 6.19 % | 0.60 | 12.51 % | 0.58 | 2 | 4 | 5 | |
| March 31, 2021 | 7.51 % | 0.71 | -7.82 % | 0.35 | 2 | 3 | 4 | |
| June 30, 2021 | -5.61 % | 0.30 | -32.66 % | 0.11 | 2 | 3 | 4 | |
| Sept. 30, 2021 | 3.69 % | 0.57 | -32.92 % | 0.16 | 2 | 4 | 4 | |
| Dec. 31, 2021 | -9.94 % | 0.30 | -31.06 % | 0.19 | 2 | 3 | 3 | |
| March 31, 2022 | -22.55 % | 0.07 | -16.04 % | 0.24 | 2 | 4 | 4 | |
| June 30, 2022 | -4.49 % | 0.39 | 15.66 % | 0.70 | 5 | 6 | 6 | |
| Sept. 30, 2022 | 7.81 % | 0.59 | 26.97 % | 0.73 | 9 | 8 | 8 | |
| Dec. 31, 2022 | 5.20 % | 0.63 | 24.87 % | 0.72 | 6 | 6 | 6 | |
| March 31, 2023 | 7.75 % | 0.62 | 33.02 % | 0.74 | 9 | 7 | 7 | |
| June 30, 2023 | 0.94 % | 0.47 | 26.55 % | 0.64 | 9 | 8 | 8 | |
| Sept. 30, 2023 | 11.45 % | 0.64 | 30.81 % | 0.69 | 5 | 6 | 6 | |
| Dec. 31, 2023 | 13.36 % | 0.69 | 30.25 % | 0.63 | 9 | 8 | 8 | |
| March 31, 2024 | 4.03 % | 0.47 | -1.50 % | 0.42 | 2 | 4 | 4 | |
| June 30, 2024 | 2.43 % | 0.63 | 21.32 % | 0.63 | 9 | 8 | 8 | |
| Sept. 30, 2024 | 7.40 % | 0.59 | - | - | ||||
| Dec. 31, 2024 | -13.58 % | 0.24 | - | - | ||||
| March 31, 2025 | 22.00 % | 0.90 | - | - | ||||
| June 30, 2025 | - | - | - | - |