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 |
---|---|---|---|---|---|---|---|---|
Dec. 31, 2015 | -0.90 % | 0.50 | 9.39 % | 0.69 | ||||
March 31, 2016 | 1.40 % | 0.57 | 20.07 % | 0.73 | ||||
June 30, 2016 | 10.76 % | 0.70 | 24.27 % | 0.73 | ||||
Sept. 30, 2016 | 0.13 % | 0.58 | 17.92 % | 0.67 | ||||
Dec. 31, 2016 | 8.95 % | 0.61 | 25.97 % | 0.65 | ||||
March 31, 2017 | 2.92 % | 0.55 | 14.16 % | 0.59 | ||||
June 30, 2017 | 5.73 % | 0.65 | 22.99 % | 0.63 | ||||
Sept. 30, 2017 | 10.71 % | 0.63 | 45.98 % | 0.60 | ||||
Dec. 31, 2017 | 5.67 % | 0.41 | -0.82 % | 0.29 | ||||
March 31, 2018 | 6.95 % | 0.61 | 10.63 % | 0.52 | ||||
June 30, 2018 | 5.09 % | 0.56 | 3.29 % | 0.45 | ||||
Sept. 30, 2018 | -19.35 % | 0.11 | -2.10 % | 0.42 | ||||
Dec. 31, 2018 | 18.59 % | 0.85 | 35.88 % | 0.74 | ||||
March 31, 2019 | 3.46 % | 0.52 | -15.94 % | 0.19 | ||||
June 30, 2019 | -3.42 % | 0.44 | 12.54 % | 0.37 | ||||
Sept. 30, 2019 | 10.72 % | 0.70 | 40.62 % | 0.50 | ||||
Dec. 31, 2019 | -20.14 % | 0.09 | 41.63 % | 0.60 | ||||
March 31, 2020 | 34.50 % | 0.91 | 82.46 % | 0.95 | ||||
June 30, 2020 | 12.62 % | 0.59 | 60.46 % | 0.87 | ||||
Sept. 30, 2020 | 20.92 % | 0.83 | 31.31 % | 0.78 | ||||
Dec. 31, 2020 | 5.57 % | 0.70 | 7.14 % | 0.58 | ||||
March 31, 2021 | 6.18 % | 0.58 | -12.98 % | 0.41 | ||||
June 30, 2021 | -5.42 % | 0.30 | -36.04 % | 0.18 | ||||
Sept. 30, 2021 | -3.07 % | 0.41 | -35.11 % | 0.17 | ||||
Dec. 31, 2021 | -9.10 % | 0.34 | -28.76 % | 0.19 | ||||
March 31, 2022 | -23.69 % | 0.12 | -16.17 % | 0.24 | ||||
June 30, 2022 | -3.31 % | 0.38 | 19.26 % | 0.49 | ||||
Sept. 30, 2022 | 4.64 % | 0.55 | 19.74 % | 0.53 | ||||
Dec. 31, 2022 | 11.08 % | 0.56 | 26.80 % | 0.57 | ||||
March 31, 2023 | 6.25 % | 0.56 | 33.91 % | 0.59 | ||||
June 30, 2023 | -5.10 % | 0.33 | 25.70 % | 0.51 | ||||
Sept. 30, 2023 | 16.56 % | 0.70 | 40.31 % | 0.66 | ||||
Dec. 31, 2023 | 12.57 % | 0.59 | 28.38 % | 0.54 | ||||
March 31, 2024 | 1.25 % | 0.40 | - | - |