Simulated Performance for SABBY MANAGEMENT, 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 | 25.06 % | 0.68 | 18.25 % | 0.70 | ||||
| Sept. 30, 2013 | -11.24 % | 0.49 | -4.68 % | 0.45 | ||||
| Dec. 31, 2013 | 9.39 % | 0.57 | 10.22 % | 0.44 | ||||
| March 31, 2014 | -0.50 % | 0.42 | 16.81 % | 0.46 | ||||
| June 30, 2014 | -5.17 % | 0.24 | 15.29 % | 0.43 | ||||
| Sept. 30, 2014 | 8.48 % | 0.44 | 1.91 % | 0.33 | ||||
| Dec. 31, 2014 | 3.66 % | 0.56 | -11.88 % | 0.32 | ||||
| March 31, 2015 | 1.76 % | 0.54 | -33.57 % | 0.13 | ||||
| June 30, 2015 | -26.61 % | 0.12 | -37.07 % | 0.13 | ||||
| Sept. 30, 2015 | 0.60 % | 0.51 | -5.22 % | 0.34 | ||||
| Dec. 31, 2015 | -21.81 % | 0.18 | -6.81 % | 0.22 | ||||
| March 31, 2016 | -2.55 % | 0.45 | 1.64 % | 0.46 | ||||
| June 30, 2016 | 21.23 % | 0.65 | 7.36 % | 0.42 | ||||
| Sept. 30, 2016 | -19.31 % | 0.21 | 0.07 % | 0.33 | ||||
| Dec. 31, 2016 | 7.55 % | 0.61 | 26.72 % | 0.46 | ||||
| March 31, 2017 | -2.40 % | 0.33 | 5.46 % | 0.39 | ||||
| June 30, 2017 | 6.87 % | 0.50 | 24.85 % | 0.41 | ||||
| Sept. 30, 2017 | -0.32 % | 0.39 | -6.49 % | 0.33 | ||||
| Dec. 31, 2017 | -1.56 % | 0.31 | -26.21 % | 0.15 | ||||
| March 31, 2018 | -0.41 % | 0.46 | -17.94 % | 0.31 | ||||
| June 30, 2018 | 4.25 % | 0.40 | -17.04 % | 0.21 | ||||
| Sept. 30, 2018 | -33.32 % | 0.12 | -38.03 % | 0.15 | ||||
| Dec. 31, 2018 | 12.28 % | 0.81 | 33.34 % | 0.41 | ||||
| March 31, 2019 | -2.36 % | 0.18 | -0.17 % | 0.21 | ||||
| June 30, 2019 | -18.17 % | 0.16 | 34.42 % | 0.38 | ||||
| Sept. 30, 2019 | 0.38 % | 0.47 | 36.00 % | 0.38 | ||||
| Dec. 31, 2019 | -18.74 % | 0.20 | 0.10 % | 0.42 | ||||
| March 31, 2020 | 56.89 % | 0.90 | 147.55 % | 0.86 | ||||
| June 30, 2020 | 17.90 % | 0.38 | 113.73 % | 0.44 | ||||
| Sept. 30, 2020 | 11.64 % | 0.47 | 56.79 % | 0.41 | ||||
| Dec. 31, 2020 | 12.82 % | 0.67 | 9.58 % | 0.21 | ||||
| March 31, 2021 | -7.49 % | 0.27 | -49.75 % | 0.08 | ||||
| June 30, 2021 | -17.18 % | 0.21 | -61.81 % | 0.07 | ||||
| Sept. 30, 2021 | -22.88 % | 0.13 | -64.72 % | 0.06 | ||||
| Dec. 31, 2021 | -27.85 % | 0.25 | -61.40 % | 0.06 | ||||
| March 31, 2022 | -29.28 % | 0.06 | -41.48 % | 0.08 | ||||
| June 30, 2022 | -11.00 % | 0.24 | -26.78 % | 0.25 | ||||
| Sept. 30, 2022 | -14.22 % | 0.25 | -19.37 % | 0.17 | ||||
| Dec. 31, 2022 | 4.85 % | 0.54 | -30.98 % | 0.28 | ||||
| March 31, 2023 | -17.67 % | 0.34 | -20.36 % | 0.20 | ||||
| June 30, 2023 | -19.14 % | 0.15 | -38.33 % | 0.18 | ||||
| Sept. 30, 2023 | -20.66 % | 0.24 | -11.06 % | 0.19 | ||||
| Dec. 31, 2023 | -22.76 % | 0.19 | -34.05 % | 0.31 | ||||
| March 31, 2024 | -27.73 % | 0.26 | -50.53 % | 0.15 | ||||
| June 30, 2024 | -7.31 % | 0.39 | - | - | ||||
| Sept. 30, 2024 | -7.66 % | 0.36 | - | - | ||||
| Dec. 31, 2024 | -29.24 % | - | - | - | ||||
| March 31, 2025 | - | - | - | - |