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, 2014 | 2.77 % | 0.53 | -9.26 % | 0.35 | ||||
March 31, 2015 | 0.17 % | 0.42 | -9.69 % | 0.37 | ||||
June 30, 2015 | -12.48 % | 0.18 | -9.26 % | 0.38 | ||||
Sept. 30, 2015 | 3.48 % | 0.60 | 8.81 % | 0.61 | ||||
Dec. 31, 2015 | -0.40 % | 0.66 | 4.18 % | 0.64 | ||||
March 31, 2016 | -0.84 % | 0.53 | 7.38 % | 0.68 | ||||
June 30, 2016 | 5.59 % | 0.79 | 11.47 % | 0.70 | ||||
Sept. 30, 2016 | 4.24 % | 0.65 | 8.88 % | 0.67 | ||||
Dec. 31, 2016 | 3.36 % | 0.72 | 11.83 % | 0.64 | ||||
March 31, 2017 | 4.85 % | 0.73 | 10.11 % | 0.62 | ||||
June 30, 2017 | 2.33 % | 0.69 | 10.18 % | 0.70 | ||||
Sept. 30, 2017 | 1.48 % | 0.62 | 7.79 % | 0.61 | ||||
Dec. 31, 2017 | 0.71 % | 0.34 | -13.74 % | 0.30 | ||||
March 31, 2018 | 2.29 % | 0.64 | 3.31 % | 0.51 | ||||
June 30, 2018 | 7.40 % | 0.64 | -0.86 % | 0.50 | ||||
Sept. 30, 2018 | -19.28 % | 0.19 | -9.53 % | 0.45 | ||||
Dec. 31, 2018 | 16.99 % | 0.84 | 23.69 % | 0.63 | ||||
March 31, 2019 | -7.95 % | 0.54 | -21.80 % | 0.24 | ||||
June 30, 2019 | -5.21 % | 0.48 | 5.28 % | 0.40 | ||||
Sept. 30, 2019 | 19.36 % | 0.76 | 13.85 % | 0.64 | ||||
Dec. 31, 2019 | -21.04 % | 0.22 | 17.57 % | 0.59 | ||||
March 31, 2020 | 20.18 % | 0.82 | 91.89 % | 0.76 | ||||
June 30, 2020 | -0.13 % | 0.55 | 62.02 % | 0.85 | ||||
Sept. 30, 2020 | 18.82 % | 0.84 | 35.91 % | 0.73 | ||||
Dec. 31, 2020 | 12.52 % | 0.77 | 14.23 % | 0.59 | ||||
March 31, 2021 | 3.50 % | 0.69 | 0.80 % | 0.49 | ||||
June 30, 2021 | -0.98 % | 0.37 | -17.55 % | 0.25 | ||||
Sept. 30, 2021 | -2.99 % | 0.47 | -17.71 % | 0.23 | ||||
Dec. 31, 2021 | -2.03 % | 0.43 | -20.25 % | 0.29 | ||||
March 31, 2022 | -11.04 % | 0.24 | -14.68 % | 0.32 | ||||
June 30, 2022 | -0.35 % | 0.52 | -3.49 % | 0.60 | ||||
Sept. 30, 2022 | -0.93 % | 0.64 | -3.31 % | 0.58 | ||||
Dec. 31, 2022 | 2.69 % | 0.54 | -3.12 % | 0.50 |