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, 2016 | -4.87 % | - | -9.43 % | - | ||||
March 31, 2017 | 12.60 % | 1.00 | -43.31 % | - | ||||
June 30, 2017 | -12.59 % | - | -44.06 % | - | ||||
Sept. 30, 2017 | -4.00 % | - | -53.70 % | - | ||||
Dec. 31, 2017 | -40.00 % | - | -60.38 % | - | ||||
March 31, 2018 | 11.11 % | 1.00 | -24.61 % | - | ||||
June 30, 2018 | -4.21 % | 0.50 | -62.44 % | - | ||||
Sept. 30, 2018 | -46.20 % | - | -77.12 % | - | ||||
Dec. 31, 2018 | 2.35 % | 0.50 | -45.32 % | - | ||||
March 31, 2019 | -30.93 % | - | -90.01 % | - | ||||
June 30, 2019 | -38.80 % | - | -72.08 % | - | ||||
Sept. 30, 2019 | 26.38 % | 0.50 | -59.47 % | 0.50 | ||||
Dec. 31, 2019 | -81.14 % | - | -62.41 % | - |