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 | 10.05 % | 0.73 | 24.80 % | 0.80 | ||||
Sept. 30, 2013 | 8.96 % | 0.82 | 13.22 % | 0.71 | ||||
Dec. 31, 2013 | 0.62 % | 0.53 | 9.30 % | 0.62 | ||||
March 31, 2014 | 3.53 % | 0.58 | 12.02 % | 0.61 | ||||
June 30, 2014 | -1.04 % | 0.37 | 8.66 % | 0.56 | ||||
Sept. 30, 2014 | 6.29 % | 0.71 | 2.47 % | 0.44 | ||||
Dec. 31, 2014 | 2.56 % | 0.56 | 1.09 % | 0.44 | ||||
March 31, 2015 | 1.51 % | 0.46 | -3.74 % | 0.39 | ||||
June 30, 2015 | -9.33 % | 0.22 | -3.29 % | 0.45 | ||||
Sept. 30, 2015 | 5.64 % | 0.66 | 13.75 % | 0.70 | ||||
Dec. 31, 2015 | -1.31 % | 0.49 | 15.42 % | 0.75 | ||||
March 31, 2016 | 4.22 % | 0.67 | 20.79 % | 0.78 | ||||
June 30, 2016 | 4.96 % | 0.64 | 21.17 % | 0.75 | ||||
Sept. 30, 2016 | 3.91 % | 0.58 | 20.73 % | 0.70 | ||||
Dec. 31, 2016 | 5.59 % | 0.63 | 21.52 % | 0.70 | ||||
March 31, 2017 | 4.24 % | 0.61 | 17.38 % | 0.67 | ||||
June 30, 2017 | 6.36 % | 0.68 | 23.87 % | 0.70 | ||||
Sept. 30, 2017 | 4.24 % | 0.63 | 24.13 % | 0.67 | ||||
Dec. 31, 2017 | 2.70 % | 0.46 | -1.36 % | 0.41 | ||||
March 31, 2018 | 8.31 % | 0.71 | 15.19 % | 0.64 | ||||
June 30, 2018 | 8.70 % | 0.66 | 5.27 % | 0.55 | ||||
Sept. 30, 2018 | -18.41 % | 0.08 | -1.53 % | 0.48 | ||||
Dec. 31, 2018 | 15.30 % | 0.85 | 31.33 % | 0.79 | ||||
March 31, 2019 | 4.50 % | 0.59 | -9.77 % | 0.27 | ||||
June 30, 2019 | 0.27 % | 0.53 | 8.33 % | 0.41 | ||||
Sept. 30, 2019 | 8.58 % | 0.73 | 18.22 % | 0.55 | ||||
Dec. 31, 2019 | -22.06 % | 0.07 | 31.98 % | 0.67 | ||||
March 31, 2020 | 29.69 % | 0.91 | 81.36 % | 0.98 | ||||
June 30, 2020 | 7.32 % | 0.66 | 49.70 % | 0.96 | ||||
Sept. 30, 2020 | 27.11 % | 0.89 | 43.94 % | 0.90 | ||||
Dec. 31, 2020 | 6.76 % | 0.70 | 20.84 % | 0.72 | ||||
March 31, 2021 | 8.31 % | 0.73 | -1.99 % | 0.54 | ||||
June 30, 2021 | -0.93 % | 0.40 | -26.05 % | 0.23 | ||||
Sept. 30, 2021 | 3.44 % | 0.64 | -30.93 % | 0.19 | ||||
Dec. 31, 2021 | -12.51 % | 0.28 | -25.25 % | 0.25 | ||||
March 31, 2022 | -18.20 % | 0.13 | -8.33 % | 0.36 | ||||
June 30, 2022 | -3.09 % | 0.36 | 16.97 % | 0.66 | ||||
Sept. 30, 2022 | 6.85 % | 0.74 | 16.34 % | 0.68 | ||||
Dec. 31, 2022 | 5.53 % | 0.59 | 19.39 % | 0.67 | ||||
March 31, 2023 | 5.06 % | 0.62 | 19.30 % | 0.69 | ||||
June 30, 2023 | -4.72 % | 0.35 | 13.21 % | 0.60 | ||||
Sept. 30, 2023 | 11.36 % | 0.81 | 27.89 % | 0.77 | ||||
Dec. 31, 2023 | 8.40 % | 0.70 | 14.96 % | 0.64 | ||||
March 31, 2024 | -1.90 % | 0.40 | -4.53 % | 0.50 | ||||
June 30, 2024 | 5.66 % | 0.72 | - | - | ||||
Sept. 30, 2024 | 0.68 % | 0.45 | - | - | ||||
Dec. 31, 2024 | -8.99 % | 0.36 | - | - | ||||
March 31, 2025 | - | - | - | - |