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, 2019 | -23.81 % | 0.06 | 14.63 % | 0.54 | ||||
March 31, 2020 | 22.58 % | 0.90 | 66.60 % | 0.94 | ||||
June 30, 2020 | 9.75 % | 0.62 | 46.07 % | 0.94 | ||||
Sept. 30, 2020 | 16.43 % | 0.86 | 35.11 % | 0.89 | ||||
Dec. 31, 2020 | 7.57 % | 0.77 | 24.65 % | 0.78 | ||||
March 31, 2021 | 8.17 % | 0.77 | 13.00 % | 0.66 | ||||
June 30, 2021 | -1.56 % | 0.39 | -10.68 % | 0.31 | ||||
Sept. 30, 2021 | 9.03 % | 0.67 | -13.94 % | 0.29 | ||||
Dec. 31, 2021 | -2.01 % | 0.41 | -13.80 % | 0.31 | ||||
March 31, 2022 | -15.43 % | 0.14 | -7.64 % | 0.30 | ||||
June 30, 2022 | -4.31 % | 0.27 | 16.69 % | 0.65 | ||||
Sept. 30, 2022 | 7.87 % | 0.77 | 20.09 % | 0.73 | ||||
Dec. 31, 2022 | 4.90 % | 0.56 | 22.53 % | 0.71 | ||||
March 31, 2023 | 7.84 % | 0.64 | 22.43 % | 0.74 | ||||
June 30, 2023 | -1.89 % | 0.43 | 17.06 % | 0.61 | ||||
Sept. 30, 2023 | 9.14 % | 0.82 | 27.55 % | 0.84 | ||||
Dec. 31, 2023 | 6.56 % | 0.67 | 18.13 % | 0.61 | ||||
March 31, 2024 | 3.47 % | 0.51 | 11.89 % | 0.67 | ||||
June 30, 2024 | 6.56 % | 0.73 | - | - | ||||
Sept. 30, 2024 | 1.18 % | 0.40 | - | - | ||||
Dec. 31, 2024 | -1.72 % | 0.54 | - | - | ||||
March 31, 2025 | - | - | - | - |