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 | 16.63 % | 0.64 | 17.11 % | 0.44 | ||||
March 31, 2015 | 20.03 % | 0.63 | -20.95 % | 0.24 | ||||
June 30, 2015 | -17.97 % | 0.19 | -40.84 % | 0.19 | ||||
Sept. 30, 2015 | 7.76 % | 0.50 | -16.98 % | 0.36 | ||||
Dec. 31, 2015 | -28.33 % | 0.05 | -17.31 % | 0.28 | ||||
March 31, 2016 | -3.43 % | 0.42 | 19.91 % | 0.53 | ||||
June 30, 2016 | 24.05 % | 0.69 | 25.53 % | 0.68 | ||||
Sept. 30, 2016 | -0.67 % | 0.44 | -0.16 % | 0.56 | ||||
Dec. 31, 2016 | -0.57 % | 0.61 | -2.42 % | 0.51 | ||||
March 31, 2017 | 0.17 % | 0.55 | -1.29 % | 0.45 | ||||
June 30, 2017 | -6.45 % | 0.52 | 15.10 % | 0.55 | ||||
Sept. 30, 2017 | -2.78 % | 0.46 | 29.23 % | 0.58 | ||||
Dec. 31, 2017 | 9.29 % | 0.59 | -4.42 % | 0.32 | ||||
March 31, 2018 | 16.50 % | 0.62 | 26.24 % | 0.50 | ||||
June 30, 2018 | 24.30 % | 0.60 | 9.35 % | 0.42 | ||||
Sept. 30, 2018 | -32.18 % | 0.12 | -26.53 % | 0.18 | ||||
Dec. 31, 2018 | 37.85 % | 0.76 | 8.08 % | 0.47 | ||||
March 31, 2019 | -4.01 % | 0.39 | -33.82 % | 0.24 | ||||
June 30, 2019 | -21.59 % | 0.36 | -10.34 % | 0.43 | ||||
Sept. 30, 2019 | 29.59 % | 0.58 | 36.77 % | 0.50 | ||||
Dec. 31, 2019 | -29.60 % | 0.25 | 69.66 % | 0.75 | ||||
March 31, 2020 | 41.16 % | 1.00 | 220.20 % | 0.88 | ||||
June 30, 2020 | 14.83 % | 0.50 | 182.70 % | 0.88 | ||||
Sept. 30, 2020 | 46.83 % | 0.57 | 99.26 % | 0.71 | ||||
Dec. 31, 2020 | 34.12 % | 0.75 | 28.26 % | 0.50 | ||||
March 31, 2021 | 23.99 % | 0.33 | -9.67 % | 0.33 | ||||
June 30, 2021 | -19.38 % | 0.25 | -45.39 % | 0.12 | ||||
Sept. 30, 2021 | -6.33 % | 0.14 | -29.64 % | 0.14 | ||||
Dec. 31, 2021 | -0.86 % | 0.20 | -15.29 % | 0.50 | ||||
March 31, 2022 | -22.83 % | - | -9.13 % | 0.33 | ||||
June 30, 2022 | -0.68 % | 0.50 | 25.08 % | 0.50 | ||||
Sept. 30, 2022 | 20.99 % | 1.00 | -6.26 % | 0.80 | ||||
Dec. 31, 2022 | 2.19 % | 0.33 | -47.21 % | 0.60 | ||||
March 31, 2023 | 3.59 % | 0.75 | -12.12 % | 0.67 | ||||
June 30, 2023 | -21.56 % | 0.44 | -14.83 % | 0.86 | ||||
Sept. 30, 2023 | -28.66 % | 0.67 | 8.94 % | 0.86 | ||||
Dec. 31, 2023 | 64.87 % | 0.79 | 49.30 % | 0.71 | ||||
March 31, 2024 | -2.43 % | 0.69 | -13.92 % | 0.38 | ||||
June 30, 2024 | -4.91 % | 0.33 | - | - | ||||
Sept. 30, 2024 | 5.76 % | 0.58 | - | - | ||||
Dec. 31, 2024 | -11.51 % | 0.38 | - | - | ||||
March 31, 2025 | - | - | - | - |