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, 2013 | 2.94 % | 0.64 | 11.65 % | 0.77 | 7 | |||
March 31, 2014 | 5.41 % | 0.73 | 15.30 % | 0.78 | 9 | |||
June 30, 2014 | -0.26 % | 0.64 | 12.75 % | 0.67 | 9 | |||
Sept. 30, 2014 | 5.13 % | 0.59 | -0.22 % | 0.39 | 8 | |||
Dec. 31, 2014 | 2.40 % | 0.50 | -4.83 % | 0.52 | 4 | |||
March 31, 2015 | 3.31 % | 0.68 | -1.86 % | 0.53 | 6 | |||
June 30, 2015 | -11.58 % | 0.06 | -6.53 % | 0.53 | 4 | |||
Sept. 30, 2015 | 2.81 % | 0.76 | 8.06 % | 0.76 | 2 | |||
Dec. 31, 2015 | 1.45 % | 0.59 | 13.76 % | 0.95 | 6 | |||
March 31, 2016 | 0.65 % | 0.53 | 20.35 % | 0.87 | 8 | |||
June 30, 2016 | -5.13 % | 0.63 | 23.27 % | 0.74 | 8 | |||
Sept. 30, 2016 | 14.96 % | 0.64 | 28.66 % | 0.82 | 10 | |||
Dec. 31, 2016 | 5.58 % | 0.79 | 24.43 % | 0.82 | 8 | |||
March 31, 2017 | 4.39 % | 0.62 | 13.08 % | 0.68 | 6 | |||
June 30, 2017 | 3.86 % | 0.74 | 7.50 % | 0.69 | 2 | |||
Sept. 30, 2017 | 6.79 % | 0.78 | 9.72 % | 0.64 | 3 | |||
Dec. 31, 2017 | -4.63 % | 0.39 | -12.62 % | 0.39 | 3 | |||
March 31, 2018 | 2.46 % | 0.57 | 9.45 % | 0.65 | 5 | |||
June 30, 2018 | 5.99 % | 0.74 | 10.44 % | 0.68 | 7 | |||
Sept. 30, 2018 | -15.15 % | 0.14 | 5.54 % | 0.61 | 8 | |||
Dec. 31, 2018 | 16.16 % | 0.84 | 35.05 % | 0.85 | 8 | |||
March 31, 2019 | 6.22 % | 0.69 | -8.84 % | 0.22 | 7 | |||
June 30, 2019 | 1.30 % | 0.54 | 6.04 % | 0.43 | 7 | |||
Sept. 30, 2019 | 11.67 % | 0.79 | 30.04 % | 0.54 | 9 | |||
Dec. 31, 2019 | -20.03 % | 0.07 | 26.52 % | 0.66 | 8 | |||
March 31, 2020 | 28.57 % | 0.93 | 75.17 % | 0.95 | 8 | |||
June 30, 2020 | 10.47 % | 0.70 | 53.74 % | 0.96 | 8 | |||
Sept. 30, 2020 | 14.79 % | 0.87 | 35.07 % | 0.90 | 7 | |||
Dec. 31, 2020 | 5.28 % | 0.67 | 28.32 % | 0.73 | 8 | |||
March 31, 2021 | 10.75 % | 0.78 | 13.79 % | 0.60 | 7 | |||
June 30, 2021 | -1.96 % | 0.38 | -19.59 % | 0.24 | 3 | |||
Sept. 30, 2021 | 9.36 % | 0.64 | -21.96 % | 0.21 | 3 | |||
Dec. 31, 2021 | -6.33 % | 0.28 | -24.59 % | 0.20 | 3 | |||
March 31, 2022 | -22.08 % | 0.11 | -9.75 % | 0.28 | 4 | |||
June 30, 2022 | -3.72 % | 0.33 | 26.95 % | 0.65 | 9 | |||
Sept. 30, 2022 | 4.74 % | 0.75 | 26.77 % | 0.72 | 9 | |||
Dec. 31, 2022 | 12.26 % | 0.62 | 36.58 % | 0.66 | 9 | |||
March 31, 2023 | 12.34 % | 0.63 | 36.31 % | 0.77 | 9 | |||
June 30, 2023 | -4.92 % | 0.36 | 31.09 % | 0.69 | 9 | |||
Sept. 30, 2023 | 12.86 % | 0.82 | 44.15 % | 0.83 | 10 | |||
Dec. 31, 2023 | 12.39 % | 0.78 | 35.56 % | 0.67 | 9 | |||
March 31, 2024 | 7.66 % | 0.49 | 9.86 % | 0.64 | 7 | |||
June 30, 2024 | 5.69 % | 0.74 | - | - | ||||
Sept. 30, 2024 | 5.02 % | 0.47 | - | - | ||||
Dec. 31, 2024 | -4.92 % | 0.49 | - | - | ||||
March 31, 2025 | - | - | - | - |