Simulated Performance for FormulaFolio Investments, LLC
| 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 | -1.98 % | 0.41 | -12.55 % | 0.38 | ||||
| March 31, 2015 | -3.17 % | 0.34 | -3.56 % | 0.50 | ||||
| June 30, 2015 | -4.88 % | 0.34 | 5.79 % | 0.60 | ||||
| Sept. 30, 2015 | 4.30 % | 0.71 | 14.67 % | 0.77 | ||||
| Dec. 31, 2015 | 6.91 % | 0.84 | 15.36 % | 0.85 | ||||
| March 31, 2016 | 5.22 % | 0.72 | 21.45 % | 0.85 | ||||
| June 30, 2016 | -1.44 % | 0.42 | 6.13 % | 0.73 | ||||
| Sept. 30, 2016 | 2.60 % | 0.57 | 14.46 % | 0.81 | ||||
| Dec. 31, 2016 | 5.18 % | 0.74 | 15.33 % | 0.77 | ||||
| March 31, 2017 | 1.87 % | 0.63 | 8.53 % | 0.68 | ||||
| June 30, 2017 | 4.95 % | 0.77 | 8.26 % | 0.65 | ||||
| Sept. 30, 2017 | 5.39 % | 0.74 | 8.79 % | 0.66 | ||||
| Dec. 31, 2017 | -3.47 % | 0.33 | -9.53 % | 0.32 | ||||
| March 31, 2018 | 2.28 % | 0.60 | 10.64 % | 0.68 | ||||
| June 30, 2018 | 7.27 % | 0.75 | 6.88 % | 0.64 | ||||
| Sept. 30, 2018 | -14.86 % | 0.11 | 0.33 % | 0.57 | ||||
| Dec. 31, 2018 | 13.70 % | 0.89 | 29.88 % | 0.91 | ||||
| March 31, 2019 | 3.52 % | 0.61 | -10.16 % | 0.27 | ||||
| June 30, 2019 | 2.38 % | 0.56 | 5.82 % | 0.43 | ||||
| Sept. 30, 2019 | 8.60 % | 0.81 | 16.82 % | 0.58 | ||||
| Dec. 31, 2019 | -18.91 % | 0.10 | 19.47 % | 0.63 | ||||
| March 31, 2020 | 20.44 % | 0.89 | 54.89 % | 0.97 | ||||
| June 30, 2020 | 11.67 % | 0.74 | 40.08 % | 0.94 | ||||
| Sept. 30, 2020 | 12.05 % | 0.83 | 25.92 % | 0.88 | ||||
| Dec. 31, 2020 | 8.01 % | 0.77 | 27.05 % | 0.81 | ||||
| June 30, 2021 | 0.16 % | 0.44 | -8.56 % | 0.39 |