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, 2015 | 2.83 % | 0.70 | 18.71 % | 0.90 | ||||
March 31, 2016 | 11.17 % | 0.80 | 22.53 % | 1.00 | ||||
June 30, 2016 | 5.81 % | 0.70 | 22.13 % | 0.70 | ||||
Sept. 30, 2016 | -0.18 % | 0.71 | 18.35 % | 1.00 | ||||
Dec. 31, 2016 | 1.62 % | 0.67 | 24.74 % | 1.00 | ||||
March 31, 2017 | 12.03 % | 0.71 | 33.45 % | 0.86 | ||||
June 30, 2017 | 8.21 % | 0.86 | 21.07 % | 0.86 | ||||
Sept. 30, 2017 | 4.90 % | 0.60 | 15.48 % | 0.40 | ||||
Dec. 31, 2017 | 1.67 % | 0.29 | 5.04 % | 0.33 | ||||
March 31, 2018 | 10.67 % | 0.83 | 25.42 % | 1.00 | ||||
June 30, 2018 | 21.79 % | 0.83 | 17.01 % | 0.83 | ||||
Sept. 30, 2018 | -19.82 % | 0.11 | -0.17 % | 0.44 | ||||
Dec. 31, 2018 | 22.73 % | 1.00 | 37.10 % | 0.86 | ||||
March 31, 2019 | -2.64 % | 0.67 | -38.50 % | - | ||||
June 30, 2019 | -2.40 % | 0.36 | -13.00 % | 0.36 | ||||
Sept. 30, 2019 | 8.90 % | 0.85 | 7.58 % | 0.85 | ||||
Dec. 31, 2019 | -31.00 % | - | 11.35 % | 0.78 | ||||
March 31, 2020 | 26.19 % | 0.91 | 64.32 % | 1.00 | ||||
June 30, 2020 | 13.22 % | 1.00 | 47.08 % | 1.00 | ||||
Sept. 30, 2020 | 19.29 % | 1.00 | 33.21 % | 1.00 | ||||
Dec. 31, 2020 | -5.16 % | 0.25 | 11.42 % | 0.88 | ||||
March 31, 2021 | 15.80 % | 0.86 | 0.42 % | 0.43 | ||||
June 30, 2021 | 6.77 % | 0.62 | -34.60 % | - | ||||
Sept. 30, 2021 | -3.63 % | 0.29 | -49.20 % | - | ||||
Dec. 31, 2021 | -23.17 % | 0.11 | -50.50 % | 0.11 | ||||
March 31, 2022 | -28.48 % | 0.10 | -18.13 % | 0.10 | ||||
June 30, 2022 | -10.45 % | 0.12 | 30.24 % | 0.62 | ||||
Sept. 30, 2022 | 4.64 % | 0.64 | 37.63 % | 0.70 | ||||
Dec. 31, 2022 | 25.53 % | 1.00 | 60.18 % | 1.00 | ||||
March 31, 2023 | 7.71 % | 0.55 | 37.93 % | 0.80 | ||||
June 30, 2023 | 0.13 % | 0.54 | 32.39 % | 0.83 | ||||
Sept. 30, 2023 | 20.73 % | 0.92 | 45.30 % | 0.91 | ||||
Dec. 31, 2023 | 13.00 % | 0.80 | 29.41 % | 0.80 | ||||
March 31, 2024 | 1.77 % | 0.67 | - | - | ||||
June 30, 2024 | 3.71 % | 0.73 | - | - | ||||
Sept. 30, 2024 | -3.69 % | 0.58 | - | - | ||||
Dec. 31, 2024 | - | - | - | - |