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Simulated Performance for Key Square Capital Management LLC

Performance Trend (13F securities)
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, 2016 0.60 % 0.29 18.97 % 0.62
March 31, 2017 5.78 % 1.00 28.92 % 1.00
June 30, 2017 4.60 % 0.75 14.61 % 0.88
Sept. 30, 2017 11.48 % 0.76 8.54 % 0.67
Dec. 31, 2017 1.28 % 0.41 -16.58 % 0.15
March 31, 2018 2.26 % 0.63 -5.18 % 0.37
June 30, 2018 2.30 % 0.50 1.50 % 0.50
Sept. 30, 2018 -28.16 % 0.04 -17.98 % 0.17
Dec. 31, 2018 15.11 % 0.86 15.78 % 0.57
March 31, 2019 13.61 % 0.80 -43.67 % 0.10
June 30, 2019 -7.77 % 0.33 -26.95 % 0.22
Sept. 30, 2019 -6.48 % 0.83 -18.74 % 0.33
Dec. 31, 2019 -35.85 % - -5.84 % 0.43
March 31, 2020 34.88 % 0.92 80.32 % 0.88
June 30, 2020 -32.14 % 0.50 1.95 % 0.88
Sept. 30, 2020 15.48 % 0.69 50.44 % 1.00
Dec. 31, 2020 15.34 % 0.83 35.11 % 0.83
March 31, 2021 9.43 % 0.72 25.04 % 0.52
June 30, 2021 -5.51 % 0.40 -8.69 % 0.28
Sept. 30, 2021 -1.25 % 0.56 0.83 % 0.44
Dec. 31, 2021 32.92 % 0.68 19.86 % 0.56
March 31, 2022 -24.44 % 0.14 -8.35 % 0.50
June 30, 2022 -8.31 % 0.44 20.92 % 0.69
Sept. 30, 2022 44.64 % 1.00 102.36 % 1.00
Dec. 31, 2022 18.72 % 0.50 59.24 % 0.90
March 31, 2023 2.10 % 0.50 11.56 % 0.57
June 30, 2023 -2.23 % 0.25 -9.53 % 0.25
Sept. 30, 2023 -22.66 % - -46.07 % -
Dec. 31, 2023 12.50 % 0.33 172.35 % 0.67
March 31, 2024 -4.66 % 0.33 - -
June 30, 2024 - - - -
Sept. 30, 2024 - - - -