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 | - | - | - | - |