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 |
---|---|---|---|---|---|---|---|---|
March 31, 2016 | 3.97 % | 0.58 | 16.33 % | 0.76 | 5 | 4 | 4 | |
June 30, 2016 | 9.92 % | 0.72 | 23.97 % | 0.74 | 8 | 6 | 10 | |
Sept. 30, 2016 | 1.81 % | 0.54 | 17.02 % | 0.71 | 5 | 4 | 6 | |
Dec. 31, 2016 | 8.00 % | 0.68 | 19.37 % | 0.70 | 6 | 5 | 5 | |
March 31, 2017 | 2.27 % | 0.62 | 10.87 % | 0.64 | 4 | 4 | 3 | |
June 30, 2017 | 3.64 % | 0.69 | 12.81 % | 0.67 | 5 | 4 | 3 | |
Sept. 30, 2017 | 5.53 % | 0.67 | 20.20 % | 0.67 | 8 | 7 | 10 | |
Dec. 31, 2017 | 0.16 % | 0.46 | -7.59 % | 0.34 | 5 | 7 | 9 | |
March 31, 2018 | 7.59 % | 0.66 | 12.75 % | 0.56 | 7 | 8 | 10 | |
June 30, 2018 | 6.54 % | 0.60 | 7.76 % | 0.54 | 5 | 8 | 10 | |
Sept. 30, 2018 | -18.09 % | 0.11 | -3.35 % | 0.47 | 3 | 5 | 2 | |
Dec. 31, 2018 | 16.67 % | 0.87 | 29.64 % | 0.82 | 5 | 6 | 7 | |
March 31, 2019 | 3.21 % | 0.61 | -19.89 % | 0.22 | 3 | 5 | 4 | |
June 30, 2019 | -2.34 % | 0.50 | -0.71 % | 0.40 | 4 | 5 | 4 | |
Sept. 30, 2019 | 9.06 % | 0.75 | 8.02 % | 0.51 | 4 | 4 | 4 | |
Dec. 31, 2019 | -28.25 % | 0.08 | 23.11 % | 0.57 | 8 | 6 | 7 | |
March 31, 2020 | 31.67 % | 0.89 | 85.35 % | 0.95 | 9 | 6 | 8 | |
June 30, 2020 | 9.42 % | 0.60 | 51.38 % | 0.88 | 8 | 5 | 6 | |
Sept. 30, 2020 | 21.64 % | 0.86 | 37.42 % | 0.80 | 8 | 6 | 6 | |
Dec. 31, 2020 | 9.70 % | 0.66 | 21.56 % | 0.63 | 4 | 7 | 7 | |
March 31, 2021 | 7.50 % | 0.65 | 4.98 % | 0.50 | 3 | 7 | 7 | |
June 30, 2021 | -0.65 % | 0.43 | -16.75 % | 0.27 | 4 | 7 | 5 | |
Sept. 30, 2021 | 4.73 % | 0.58 | -19.94 % | 0.28 | 4 | 6 | 4 | |
Dec. 31, 2021 | -4.65 % | 0.43 | -17.63 % | 0.35 | 6 | 6 | 4 | |
March 31, 2022 | -16.48 % | 0.22 | -9.02 % | 0.39 | 5 | 6 | 3 | |
June 30, 2022 | -3.28 % | 0.50 | 11.13 % | 0.60 | 3 | 4 | 5 | |
Sept. 30, 2022 | 7.78 % | 0.70 | 11.89 % | 0.62 | 3 | 4 | 4 | |
Dec. 31, 2022 | 5.35 % | 0.59 | 21.81 % | 0.63 | 5 | 5 | 7 | |
March 31, 2023 | 5.88 % | 0.60 | 24.96 % | 0.64 | 6 | 6 | 7 | |
June 30, 2023 | -3.64 % | 0.36 | 19.52 % | 0.57 | 6 | 7 | 9 | |
Sept. 30, 2023 | 13.91 % | 0.76 | 32.14 % | 0.74 | 6 | 6 | 8 | |
Dec. 31, 2023 | 9.97 % | 0.65 | 17.54 % | 0.57 | 4 | 6 | 5 | |
March 31, 2024 | -2.43 % | 0.38 | 2.65 % | 0.48 | 3 | 6 | 5 | |
June 30, 2024 | 8.21 % | 0.69 | - | - | ||||
Sept. 30, 2024 | 2.11 % | 0.47 | - | - | ||||
Dec. 31, 2024 | -6.29 % | 0.38 | - | - | ||||
March 31, 2025 | - | - | - | - |