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 | -5.87 % | 0.29 | 29.05 % | 0.93 | ||||
March 31, 2016 | 17.21 % | 0.71 | 33.86 % | 0.79 | ||||
June 30, 2016 | 15.87 % | 0.79 | 33.65 % | 0.79 | ||||
Sept. 30, 2016 | 1.84 % | 0.57 | 23.55 % | 0.69 | ||||
Dec. 31, 2016 | 0.89 % | 0.57 | 35.35 % | 0.80 | ||||
March 31, 2017 | 23.07 % | 0.93 | 52.64 % | 0.93 | ||||
June 30, 2017 | 11.69 % | 0.80 | 44.63 % | 0.79 | ||||
Sept. 30, 2017 | 6.41 % | 0.64 | 26.37 % | 0.86 | ||||
Dec. 31, 2017 | 17.37 % | 0.85 | 7.04 % | 0.42 | ||||
March 31, 2018 | 11.06 % | 0.79 | 1.91 % | 0.64 | ||||
June 30, 2018 | 4.97 % | 0.65 | -11.03 % | 0.29 | ||||
Sept. 30, 2018 | -24.40 % | 0.12 | -14.99 % | 0.38 | ||||
Dec. 31, 2018 | 15.46 % | 0.80 | 14.73 % | 0.64 | ||||
March 31, 2019 | -3.44 % | 0.39 | -19.36 % | 0.11 | ||||
June 30, 2019 | -11.77 % | 0.25 | 25.21 % | 0.56 | ||||
Sept. 30, 2019 | 11.28 % | 0.73 | 65.54 % | 0.87 | ||||
Dec. 31, 2019 | -11.91 % | 0.21 | 98.60 % | 0.93 | ||||
March 31, 2020 | 54.70 % | 1.00 | 102.35 % | 1.00 | ||||
June 30, 2020 | 15.24 % | 0.72 | 46.96 % | 1.00 | ||||
Sept. 30, 2020 | 25.59 % | 0.89 | 21.81 % | 0.83 | ||||
Dec. 31, 2020 | -10.10 % | 0.27 | -11.31 % | 0.36 | ||||
March 31, 2021 | 15.21 % | 0.84 | -20.84 % | 0.32 | ||||
June 30, 2021 | -1.99 % | 0.39 | -60.01 % | - | ||||
Sept. 30, 2021 | -9.54 % | 0.27 | -62.78 % | - | ||||
Dec. 31, 2021 | -26.46 % | - | -63.73 % | - | ||||
March 31, 2022 | -35.01 % | 0.06 | -39.29 % | - | ||||
June 30, 2022 | -1.66 % | 0.37 | 12.42 % | 0.50 | ||||
Sept. 30, 2022 | -13.65 % | 0.29 | 6.35 % | 0.53 | ||||
Dec. 31, 2022 | 12.07 % | 0.81 | 45.94 % | 0.80 | ||||
March 31, 2023 | 2.32 % | 0.47 | 33.01 % | 0.71 | ||||
June 30, 2023 | -3.00 % | 0.47 | 17.10 % | 0.62 | ||||
Sept. 30, 2023 | 22.13 % | 0.89 | 9.61 % | 0.72 | ||||
Dec. 31, 2023 | 6.97 % | 0.62 | 11.86 % | 0.44 | ||||
March 31, 2024 | -10.33 % | 0.16 | -10.11 % | 0.42 | ||||
June 30, 2024 | 3.91 % | 0.70 | - | - | ||||
Sept. 30, 2024 | - | - | - | - |