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, 2017 | 7.44 % | 0.48 | 3.66 % | 0.44 | ||||
March 31, 2018 | 10.76 % | 0.67 | 15.73 % | 0.63 | ||||
June 30, 2018 | 4.62 % | 0.54 | 7.32 % | 0.48 | ||||
Sept. 30, 2018 | -19.11 % | 0.12 | -6.68 % | 0.40 | ||||
Dec. 31, 2018 | 26.03 % | 0.91 | 35.24 % | 0.71 | ||||
March 31, 2019 | 6.19 % | 0.55 | -10.92 % | 0.45 | ||||
June 30, 2019 | -10.40 % | 0.37 | 7.92 % | 0.64 | ||||
Sept. 30, 2019 | 22.53 % | 0.74 | 26.51 % | 0.66 | ||||
Dec. 31, 2019 | -22.95 % | 0.18 | 32.29 % | 0.62 | ||||
March 31, 2020 | 40.51 % | 0.89 | 85.96 % | 0.84 | ||||
June 30, 2020 | 1.61 % | 0.43 | 48.14 % | 0.60 | ||||
Sept. 30, 2020 | 27.23 % | 0.76 | 38.57 % | 0.59 | ||||
Dec. 31, 2020 | 5.11 % | 0.62 | 8.82 % | 0.54 | ||||
March 31, 2021 | 1.93 % | 0.58 | -0.58 % | 0.46 | ||||
June 30, 2021 | 2.79 % | 0.46 | -14.51 % | 0.28 | ||||
Sept. 30, 2021 | 0.98 % | 0.47 | -25.23 % | 0.24 | ||||
Dec. 31, 2021 | -5.33 % | 0.28 | -14.59 % | 0.30 | ||||
March 31, 2022 | -15.86 % | 0.14 | -16.12 % | 0.25 | ||||
June 30, 2022 | -9.08 % | 0.43 | -1.33 % | 0.55 | ||||
Sept. 30, 2022 | 16.77 % | 0.55 | 11.08 % | 0.38 | ||||
Dec. 31, 2022 | 3.24 % | 0.42 | 6.96 % | 0.46 | ||||
March 31, 2023 | -1.30 % | 0.48 | 24.83 % | 0.69 | ||||
June 30, 2023 | -6.70 % | 0.31 | 30.16 % | 0.53 | ||||
Sept. 30, 2023 | 12.54 % | 0.73 | 58.27 % | 0.72 | ||||
Dec. 31, 2023 | 22.60 % | 0.74 | 35.39 % | 0.38 | ||||
March 31, 2024 | -1.02 % | 0.48 | -2.97 % | 0.25 | ||||
June 30, 2024 | 14.41 % | 0.62 | - | - | ||||
Sept. 30, 2024 | -8.51 % | 0.23 | - | - | ||||
Dec. 31, 2024 | -8.69 % | 0.27 | - | - | ||||
March 31, 2025 | - | - | - | - |