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 | 4.44 % | 1.00 | -11.17 % | 0.50 | ||||
March 31, 2017 | 8.87 % | 0.50 | -17.04 % | 0.50 | ||||
June 30, 2017 | -23.74 % | 0.67 | -6.20 % | 0.33 | ||||
Sept. 30, 2017 | 12.12 % | 0.33 | 29.25 % | 0.33 | ||||
Dec. 31, 2017 | -7.84 % | - | 1.64 % | 1.00 | ||||
March 31, 2018 | 12.51 % | 0.67 | -11.90 % | 0.67 | ||||
June 30, 2018 | 7.33 % | 1.00 | -15.37 % | 0.33 | ||||
Sept. 30, 2018 | -19.64 % | - | -20.70 % | 0.25 | ||||
Dec. 31, 2018 | 14.07 % | 0.67 | 19.81 % | 0.67 | ||||
March 31, 2019 | -12.04 % | 0.17 | -47.70 % | - | ||||
June 30, 2019 | -5.45 % | 0.17 | -32.42 % | 0.17 | ||||
Sept. 30, 2019 | 11.77 % | 0.83 | -27.45 % | 0.17 | ||||
Dec. 31, 2019 | -42.71 % | - | -24.55 % | 0.20 | ||||
March 31, 2020 | 13.04 % | 0.71 | 42.37 % | 0.86 | ||||
June 30, 2020 | -16.06 % | 0.20 | 16.70 % | 0.80 | ||||
Sept. 30, 2020 | 27.22 % | 0.80 | 46.76 % | 0.80 | ||||
Dec. 31, 2020 | 19.78 % | 0.90 | -4.34 % | 0.50 | ||||
March 31, 2021 | 1.43 % | 0.78 | -21.83 % | 0.11 | ||||
June 30, 2021 | -1.15 % | 0.44 | -33.34 % | - | ||||
Sept. 30, 2021 | -6.61 % | 0.29 | -48.05 % | - | ||||
Dec. 31, 2021 | -20.33 % | 0.14 | -51.31 % | - | ||||
March 31, 2022 | -1.30 % | 0.29 | -43.20 % | 0.17 | ||||
June 30, 2022 | -32.61 % | 0.17 | -29.17 % | 0.67 | ||||
Sept. 30, 2022 | -2.31 % | 0.67 | -1.67 % | 0.67 | ||||
Dec. 31, 2022 | -12.41 % | 0.60 | 5.57 % | 0.60 | ||||
March 31, 2023 | 24.28 % | 0.80 | 28.80 % | 0.40 | ||||
June 30, 2023 | -7.38 % | 0.25 | 9.51 % | 0.75 | ||||
Sept. 30, 2023 | 11.10 % | 0.50 | 28.45 % | 1.00 | ||||
Dec. 31, 2023 | -1.66 % | 0.25 | -4.91 % | 0.33 | ||||
March 31, 2024 | 9.57 % | 0.75 | -4.88 % | - | ||||
June 30, 2024 | 6.49 % | 0.50 | - | - | ||||
Sept. 30, 2024 | -12.17 % | - | - | - | ||||
Dec. 31, 2024 | -3.53 % | - | - | - | ||||
March 31, 2025 | - | - | - | - |