| 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 | 9.16 % | 0.92 | 31.87 % | 1.00 | ||||
| March 31, 2017 | 9.16 % | 0.92 | 26.45 % | 0.69 | ||||
| June 30, 2017 | 6.20 % | 0.71 | 19.47 % | 0.57 | ||||
| Sept. 30, 2017 | 9.41 % | 0.77 | 13.30 % | 0.77 | ||||
| Dec. 31, 2017 | -0.87 % | 0.38 | -2.44 % | 0.36 | ||||
| March 31, 2018 | 1.37 % | 0.57 | 6.32 % | 0.64 | ||||
| June 30, 2018 | 3.76 % | 0.62 | 8.14 % | 0.54 | ||||
| Sept. 30, 2018 | -18.57 % | 0.13 | 9.05 % | 0.73 | ||||
| Dec. 31, 2018 | 17.35 % | 0.86 | 47.78 % | 0.93 | ||||
| March 31, 2019 | 8.53 % | 0.67 | 0.79 % | 0.60 | ||||
| June 30, 2019 | 3.36 % | 0.80 | 15.17 % | 0.80 | ||||
| Sept. 30, 2019 | 10.86 % | 0.88 | 22.63 % | 0.69 | ||||
| Dec. 31, 2019 | -21.17 % | 0.06 | 24.20 % | 0.81 | ||||
| March 31, 2020 | 23.15 % | 1.00 | 69.46 % | 0.94 | ||||
| June 30, 2020 | 8.84 % | 0.83 | 43.48 % | 0.94 | ||||
| Sept. 30, 2020 | 16.62 % | 1.00 | 34.18 % | 0.94 | ||||
| Dec. 31, 2020 | 4.65 % | 0.56 | 29.64 % | 0.75 | ||||
| March 31, 2021 | 15.63 % | 0.89 | 11.27 % | 0.72 | ||||
| June 30, 2021 | 3.36 % | 0.59 | -13.58 % | 0.25 | ||||
| Sept. 30, 2021 | 13.54 % | 0.76 | -16.12 % | 0.12 | ||||
| Dec. 31, 2021 | -10.47 % | 0.24 | -18.04 % | 0.19 | ||||
| March 31, 2022 | -17.79 % | 0.12 | -4.79 % | 0.31 | ||||
| June 30, 2022 | -1.24 % | 0.31 | 24.24 % | 0.88 | ||||
| Sept. 30, 2022 | 11.36 % | 0.86 | 21.46 % | 0.93 | ||||
| Dec. 31, 2022 | 6.98 % | 0.85 | 25.81 % | 0.77 | ||||
| March 31, 2023 | 9.68 % | 0.85 | 28.57 % | 0.77 | ||||
| June 30, 2023 | -5.75 % | 0.29 | 21.90 % | 0.79 | ||||
| Sept. 30, 2023 | 16.17 % | 0.86 | 52.77 % | 1.00 | ||||
| Dec. 31, 2023 | 11.48 % | 0.80 | 40.23 % | 0.93 | ||||
| March 31, 2024 | 3.76 % | 0.79 | 18.38 % | 0.86 | ||||
| June 30, 2024 | 12.74 % | 0.93 | 22.85 % | 0.86 | ||||
| Sept. 30, 2024 | 4.03 % | 0.53 | 12.00 % | 0.53 | ||||
| Dec. 31, 2024 | -2.45 % | 0.60 | - | - | ||||
| March 31, 2025 | 9.23 % | 0.69 | - | - | ||||
| June 30, 2025 | -1.56 % | 0.19 | - | - | ||||
| Sept. 30, 2025 | - | - | - | - |