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 | -6.80 % | 0.19 | -17.85 % | 0.22 | ||||
March 31, 2018 | 12.47 % | 0.96 | 5.58 % | 0.61 | ||||
June 30, 2018 | -3.24 % | 0.47 | -13.61 % | 0.29 | ||||
Sept. 30, 2018 | -21.25 % | 0.16 | -6.57 % | 0.61 | ||||
Dec. 31, 2018 | 9.23 % | 0.90 | 12.18 % | 0.56 | ||||
March 31, 2019 | 5.92 % | 0.67 | -7.64 % | 0.33 | ||||
June 30, 2019 | -3.19 % | 0.67 | -24.09 % | 0.22 | ||||
Sept. 30, 2019 | -15.88 % | 0.33 | 1.67 % | 0.33 |