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, 2020 | 17.89 % | 0.92 | 30.18 % | 0.92 | ||||
March 31, 2021 | 14.33 % | 0.79 | 1.84 % | 0.50 | ||||
June 30, 2021 | -4.28 % | 0.27 | -27.90 % | 0.18 | ||||
Sept. 30, 2021 | 4.06 % | 0.70 | -25.31 % | - | ||||
Dec. 31, 2021 | -8.36 % | 0.36 | -22.92 % | 0.18 | ||||
March 31, 2022 | -19.76 % | - | -9.89 % | 0.33 | ||||
June 30, 2022 | 2.55 % | 0.55 | 23.61 % | 0.55 | ||||
Sept. 30, 2022 | 7.26 % | 0.64 | 16.03 % | 0.64 | ||||
Dec. 31, 2022 | 2.04 % | 0.69 | 31.75 % | 0.85 | ||||
March 31, 2023 | 11.06 % | 0.91 | 61.92 % | 0.91 | ||||
June 30, 2023 | 2.41 % | 0.50 | 45.53 % | 0.92 | ||||
Sept. 30, 2023 | 16.06 % | 1.00 | 56.12 % | 0.90 | ||||
Dec. 31, 2023 | 17.34 % | 0.92 | 23.09 % | 0.75 | ||||
March 31, 2024 | -1.63 % | 0.43 | 2.59 % | 0.64 | ||||
June 30, 2024 | 6.26 % | 0.69 | - | - | ||||
Sept. 30, 2024 | -3.26 % | 0.43 | - | - | ||||
Dec. 31, 2024 | -7.10 % | 0.27 | - | - | ||||
March 31, 2025 | - | - | - | - |