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 | 6.15 % | 0.61 | 39.26 % | 0.68 | 10 | |||
March 31, 2021 | 8.19 % | 0.78 | 29.26 % | 0.52 | 10 | |||
June 30, 2021 | -2.42 % | 0.38 | 15.00 % | 0.21 | 10 | |||
Sept. 30, 2021 | 18.59 % | 0.62 | 8.13 % | 0.22 | 10 | |||
Dec. 31, 2021 | -3.27 % | 0.34 | -6.13 % | 0.26 | 9 | |||
March 31, 2022 | -6.97 % | 0.19 | -7.38 % | 0.39 | 6 | |||
June 30, 2022 | -0.79 % | 0.32 | 8.77 % | 0.75 | 2 | |||
Sept. 30, 2022 | 6.81 % | 0.72 | 9.16 % | 0.81 | 2 | |||
Dec. 31, 2022 | -4.27 % | 0.66 | 12.13 % | 0.77 | 2 | |||
March 31, 2023 | 4.35 % | 0.68 | 13.82 % | 0.74 | 2 | |||
June 30, 2023 | 2.03 % | 0.47 | 16.92 % | 0.75 | 5 | |||
Sept. 30, 2023 | 10.29 % | 0.78 | 28.71 % | 0.85 | 4 | |||
Dec. 31, 2023 | 9.99 % | 0.65 | 15.70 % | 0.60 | 3 | |||
March 31, 2024 | 1.33 % | 0.48 | 5.87 % | 0.54 | 4 | |||
June 30, 2024 | 6.19 % | 0.76 | - | - | ||||
Sept. 30, 2024 | -0.04 % | 0.36 | - | - | ||||
Dec. 31, 2024 | 0.18 % | 0.52 | - | - | ||||
March 31, 2025 | - | - | - | - |