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 |
---|---|---|---|---|---|---|---|---|
Sept. 30, 2020 | 7.91 % | 0.87 | 21.98 % | 0.89 | ||||
Dec. 31, 2020 | 7.76 % | 0.80 | 27.02 % | 0.83 | ||||
March 31, 2021 | 4.59 % | 0.75 | 15.39 % | 0.63 | ||||
June 30, 2021 | 0.13 % | 0.42 | -11.30 % | 0.30 | ||||
Sept. 30, 2021 | 10.36 % | 0.71 | -11.59 % | 0.25 | ||||
Dec. 31, 2021 | -1.90 % | 0.40 | -11.12 % | 0.30 | ||||
March 31, 2022 | -18.08 % | 0.10 | -4.11 % | 0.33 | ||||
June 30, 2022 | 0.40 % | 0.31 | 24.64 % | 0.66 | ||||
Sept. 30, 2022 | 9.74 % | 0.77 | 25.05 % | 0.69 | ||||
Dec. 31, 2022 | 5.61 % | 0.58 | 22.12 % | 0.68 | ||||
March 31, 2023 | 6.85 % | 0.58 | 27.87 % | 0.69 | ||||
June 30, 2023 | 1.09 % | 0.38 | 21.59 % | 0.62 | ||||
Sept. 30, 2023 | 6.88 % | 0.79 | 34.35 % | 0.78 | ||||
Dec. 31, 2023 | 10.88 % | 0.67 | 33.93 % | 0.61 | ||||
March 31, 2024 | 2.02 % | 0.40 | 16.72 % | 0.54 | ||||
June 30, 2024 | 11.66 % | 0.72 | - | - | ||||
Sept. 30, 2024 | 6.65 % | 0.45 | - | - | ||||
Dec. 31, 2024 | -4.27 % | 0.39 | - | - | ||||
March 31, 2025 | - | - | - | - |