Simulated Performance for DARK FOREST CAPITAL MANAGEMENT LP
| 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 |
|---|---|---|---|---|---|---|---|---|
| June 30, 2021 | -2.50 % | 0.40 | -17.57 % | 0.26 | ||||
| Sept. 30, 2021 | 0.53 % | 0.62 | -12.21 % | 0.30 | ||||
| Dec. 31, 2021 | -1.47 % | 0.42 | -7.72 % | 0.32 | ||||
| March 31, 2022 | -6.78 % | 0.28 | -3.62 % | 0.41 | ||||
| June 30, 2022 | -0.92 % | 0.57 | 0.57 % | 0.64 | ||||
| Sept. 30, 2022 | 2.75 % | 0.71 | 1.01 % | 0.61 | ||||
| Dec. 31, 2022 | 4.35 % | 0.61 | 0.21 % | 0.63 | ||||
| March 31, 2023 | 4.41 % | 0.59 | 15.34 % | 0.64 | ||||
| June 30, 2023 | -2.34 % | 0.37 | 13.01 % | 0.60 | ||||
| Sept. 30, 2023 | 12.88 % | 0.78 | 27.56 % | 0.74 | ||||
| Dec. 31, 2023 | 8.03 % | 0.67 | 39.76 % | 0.59 | ||||
| March 31, 2024 | -0.14 % | 0.39 | 0.23 % | 0.49 | ||||
| June 30, 2024 | 8.56 % | 0.73 | 24.85 % | 0.59 | ||||
| Sept. 30, 2024 | 2.87 % | 0.46 | 9.65 % | 0.55 | ||||
| Dec. 31, 2024 | -5.98 % | 0.33 | - | - | ||||
| March 31, 2025 | 8.21 % | 0.62 | - | - | ||||
| June 30, 2025 | 6.89 % | 0.64 | - | - | ||||
| Sept. 30, 2025 | - | - | - | - |