December 31, 2013 to December 31, 2023
Year Ended | Composite Gross of Fee | Composite Net of Fee Returns (%) | MSCI All Country World Index (Net) Returns (%) | Composite Gross of Fee 3-Yr Std Dev (%) | MSCI All Country World Index (Net) 3-Yr Std Dev (%) | Composite Assets ($ in Millions) | # of Accounts | Internal Dispersion (Equal-Weighted) | Total Firm Assets ($ in Millions) |
2014 | 10.83 | 10.06 | 4.16 | 9.37 | 10.50 | 5168.1 | 2 | N/A | 184,048.8 |
2015 | -4.62 | -5.28 | -2.36 | 10.96 | 10.79 | 4235.5 | 2 | N/A | 174,180.3 |
2016 | 7.87 | 7.12 | 7.86 | 10.28 | 11.06 | 3392.3 | 2 | N/A | 159,780.6 |
2017 | 16.79 | 15.97 | 23.97 | 9.50 | 10.36 | 2098.2 | 2 | N/A | 175,421.4 |
2018 | -5.53 | -6.19 | -9.42 | 9.55 | 10.48 | 1479.9 | 2 | N/A | 160,734.1 |
2019 | 23.08 | 22.22 | 26.60 | 10.43 | 11.23 | 1345.1 | 2 | N/A | 173,202.0 |
2020 | 7.79 | 7.04 | 16.25 | 17.41 | 18.13 | 1046.6 | 2 | N/A | 224,260.6 |
2021 | 22.73 | 21.87 | 18.54 | 16.81 | 16.84 | 1106.4 | 2 | N/A | 245,584.9 |
2022 | -9.64 | -10.27 | -18.36 | 19.68 | 19.86 | 832.4 | 2 | N/A | 164,123.0 |
2023 | 11.46 | 10.68 | 22.20 | 15.84 | 16.27 | 779.8 | 2 | N/A | 194,154.9 |