Top Performing Managers of Leveraged Net Long (SA Only), 4th Quarter 2017

Leveraged Net Long (SA Only)1 year gross return1 year net return
AQR Capital Global RC 40(140/40)31.2030.24
Lazard Global 130/3027.3926.31
Martingale 130/30 LargeCap Growth26.5625.63
PVG Global Macro Portfolio25.6724.12
Cornerstone US Equity Opportunities24.5123.78
Cornerstone International Opportunities24.5123.63
Chicago Equity Large Cap 130/3024.2523.49
AQR Capital US Relaxed Constraint 4023.8623.13
Large Cap Core 130/3022.9323.59
Martingale 130/30 LargeCap Core 50022.8021.89
Leveraged Net Long (SA Only)5 year gross return5 year net return
Numeric Investors Amplified Core 130/3021.0319.88
Cornerstone US Equity Opportunities19.7319.02
Martingale 130/30 LargeCap Growth19.5718.69
AQR Capital US Relaxed Constraint 4019.5318.83
Martingale Low Volatility Long/Short18.9118.03
Martingale 130/30 LargeCap Core 50018.6317.76
Glenmede Large Cap 130/3018.4917.62
AQR Capital Global RC 40(140/40)17.4415.75
PVG Global Macro Portfolio17.3515.87
Martingale 130/30 LargeCap Value17.2716.41

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