Top-Performing Managers of Composite Market Neutral Equity, 4th Quarter 2011
| Top 10 managers: one-year return | Category | Gross return | Net return |
| ArbitrOption Event-Driven Inv. | US SA Market Neutral | 29.54 | 26.94 |
| Zacks Market Neutral | US SA Market Neutral | 7.54 | 6.69 |
| Turner Market Neutral Equity | US SA Market Neutral | 7.49 | 6.33 |
| American Century US Eq. MN | US SA Market Neutral | 7.44 | 5.70 |
| Invesco US Market Neutral Cash | US SA Market Neutral | 7.39 | 7.39 |
| PSI Absolute Return | US SA Market Neutral | 6.58 | 4.62 |
| Martingale Equity Market Neutral | US SA Market Neutral | 4.50 | 3.46 |
| Analytic USMN Systematic Volatility | US SA Market Neutral | 4.41 | 3.31 |
| Copeland Risk Mgd. Div. Growth | US SA Market Neutral | 4.35 | 3.36 |
| INTECH Market Neutral | US SA Market Neutral | 3.36 | 2.45 |
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| Top 10 managers: five-year return | Category | Gross return | Net return |
| PSI Absolute Return | US SA Market Neutral | 8.50 | 6.31 |
| Swan Defined Risk Strategy | US SA Market Neutral | 7.24 | 6.11 |
| Zacks Market Neutral | US SA Market Neutral | 4.75 | 3.77 |
| PSI Market Neutral | US SA Market Neutral | 4.06 | 1.78 |
| J.P. Morgan Res. Market Neutral | US SA Market Neutral | 2.96 | 2.00 |
| INTECH Market Neutral | US SA Market Neutral | 2.65 | 1.73 |
| American Century US Eq. MN | US SA Market Neutral | 2.30 | 0.62 |
| Invesco US Market Neutral Cash | US SA Market Neutral | 1.66 | 1.66 |
| The Boston Multi-Alpha MN Eq. | US SA Market Neutral | 0.50 | -0.50 |
| Analytic USMN Systematic Volatility | US SA Market Neutral | -0.04 | -1.08 |
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