Breadcrumb Home INTERACTIVE February 20, 2012 12:00 AM Top-Performing Managers of Composite Leveraged Net Long Equity, 4th Quarter 2011 Tweet Share Share Email More Reprints Print Top 10 managers: one-year returnCategoryGross returnNet returnMartingale Low Vol. 130/30 LC Eq.US SA Leveraged Net Long17.1516.28Brandywine Divs. L/C Val. Ext. 130/30US SA Leveraged Net Long8.046.93BRC 130/30 Concentrated EquityUS SA Leveraged Net Long7.567.35AQR US Relaxed Constraint 40US SA Leveraged Net Long7.437.03Glenmede Large Cap 130/30US SA Leveraged Net Long5.945.16Martingale 130/30 Lg. Cap Core 500US SA Leveraged Net Long5.304.52AQR Small Cap Relaxed ConstraintUS SA Leveraged Net Long5.173.60Martingale 130/30 Lg. Cap GrowthUS SA Leveraged Net Long4.083.30Analytic Aggr. Core Eq. Plus (S&P500)US SA Leveraged Net Long3.943.48Martingale 130/30 Lg. Cap ValueUS SA Leveraged Net Long3.933.15 Top 10 managers: five-year returnCategoryGross returnNet returnJ.P. Morgan Large Cap Core 130/30US SA Leveraged Net Long3.352.52LA Capital US Large Cap Act. Ext.US SA Leveraged Net Long2.481.43Glenmede Large Cap 130/30US SA Leveraged Net Long1.560.80Martingale 130/30 Lg. Cap GrowthUS SA Leveraged Net Long1.180.42PTI Secs. & Fut. Prot. Ind. Prog.US SA Leveraged Net Long1.091.07MFS Blended Res. 130/30-US Core Eq.US SA Leveraged Net Long1.090.22AQR US Relaxed Constraint 40US SA Leveraged Net Long0.64-0.21Analytic Core Eq. Plus (Russell 1000)US SA Leveraged Net Long-0.24-0.60Martingale 130/30 Lg. Cap Core 500US SA Leveraged Net Long-0.30-1.05AXA Rosenberg US 130/30US SA Leveraged Net Long-0.34-1.35 Related Articles Top-performing equity managers: Energy portfolios propel past small caps to do… Recommended for You Economists moderating their inflation forecasts Largest active U.S. equity DC mutual funds lag S&P 500 Select private equity managers show fundraising prowess Sponsored Content: The Institutional Investor's Guide to ESG Investing Reader Poll January 25, 2023 How will the DOL’s finalized rules impact ESG investing? SEE MORE POLLS > Sponsored White Papers Show Me the Income: Discovering plan sponsor and participant preferences for cr… Morningstar Indexes' Annual ESG Risk/Return Analysis The Future of Infrastructure: Building a Better Tomorrow Outlook 2023: Opportunity in a volatile world Research for Institutional Money Management View More Sponsored Content Partner Content The Industrialization of ESG Investment For institutional investors, ETFs can make meeting liquidity needs easier Gold: the most effective commodity investment 2021 Investment Outlook | Investing Beyond the Pandemic: A Reset for Portfolios Ten ways retirement plan professionals add value to plan sponsors Gold: an efficient hedge View More