Top-Performing Managers of Composite Leveraged Net Long Equity, 4th Quarter 2011
| Top 10 managers: one-year return | Category | Gross return | Net return |
| Martingale Low Vol. 130/30 LC Eq. | US SA Leveraged Net Long | 17.15 | 16.28 |
| Brandywine Divs. L/C Val. Ext. 130/30 | US SA Leveraged Net Long | 8.04 | 6.93 |
| BRC 130/30 Concentrated Equity | US SA Leveraged Net Long | 7.56 | 7.35 |
| AQR US Relaxed Constraint 40 | US SA Leveraged Net Long | 7.43 | 7.03 |
| Glenmede Large Cap 130/30 | US SA Leveraged Net Long | 5.94 | 5.16 |
| Martingale 130/30 Lg. Cap Core 500 | US SA Leveraged Net Long | 5.30 | 4.52 |
| AQR Small Cap Relaxed Constraint | US SA Leveraged Net Long | 5.17 | 3.60 |
| Martingale 130/30 Lg. Cap Growth | US SA Leveraged Net Long | 4.08 | 3.30 |
| Analytic Aggr. Core Eq. Plus (S&P500) | US SA Leveraged Net Long | 3.94 | 3.48 |
| Martingale 130/30 Lg. Cap Value | US SA Leveraged Net Long | 3.93 | 3.15 |
| Â | |||
| Top 10 managers: five-year return | Category | Gross return | Net return |
| J.P. Morgan Large Cap Core 130/30 | US SA Leveraged Net Long | 3.35 | 2.52 |
| LA Capital US Large Cap Act. Ext. | US SA Leveraged Net Long | 2.48 | 1.43 |
| Glenmede Large Cap 130/30 | US SA Leveraged Net Long | 1.56 | 0.80 |
| Martingale 130/30 Lg. Cap Growth | US SA Leveraged Net Long | 1.18 | 0.42 |
| PTI Secs. & Fut. Prot. Ind. Prog. | US SA Leveraged Net Long | 1.09 | 1.07 |
| MFS Blended Res. 130/30-US Core Eq. | US SA Leveraged Net Long | 1.09 | 0.22 |
| AQR US Relaxed Constraint 40 | US SA Leveraged Net Long | 0.64 | -0.21 |
| Analytic Core Eq. Plus (Russell 1000) | US SA Leveraged Net Long | -0.24 | -0.60 |
| Martingale 130/30 Lg. Cap Core 500 | US SA Leveraged Net Long | -0.30 | -1.05 |
| AXA Rosenberg US 130/30 | US SA Leveraged Net Long | -0.34 | -1.35 |
Sponsored
White Papers
Sponsored Content
Partner Content