| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Hillsdale US 130 30 Composite | 26.88 | 25.95 |
| Martingale 130/30 LargeCap Growth | 26.71 | 25.78 |
| SIPCO Global Macro Portfolio | 26.48 | 24.82 |
| AQR Capital US Relaxed Constraint 40 | 25.08 | 24.11 |
| Glenmede Large Cap 130/30 | 23.61 | 22.70 |
| Chicago Equity Large Cap 130/30 | 23.60 | 22.87 |
| Martingale 130/30 LargeCap Core 500 | 22.84 | 21.94 |
| Martingale 130/30 LargeCap Value | 22.42 | 21.52 |
| JPMorgan Large Cap Core 130/30 | 22.10 | 21.10 |
| AJO Top Cap Absolute Value 130/30 | 21.82 | 21.47 |
Source: Morningstar Separate Account/CIT Fund Database
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| ValueWorks Long-Biased Strategy | 25.29 | 18.97 |
| AQR Capital US Relaxed Constraint 40 | 19.17 | 18.20 |
| Hillsdale US 130 30 Composite | 18.73 | 17.81 |
| MFSˆ® Blended Rsrch - US Cor Eq Extension | 18.32 | 17.32 |
| Glenmede Large Cap 130/30 | 17.82 | 16.95 |
| Martingale 130/30 LargeCap Growth | 17.77 | 16.90 |
| AJO Large Cap - Absolute Value 130/30 | 17.74 | 17.31 |
| Martingale Low Volatility 130/30 LC+ | 17.67 | 16.81 |
| Chicago Equity Large Cap 130/30 | 17.56 | 16.87 |
| AQR Capital Small Cap Relaxed Constraint | 17.19 | 15.47 |
