| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| ArbitrOption Cptl Event-Driven Investing | 16.81 | 12.58 |
| Copeland Risk Managed Dividend Growth | 13.28 | 12.15 |
| Cognios Capital Market Neutral Large Cap | 8.42 | 7.04 |
| Swan Defined Risk Strategy | 7.01 | 6.59 |
| Invesco US Market Neutral Equity | 6.82 | 6.82 |
| Swan Defined Risk Strategy All Accounts | 6.75 | 6.23 |
| Partnervest Adv Svcs STAR III - Alpha | 6.51 | 4.72 |
| Analytic USMN Systematic Volatility | 4.70 | 3.63 |
| JPMorgan Res Mkt Neutral | 4.46 | 3.43 |
| Martingale Equity Market Neutral | 3.31 | 2.28 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| ArbitrOption Cptl Event-Driven Investing | 38.44 | 35.10 |
| Swan Defined Risk Strategy | 7.12 | 6.32 |
| Swan Defined Risk Strategy All Accounts | 7.11 | 6.22 |
| Numeric Investors US Market Neutral | 6.20 | 5.14 |
| SSI Convertible Income | 4.65 | 3.60 |
| Partnervest Adv Svcs STAR III - Alpha | 4.62 | 3.44 |
| American Century US Discp Eq Mkt Neutral | 4.19 | 2.56 |
| Invesco US Market Neutral Equity | 3.97 | 3.30 |
| Analytic USMN Systematic Volatility | 3.39 | 2.31 |
| Martingale Equity Market Neutral | 3.34 | 2.31 |
