| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Numeric Investors Amplified Core 130/30 | 24.33 | 23.11 |
| Hillsdale US 130 30 Composite | 23.69 | 22.78 |
| Glenmede Large Cap 130/30 | 19.78 | 18.90 |
| UBS: U.S. Equity Alpha | 18.22 | 17.27 |
| Martingale Low Volatility 130/30 LC+ | 17.62 | 16.75 |
| Martingale 130/30 LargeCap Growth | 16.85 | 15.99 |
| AJO Top Cap Absolute Value 130/30 | 16.58 | 16.23 |
| Chicago Equity Large Cap 130/30 | 16.37 | 15.68 |
| JPMorgan Large Cap Core 130/30 | 16.03 | 15.10 |
| Analytic Core Eq Plus (Russ1000) | 15.43 | 14.86 |
Source: Morningstar Separate Account/CIT Fund Database
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| ValueWorks Long-Biased Strategy | 23.81 | 17.84 |
| Hillsdale US 130 30 Composite | 20.05 | 19.12 |
| Numeric Investors Amplified Core 130/30 | 19.93 | 18.75 |
| AQR Capital Small Cap Relaxed Constraint | 19.02 | 17.30 |
| AQR Capital US Relaxed Constraint 40 | 18.75 | 17.80 |
| MFSˆ® Blended Rsrch - US Cor Eq Extension | 18.54 | 17.55 |
| Glenmede Large Cap 130/30 | 18.50 | 17.63 |
| Martingale Low Volatility 130/30 LC+ | 18.28 | 17.41 |
| Martingale 130/30 LargeCap Growth | 17.99 | 17.12 |
| Boston Partners 130/30 Large Cap Value | 17.37 | 17.10 |
