| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| ArbitrOption Cptl Event-Driven Investing | 21.72 | 16.37 |
| 12th Street Asset Management LP | 13.71 | 11.31 |
| Copeland Risk Managed Dividend Growth | 11.07 | 9.96 |
| Cognios Capital Market Neutral Large Cap | 9.92 | 8.47 |
| SL Advisors Hedged Dividend Capture | 9.82 | 9.03 |
| Numeric Investors US Market Neutral | 7.97 | 6.90 |
| Swan Defined Risk Strategy All Accounts | 6.25 | 5.75 |
| Swan Defined Risk Strategy | 6.13 | 5.69 |
| Analytic USMN Systematic Volatility | 3.63 | 2.57 |
| Martingale Equity Market Neutral | 3.34 | 2.31 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| ArbitrOption Cptl Event-Driven Investing | 38.52 | 34.93 |
| 12th Street Asset Management LP | 18.79 | 15.95 |
| Swan Defined Risk Strategy All Accounts | 6.96 | 6.09 |
| Swan Defined Risk Strategy | 6.91 | 6.11 |
| Numeric Investors US Market Neutral | 6.23 | 5.17 |
| SSI Convertible Income | 4.43 | 3.39 |
| PanAgora Dynamic Global Market Neutral | 4.35 | 3.58 |
| American Century US Discp Eq Mkt Neutral | 3.96 | 2.34 |
| Analytic USMN Systematic Volatility | 3.75 | 2.66 |
| Martingale Equity Market Neutral | 3.42 | 2.39 |
