| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| ArbitrOption Cptl Event-Driven Investing | 25.84 | 19.56 |
| Cognios Capital Market Neutral Large Cap | 8.81 | 7.36 |
| Numeric Investors US Market Neutral | 5.52 | 4.47 |
| Analytic USMN Systematic Volatility | 5.44 | 4.36 |
| 12th Street Asset Management LP | 5.14 | 3.68 |
| SSgA U.S. Equity Market Neutral Strategy | 4.21 | 2.92 |
| Copeland Risk Managed Dividend Growth | 3.72 | 2.72 |
| Swan Defined Risk Strategy All Accounts | 2.97 | 2.46 |
| SL Advisors Hedged Dividend Capture | 2.68 | 1.91 |
| Swan Defined Risk Strategy | 2.58 | 2.07 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| ArbitrOption Cptl Event-Driven Investing | 41.19 | 37.22 |
| 12th Street Asset Management LP | 20.92 | 17.83 |
| Swan Defined Risk Strategy All Accounts | 8.00 | 7.13 |
| Swan Defined Risk Strategy | 7.96 | 7.16 |
| Numeric Investors US Market Neutral | 6.50 | 5.44 |
| PVG Loss Averse Equity Income | 4.68 | 3.54 |
| SSI Convertible Income | 4.54 | 3.50 |
| American Century US Discp Eq Mkt Neutral | 3.56 | 1.96 |
| Martingale Equity Market Neutral | 2.95 | 1.93 |
| GAM Absolute Return Bond Strategy | 2.83 | 2.01 |
