| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Martingale Low Volatility Long/Short | 14.97 | 14.12 |
| LA Capital U.S. Large Cap Active Exten | 4.85 | 4.08 |
| Analytic Core Eq Plus (Russ1000) | 4.16 | 3.64 |
| MFSˆ® Blended Rsrch - US Cor Eq Extension | 4.03 | 3.38 |
| Martingale 130/30 LargeCap Core 500 | 3.95 | 3.18 |
| AQR Capital US Relaxed Constraint 40 | 3.51 | 2.89 |
| Martingale 130/30 LargeCap Growth | 3.46 | 2.69 |
| AQR Capital Global RC 40(140/40) | 2.10 | -0.19 |
| Cornerstone US Equity Opportunities | 1.52 | 0.91 |
| Hillsdale US 130 30 Composite | 0.77 | 0.02 |
Source: Morningstar Separate Account/CIT Fund Database
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Martingale Low Volatility Long/Short | 18.49 | 17.62 |
| AQR Capital US Relaxed Constraint 40 | 14.88 | 14.03 |
| Cornerstone US Equity Opportunities | 14.54 | 13.82 |
| MFSˆ® Blended Rsrch - US Cor Eq Extension | 14.43 | 13.53 |
| Martingale 130/30 LargeCap Growth | 14.43 | 13.59 |
| Hillsdale US 130 30 Composite | 14.14 | 13.29 |
| Martingale 130/30 LargeCap Core 500 | 13.66 | 12.82 |
| Analytic Core Eq Plus (Russ1000) | 13.63 | 13.05 |
| LA Capital U.S. Large Cap Active Exten | 12.55 | 12.11 |
| AJO Top Cap Absolute Value 130/30 | 12.48 | 12.22 |
