| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Martingale Low Volatility Long/Short | 19.09 | 18.22 |
| LA Capital U.S. Large Cap Active Exten | 8.61 | 7.81 |
| Analytic Core Eq Plus (Russ1000) | 8.16 | 7.60 |
| ValueWorks Long-Biased Strategy | 6.20 | 4.58 |
| Glenmede Large Cap 130/30 | 5.47 | 4.69 |
| Sowell TAP 2x Stock-Bonds | 4.21 | 2.35 |
| Chicago Equity Large Cap 130/30 | 4.05 | 3.37 |
| AQR Capital US Relaxed Constraint 40 | 3.81 | 3.19 |
| Martingale 130/30 LargeCap Core 500 | 3.64 | 2.87 |
| Martingale 130/30 LargeCap Growth | 2.64 | 1.87 |
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 | 18.06 | 17.19 |
| Numeric Investors Amplified Core 130/30 | 17.81 | 16.65 |
| ValueWorks Long-Biased Strategy | 14.98 | 10.64 |
| Cornerstone US Equity Opportunities | 14.50 | 13.79 |
| AQR Capital US Relaxed Constraint 40 | 14.23 | 13.39 |
| Martingale 130/30 LargeCap Growth | 13.90 | 13.05 |
| Martingale 130/30 LargeCap Core 500 | 13.77 | 12.93 |
| Analytic Core Eq Plus (Russ1000) | 13.76 | 13.18 |
| LA Capital U.S. Large Cap Active Exten | 13.74 | 13.31 |
| Glenmede Large Cap 130/30 | 13.59 | 12.76 |
