| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| SIPCO Global Macro Portfolio | 17.71 | 16.21 |
| LA Capital U.S. Large Cap Active Exten | 16.96 | 16.33 |
| Martingale Low Volatility Long/Short | 16.20 | 15.34 |
| UBS: US Equity Opportunity Unconstrained | 14.95 | 14.05 |
| Analytic Core Eq Plus (Russ1000) | 14.28 | 13.68 |
| AQR Capital US Relaxed Constraint 40 | 13.78 | 13.11 |
| Martingale 130/30 LargeCap Core 500 | 13.78 | 12.94 |
| Martingale 130/30 LargeCap Growth | 13.20 | 12.36 |
| Martingale 130/30 LargeCap Value | 13.08 | 12.24 |
| PanAgora Dynamic Intl Extended Alpha | 12.99 | 11.58 |
Source: Morningstar Separate Account/CIT Fund Database
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Numeric Investors Amplified Core 130/30 | 22.63 | 21.43 |
| AQR Capital US Relaxed Constraint 40 | 19.40 | 18.54 |
| MFSˆ® Blended Rsrch - US Cor Eq Extension | 19.22 | 18.31 |
| Martingale 130/30 LargeCap Growth | 19.17 | 18.29 |
| AQR Capital Small Cap Relaxed Constraint | 18.93 | 17.38 |
| Hillsdale US 130 30 Composite | 18.77 | 17.97 |
| Cornerstone US Equity Opportunities | 18.76 | 18.05 |
| Martingale Low Volatility Long/Short | 18.65 | 17.77 |
| Glenmede Large Cap 130/30 | 18.51 | 17.64 |
| Martingale 130/30 LargeCap Core 500 | 18.45 | 17.58 |
