| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| AQR Capital Small Cap Relaxed Constraint | 19.32 | 18.09 |
| Martingale 130/30 LargeCap Value | 18.70 | 17.83 |
| AJO Top Cap Absolute Value 130/30 | 16.32 | 16.00 |
| AJO Large Cap - Absolute Value 130/30 | 15.19 | 15.21 |
| Martingale 130/30 LargeCap Core 500 | 14.83 | 13.98 |
| LA Capital U.S. Large Cap Active Exten | 14.63 | 14.09 |
| Boston Partners 130/30 Large Cap Value | 14.05 | 13.79 |
| SIPCO Global Macro Portfolio | 13.80 | 12.38 |
| AQR Capital US Relaxed Constraint 40 | 13.74 | 13.07 |
| Martingale Low Volatility Long/Short | 13.00 | 12.17 |
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 | 20.93 | 19.74 |
| Cornerstone US Equity Opportunities | 18.18 | 17.48 |
| MFSˆ® Blended Rsrch - US Cor Eq Extension | 17.66 | 16.77 |
| AQR Capital US Relaxed Constraint 40 | 17.64 | 16.94 |
| Martingale 130/30 LargeCap Growth | 17.55 | 16.68 |
| Hillsdale US 130 30 Composite | 17.52 | 16.82 |
| AQR Capital Small Cap Relaxed Constraint | 17.49 | 16.29 |
| Martingale Low Volatility Long/Short | 17.45 | 16.58 |
| Analytic Core Eq Plus (Russ1000) | 17.17 | 16.57 |
| Martingale 130/30 LargeCap Value | 17.10 | 16.24 |
