| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Swan Defined Risk Strategy All Accounts | 9.78 | 9.32 |
| Swan Defined Risk Strategy | 9.43 | 8.92 |
| SSI Convertible Income | 9.37 | 8.33 |
| Copeland Risk Managed Dividend Growth | 8.76 | 7.67 |
| JPMorgan Res Mkt Neutral | 5.14 | 4.09 |
| Constantia Merger-Arbitrage | 4.86 | 4.25 |
| PVG Loss Averse Equity Income | 4.59 | 3.14 |
| Convergence Market Neutral | 4.07 | 2.99 |
| PSI Managed Volatility | 3.16 | 2.13 |
| DCM Structured US Market Neutral | 1.86 | 0.85 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Copeland Risk Managed Dividend Growth | 10.21 | 9.11 |
| Swan Defined Risk Strategy | 6.69 | 6.10 |
| Swan Defined Risk Strategy All Accounts | 6.67 | 6.01 |
| Constantia Merger-Arbitrage | 5.94 | 5.41 |
| Cognios Market Neutral Large Cap Value | 5.70 | 4.35 |
| Numeric Investors US Market Neutral | 3.80 | 2.77 |
| SSI Convertible Income | 3.43 | 2.42 |
| Invesco US Market Neutral Equity | 3.23 | 3.02 |
| Martingale Equity Market Neutral | 2.77 | 1.75 |
| American Century US Discp Eq Mkt Neutral | 2.42 | 0.90 |
