| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| PanAgora Dynamic Global Market Neutral | 11.41 | 6.87 |
| RVP Absolute Return Strategy | 11.23 | 10.28 |
| Copeland Risk Managed Dividend Growth | 10.24 | 9.12 |
| Convergence Market Neutral | 9.28 | 8.16 |
| Swan Defined Risk Strategy | 7.13 | 6.65 |
| Research Market Neutral | 7.07 | 6.01 |
| Constantia Merger-Arbitrage | 7.02 | 6.40 |
| SSI Convertible Income | 6.97 | 5.96 |
| Invesco US Market Neutral Equity | 4.87 | 4.87 |
| DCM Structured US Market Neutral | 4.49 | 3.46 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Copeland Risk Managed Dividend Growth | 11.62 | 10.51 |
| PanAgora Dynamic Global Market Neutral | 7.23 | 5.49 |
| Swan Defined Risk Strategy | 7.12 | 6.55 |
| Constantia Merger-Arbitrage | 6.25 | 5.72 |
| RVP Absolute Return Strategy | 5.45 | 4.48 |
| Cognios Market Neutral Large Cap Value | 4.71 | 3.31 |
| SSI Convertible Income | 3.60 | 2.59 |
| Martingale Equity Market Neutral | 3.16 | 2.13 |
| Invesco US Market Neutral Equity | 2.58 | 2.43 |
| Numeric Investors US Market Neutral | 2.58 | 1.57 |
