| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| PanAgora Dynamic Intl Extended Alpha | 27.03 | 25.53 |
| UBS: US Equity Opportunity Unconstrained | 25.67 | 25.52 |
| AQR Capital Global RC 40(140/40) | 25.24 | 24.32 |
| Martingale 130/30 LargeCap Growth | 24.48 | 23.56 |
| PVG Global Macro Portfolio | 24.32 | 22.80 |
| AQR Capital US Relaxed Constraint 40 | 24.02 | 23.30 |
| Cornerstone International Opportunities | 23.65 | 22.80 |
| Large Cap Core 130/30 | 23.24 | 22.22 |
| Boston Partners 130/30 Large Cap Value | 22.53 | 22.25 |
| Martingale 130/30 LargeCap Core 500 | 22.45 | 21.55 |
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 | 20.11 | 18.94 |
| Martingale 130/30 LargeCap Growth | 17.82 | 16.95 |
| Cornerstone US Equity Opportunities | 17.64 | 16.94 |
| AQR Capital US Relaxed Constraint 40 | 17.42 | 16.73 |
| Glenmede Large Cap 130/30 | 17.40 | 16.54 |
| UBS: US Equity Opportunity Unconstrained | 17.38 | 17.24 |
| Martingale Low Volatility Long/Short | 17.23 | 16.36 |
| Martingale 130/30 LargeCap Core 500 | 17.17 | 16.31 |
| AQR Capital Global RC 40(140/40) | 17.10 | 15.35 |
| Martingale 130/30 LargeCap Value | 16.58 | 15.72 |
