| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Copeland Risk Managed Dividend Growth | 14.55 | 13.37 |
| Convergence Market Neutral | 10.75 | 9.61 |
| PanAgora Dynamic Global Market Neutral | 9.74 | 6.48 |
| Swan Defined Risk Strategy | 9.32 | 8.84 |
| Invesco US Market Neutral Equity | 7.53 | 7.53 |
| Constantia Merger-Arbitrage | 6.99 | 6.36 |
| Research Market Neutral | 6.10 | 5.05 |
| GAM Absolute Return Bond Strategy | 5.78 | 5.20 |
| SSI Convertible Income | 5.57 | 4.57 |
| Constantia Equity Market Neutral | 4.55 | 3.72 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Copeland Risk Managed Dividend Growth | 10.77 | 9.66 |
| PanAgora Dynamic Global Market Neutral | 7.50 | 5.76 |
| Swan Defined Risk Strategy | 7.06 | 6.51 |
| Constantia Merger-Arbitrage | 6.26 | 5.72 |
| Cognios Market Neutral Large Cap Value | 3.63 | 2.18 |
| Martingale Equity Market Neutral | 3.61 | 2.58 |
| Invesco US Market Neutral Equity | 3.46 | 3.36 |
| SSI Convertible Income | 3.46 | 2.46 |
| Numeric Investors US Market Neutral | 3.11 | 2.08 |
| American Century US Discp Eq Mkt Neutral | 2.59 | 1.08 |
