| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| AQR Capital Global RC 40(140/40) | 27.68 | 26.75 |
| Cornerstone US Equity Opportunities | 25.21 | 24.47 |
| AQR Capital US Relaxed Constraint 40 | 24.90 | 24.17 |
| Martingale 130/30 LargeCap Growth | 24.65 | 23.74 |
| Cornerstone International Opportunities | 23.11 | 22.25 |
| PVG Global Macro Portfolio | 23.09 | 21.58 |
| Martingale 130/30 LargeCap Core 500 | 22.92 | 22.02 |
| PanAgora Dynamic Intl Extended Alpha | 22.90 | 21.55 |
| Boston Partners 130/30 Large Cap Value | 22.39 | 22.11 |
| Lazard Global 130/30 | 21.93 | 20.89 |
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 | 19.94 | 18.78 |
| AQR Capital US Relaxed Constraint 40 | 18.05 | 17.35 |
| Martingale 130/30 LargeCap Growth | 18.00 | 17.12 |
| AQR Capital Global RC 40(140/40) | 17.77 | 16.01 |
| Cornerstone US Equity Opportunities | 17.62 | 16.93 |
| Martingale Low Volatility Long/Short | 17.21 | 16.34 |
| Glenmede Large Cap 130/30 | 17.02 | 16.16 |
| Martingale 130/30 LargeCap Core 500 | 17.01 | 16.15 |
| UBS: US Equity Opportunity Unconstrained | 16.73 | 16.59 |
| AQR Capital Small Cap Relaxed Constraint | 16.50 | 15.30 |
