| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Cognios Enhanced Market Neutral | 21.88 | 20.73 |
| Copeland Risk Managed Dividend Growth | 19.87 | 18.57 |
| Swan Defined Risk Strategy | 11.30 | 10.81 |
| Constantia Merger-Arbitrage | 7.28 | 6.66 |
| Cognios Market Neutral Large Cap Value | 7.04 | 5.43 |
| Research Market Neutral | 6.71 | 5.65 |
| PSI Managed Volatility | 6.46 | 5.41 |
| SSI Convertible Income | 5.96 | 4.96 |
| Convergence Market Neutral | 5.02 | 3.94 |
| GAM Absolute Return Bond Strategy | 4.54 | 3.97 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Copeland Risk Managed Dividend Growth | 12.25 | 11.11 |
| Swan Defined Risk Strategy | 8.04 | 7.52 |
| Constantia Merger-Arbitrage | 6.38 | 5.84 |
| Cognios Market Neutral Large Cap Value | 6.21 | 4.70 |
| Invesco US Market Neutral Equity | 4.04 | 3.99 |
| SSI Convertible Income | 3.46 | 2.46 |
| Martingale Equity Market Neutral | 3.16 | 2.13 |
| American Century US Discp Eq Mkt Neutral | 2.73 | 1.23 |
| Numeric Investors US Market Neutral | 2.43 | 1.42 |
| Research Market Neutral | 2.02 | 0.99 |
