| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| AQR Capital Global RC 40(140/40) | 31.20 | 30.24 |
| Lazard Global 130/30 | 27.39 | 26.31 |
| Martingale 130/30 LargeCap Growth | 26.56 | 25.63 |
| PVG Global Macro Portfolio | 25.67 | 24.12 |
| Cornerstone US Equity Opportunities | 24.51 | 23.78 |
| Cornerstone International Opportunities | 24.51 | 23.63 |
| Chicago Equity Large Cap 130/30 | 24.25 | 23.49 |
| AQR Capital US Relaxed Constraint 40 | 23.86 | 23.13 |
| Large Cap Core 130/30 | 22.93 | 23.59 |
| Martingale 130/30 LargeCap Core 500 | 22.80 | 21.89 |
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 | 21.03 | 19.88 |
| Cornerstone US Equity Opportunities | 19.73 | 19.02 |
| Martingale 130/30 LargeCap Growth | 19.57 | 18.69 |
| AQR Capital US Relaxed Constraint 40 | 19.53 | 18.83 |
| Martingale Low Volatility Long/Short | 18.91 | 18.03 |
| Martingale 130/30 LargeCap Core 500 | 18.63 | 17.76 |
| Glenmede Large Cap 130/30 | 18.49 | 17.62 |
| AQR Capital Global RC 40(140/40) | 17.44 | 15.75 |
| PVG Global Macro Portfolio | 17.35 | 15.87 |
| Martingale 130/30 LargeCap Value | 17.27 | 16.41 |
