| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| AQR Capital Global RC 40(140/40) | 21.98 | 21.09 |
| Lazard Global 130/30 | 21.75 | 20.72 |
| MacKay Shields US Equity Opportunities | 17.36 | 16.67 |
| Martingale 130/30 LargeCap Growth | 17.22 | 16.39 |
| Chicago Equity Large Cap 130/30 | 17.03 | 16.34 |
| AQR Capital US Relaxed Constraint 40 | 16.14 | 15.46 |
| WellsCap Analytic Core Eq Plus(Russ1000) | 16.06 | 15.50 |
| Numeric Investors Amplified Core 130/30 | 15.34 | 14.43 |
| Martingale 130/30 LargeCap Core 500 | 14.88 | 14.06 |
| PVG Global Macro Portfolio | 14.88 | 13.48 |
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 | 17.76 | 16.64 |
| Martingale 130/30 LargeCap Growth | 16.98 | 16.12 |
| MacKay Shields US Equity Opportunities | 16.25 | 15.56 |
| AQR Capital US Relaxed Constraint 40 | 16.24 | 15.56 |
| Martingale Low Volatility Long/Short | 15.89 | 15.04 |
| Constantia Small Cap 130/30 | 15.52 | 14.62 |
| Martingale 130/30 LargeCap Core 500 | 15.51 | 14.66 |
| Glenmede Large Cap 130/30 | 15.18 | 14.33 |
| Constantia Large Cap 130/30 | 15.06 | 14.38 |
| AQR Capital Global RC 40(140/40) | 15.00 | 14.15 |
