| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Cognios Enhanced Market Neutral | 48.11 | 45.86 |
| Cognios Market Neutral Large Cap Value | 13.13 | 11.48 |
| Copeland Risk Managed Dividend Growth | 13.09 | 11.90 |
| Convergence Market Neutral | 9.22 | 8.10 |
| Invesco US Market Neutral Equity | 6.34 | 6.34 |
| SSI Convertible Income | 4.25 | 3.24 |
| Constantia Merger-Arbitrage | 3.34 | 2.75 |
| American Century US Discp Eq Mkt Neutral | 3.18 | 1.73 |
| Research Market Neutral | 2.58 | 1.56 |
| PVG Loss Averse Equity Income | 0.94 | -0.53 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Copeland Risk Managed Dividend Growth | 10.38 | 9.27 |
| Cognios Market Neutral Large Cap Value | 6.76 | 5.21 |
| Constantia Merger-Arbitrage | 5.18 | 4.63 |
| SSI Convertible Income | 3.32 | 2.32 |
| Constantia Equity Market Neutral | 3.31 | 2.40 |
| Invesco US Market Neutral Equity | 3.07 | 3.07 |
| American Century US Discp Eq Mkt Neutral | 2.35 | 0.87 |
| Research Market Neutral | 1.83 | 0.80 |
| Martingale Equity Market Neutral | 0.89 | -0.12 |
| PVG Loss Averse Equity Income | -0.05 | -1.32 |
