| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| MacKay Shields US Equity Opportunities | 18.50 | 17.81 |
| Constantia Small Cap 130/30 | 18.41 | 17.47 |
| Martingale 130/30 LargeCap Growth | 17.93 | 17.12 |
| PVG Global Macro Portfolio | 15.44 | 14.10 |
| Large Cap Core 130/30 | 14.64 | 15.21 |
| Constantia Large Cap 130/30 | 14.24 | 13.56 |
| Martingale 130/30 LargeCap Core 500 | 13.54 | 12.76 |
| AQR Capital Global RC 40(140/40) | 12.84 | 12.00 |
| AJO Top Cap Absolute Value 130/30 | 12.55 | 12.09 |
| AJO Large Cap - Absolute Value 130/30 | 12.43 | 12.02 |
Source: Morningstar Separate Account/CIT Fund Database
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Martingale 130/30 LargeCap Growth | 16.97 | 16.12 |
| MacKay Shields US Equity Opportunities | 16.12 | 15.44 |
| Constantia Small Cap 130/30 | 15.90 | 15.01 |
| Martingale 130/30 LargeCap Core 500 | 14.79 | 13.95 |
| Quant US Large Cap 130/30 Equity | 14.66 | 13.82 |
| AQR Capital US Relaxed Constraint 40 | 14.66 | 13.98 |
| Constantia Large Cap 130/30 | 14.59 | 13.91 |
| Large Cap Core 130/30 | 14.19 | 13.58 |
| PVG Global Macro Portfolio | 14.18 | 12.77 |
| UBS: US Equity Opportunity Unconstrained | 13.94 | 13.80 |
