| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Cognios Enhanced Market Neutral | 63.81 | 58.79 |
| Copeland Risk Managed Dividend Growth | 20.25 | 19.06 |
| Cognios Market Neutral Large Cap Value | 16.67 | 15.04 |
| Convergence Market Neutral | 11.04 | 9.90 |
| Research Market Neutral | 5.59 | 4.55 |
| Constantia Merger-Arbitrage | 3.74 | 3.14 |
| SSI Convertible Income | 3.53 | 2.54 |
| Invesco US Market Neutral Equity | 2.63 | 2.63 |
| PVG Loss Averse Equity Income | 2.27 | 0.79 |
| American Century US Discp Eq Mkt Neutral | 1.69 | 0.28 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Copeland Risk Managed Dividend Growth | 10.39 | 9.28 |
| Cognios Market Neutral Large Cap Value | 7.86 | 6.28 |
| Constantia Merger-Arbitrage | 4.67 | 4.12 |
| Invesco US Market Neutral Equity | 4.05 | 4.05 |
| SSI Convertible Income | 3.33 | 2.33 |
| Constantia Equity Market Neutral | 2.71 | 1.79 |
| Research Market Neutral | 2.49 | 1.46 |
| American Century US Discp Eq Mkt Neutral | 2.05 | 0.59 |
| Martingale Equity Market Neutral | 0.16 | -0.84 |
| PVG Loss Averse Equity Income | -0.14 | -1.44 |
