INTERACTIVE

Top Performing Managers of Leveraged Net Long (SA Only), 4th Quarter 2018

Leveraged Net Long (SA Only)1 year gross return1 year net return
Martingale Low Volatility Long/Short-3.09-3.73
LA Capital U.S. Large Cap Active Exten-3.50-3.68
Quant US Large Cap 130/30 Equity-5.16-5.87
Chicago Equity Large Cap 130/30-5.82-6.38
Large Cap Core 130/30-6.31-6.91
Martingale 130/30 LargeCap Growth-7.68-8.29
Numeric Investors Amplified Core 130/30-7.88-8.63
AJO Top Cap Absolute Value 130/30-8.02-8.37
Lazard Global 130/30-8.11-8.89
Constantia Large Cap 130/30-8.58-9.13
Leveraged Net Long (SA Only)5 year gross return5 year net return
Martingale Low Volatility Long/Short11.5810.77
Numeric Investors Amplified Core 130/3010.489.46
Martingale 130/30 LargeCap Growth9.688.89
Quant US Large Cap 130/30 Equity9.608.79
Chicago Equity Large Cap 130/309.398.72
LA Capital U.S. Large Cap Active Exten9.158.79
MacKay Shields US Equity Opportunities9.108.46
AQR Capital US Relaxed Constraint 408.447.80
Martingale 130/30 LargeCap Core 5008.437.64
Large Cap Core 130/308.337.79