| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Constantia Merger-Arbitrage | 7.42 | 6.83 |
| Q3 Bull Cipher | 5.97 | 3.62 |
| SSI Convertible Income | 4.51 | 3.50 |
| Cognios Market Neutral Large Cap Value | 3.07 | 1.65 |
| Research Market Neutral | 2.73 | 1.96 |
| Copeland Risk Managed Dividend Growth | 2.58 | 1.57 |
| PSI Managed Volatility | 2.16 | 1.14 |
| Constantia Equity Market Neutral | 1.21 | 0.41 |
| PVG Loss Averse Equity Income | 0.37 | -1.06 |
| Convergence Market Neutral | -1.88 | -2.90 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Cognios Market Neutral Large Cap Value | 5.85 | 4.35 |
| Copeland Risk Managed Dividend Growth | 5.71 | 4.65 |
| Constantia Merger-Arbitrage | 4.77 | 4.21 |
| SSI Convertible Income | 3.49 | 2.49 |
| Constantia Equity Market Neutral | 3.22 | 2.29 |
| Research Market Neutral | 1.90 | 0.94 |
| Invesco US Market Neutral Equity | 1.11 | 1.11 |
| PSI Managed Volatility | -0.34 | -1.33 |
| Martingale Equity Market Neutral | -1.07 | -2.06 |
| PVG Loss Averse Equity Income | -1.40 | -2.72 |
