| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Chicago Equity Large Cap 130/30 | 24.56 | 23.82 |
| LA Capital U.S. Large Cap Active Exten | 11.46 | 11.11 |
| PVG Global Macro Portfolio | 8.36 | 7.05 |
| Martingale Low Volatility Long/Short | 8.34 | 7.63 |
| Large Cap Core 130/30 | 7.86 | 7.39 |
| AJO Top Cap Absolute Value 130/30 | 5.25 | 4.87 |
| Martingale 130/30 LargeCap Growth | 4.99 | 4.29 |
| UBS: US Equity Opportunity Unconstrained | 4.57 | 4.45 |
| Quant US Large Cap 130/30 Equity | 4.26 | 3.48 |
| Constantia Large Cap 130/30 | 2.79 | 2.18 |
Source: Morningstar Separate Account/CIT Fund Database
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Chicago Equity Large Cap 130/30 | 14.81 | 14.11 |
| Martingale Low Volatility Long/Short | 13.76 | 12.94 |
| Martingale 130/30 LargeCap Growth | 12.35 | 11.54 |
| LA Capital U.S. Large Cap Active Exten | 11.93 | 11.57 |
| Numeric Investors Amplified Core 130/30 | 11.42 | 10.41 |
| MacKay Shields US Equity Opportunities | 10.96 | 10.31 |
| Large Cap Core 130/30 | 10.63 | 10.13 |
| PVG Global Macro Portfolio | 10.53 | 9.17 |
| Quant US Large Cap 130/30 Equity | 10.44 | 9.62 |
| UBS: US Equity Opportunity Unconstrained | 10.30 | 10.17 |
