| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| UBS: US Equity Opportunity Unconstrained | 79.32 | 79.11 |
| PVG Tactical Core Strategy | 70.53 | 69.05 |
| Lazard Global 130/30 | 67.17 | 65.74 |
| JPM US Large Cap Core 130/30-Composite | 63.39 | 60.29 |
| Quant US Large Cap 130/30 Equity | 57.72 | 56.30 |
| LA Capital U.S. Large Cap Active Exten | 57.67 | 56.42 |
| AQR Capital US Relaxed Constraint 40 | 56.13 | 55.31 |
| Martingale 130/30 LargeCap Core 500 | 53.39 | 52.68 |
| Martingale 130/30 LargeCap Growth | 52.69 | 51.98 |
| AQR Capital Global RC 40(140/40) | 50.80 | 49.71 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 5, 2021
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| PVG Tactical Core Strategy | 20.71 | 19.32 |
| UBS: US Equity Opportunity Unconstrained | 18.68 | 18.54 |
| JPM US Large Cap Core 130/30-Composite | 18.17 | 17.06 |
| LA Capital U.S. Large Cap Active Exten | 16.79 | 16.38 |
| Martingale 130/30 LargeCap Growth | 15.33 | 14.58 |
| Lazard Global 130/30 | 13.84 | 12.87 |
| AQR Capital US Relaxed Constraint 40 | 13.69 | 13.03 |
| Martingale 130/30 LargeCap Core 500 | 12.84 | 12.11 |
| AQR Capital Global RC 40(140/40) | 10.88 | 10.06 |
| Quant US Large Cap 130/30 Equity | 10.84 | 9.98 |
