| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| 3EDGE Global Equity | 4.89 | 10.22 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 2.36 | 1.84 |
| AQR Capital US Relaxed Constraint 40 | -3.44 | -3.97 |
| Martingale 130/30 LargeCap Core 500 | -3.53 | -4.20 |
| Glenmede Quant US Large Cap 130/30 | -3.56 | -4.52 |
| JPM US Large Cap Core 130/30-Composite | -5.29 | -5.95 |
| Lazard Global 130/30 | -6.91 | -7.70 |
| LA Capital U.S. Large Cap Active Exten | -7.00 | -7.18 |
| PVG Tactical Core Strategy | -14.51 | -15.41 |
| UBS: US Equity Opportunity Unconstrained | -16.09 | -16.19 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 15, 2023
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| PVG Tactical Core Strategy | 13.14 | 11.91 |
| JPM US Large Cap Core 130/30-Composite | 12.86 | 12.07 |
| LA Capital U.S. Large Cap Active Exten | 12.07 | 11.56 |
| UBS: US Equity Opportunity Unconstrained | 9.98 | 9.85 |
| AQR Capital US Relaxed Constraint 40 | 9.94 | 9.32 |
| Lazard Global 130/30 | 9.61 | 8.67 |
| Martingale 130/30 LargeCap Core 500 | 9.16 | 8.44 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 8.39 | 7.72 |
| Glenmede Quant US Large Cap 130/30 | 7.63 | 6.68 |
| 3EDGE Global Equity | n/a | n/a |
