| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Martingale Low Volatility Long/Short | 13.77 | 13.04 |
| LA Capital U.S. Large Cap Active Exten | 13.07 | 12.66 |
| PVG Global Macro Portfolio | 9.48 | 8.15 |
| AJO Top Cap Absolute Value 130/30 | 9.40 | 9.01 |
| Large Cap Core 130/30 | 8.24 | 7.86 |
| UBS: US Equity Opportunity Unconstrained | 6.78 | 6.65 |
| Chicago Equity Large Cap 130/30 | 6.73 | 6.10 |
| Quant US Large Cap 130/30 Equity | 5.11 | 4.33 |
| Martingale 130/30 LargeCap Growth | 4.71 | 4.03 |
| Constantia Large Cap 130/30 | 4.02 | 3.40 |
Source: Morningstar Separate Account/CIT Fund Database
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Martingale Low Volatility Long/Short | 14.12 | 13.31 |
| LA Capital U.S. Large Cap Active Exten | 11.86 | 11.49 |
| Martingale 130/30 LargeCap Growth | 11.81 | 11.02 |
| Chicago Equity Large Cap 130/30 | 10.97 | 10.29 |
| MacKay Shields US Equity Opportunities | 10.49 | 9.84 |
| Large Cap Core 130/30 | 10.34 | 9.84 |
| Constantia Large Cap 130/30 | 9.96 | 9.30 |
| PVG Global Macro Portfolio | 9.90 | 8.56 |
| UBS: US Equity Opportunity Unconstrained | 9.86 | 9.73 |
| Martingale 130/30 LargeCap Core 500 | 9.85 | 9.06 |
