| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| PVG Absolute Tactical Return | 20.54 | 19.10 |
| JPM US Large Cap Core 130/30-Composite | 13.02 | 12.23 |
| UBS: US Equity Opportunity Unconstrained | 9.31 | 9.18 |
| LA Capital U.S. Large Cap Active Exten | 9.05 | 8.60 |
| WFAM Analytic Core Eq Plus (SP500) | 8.46 | 7.96 |
| Martingale 130/30 LargeCap Growth | 7.08 | 6.37 |
| Lazard Global 130/30 | 3.68 | 2.80 |
| AQR Capital US Relaxed Constraint 40 | 2.56 | 1.99 |
| MacKay Shields US Equity Opportunities | -0.40 | -1.00 |
| Constantia Large Cap 130/30 | -1.07 | -1.66 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| PVG Absolute Tactical Return | 13.04 | 11.66 |
| LA Capital U.S. Large Cap Active Exten | 12.06 | 11.65 |
| Martingale 130/30 LargeCap Growth | 11.06 | 10.28 |
| JPM US Large Cap Core 130/30-Composite | 10.84 | 10.03 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 10.31 | 9.54 |
| WFAM Analytic Core Eq Plus (SP500) | 8.95 | 8.46 |
| UBS: US Equity Opportunity Unconstrained | 8.94 | 8.81 |
| AQR Capital US Relaxed Constraint 40 | 8.28 | 7.65 |
| Constantia Large Cap 130/30 | 8.01 | 7.36 |
| Martingale 130/30 LargeCap Core 500 | 7.72 | 6.97 |
