| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| UBS: US Equity Opportunity Unconstrained | 51.30 | 51.12 |
| Lazard Global 130/30 | 49.66 | 48.38 |
| PVG Tactical Core Strategy | 47.74 | 46.47 |
| AQR Capital US Relaxed Constraint 40 | 44.45 | 43.68 |
| JPM US Large Cap Core 130/30-Composite | 43.71 | 39.56 |
| Quant US Large Cap 130/30 Equity | 41.61 | 40.25 |
| Martingale 130/30 LargeCap Value | 40.56 | 39.90 |
| Martingale 130/30 LargeCap Core 500 | 40.04 | 39.38 |
| AQR Capital Global RC 40(140/40) | 39.62 | 38.61 |
| Martingale 130/30 LargeCap Growth | 37.86 | 37.22 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 20, 2021
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| PVG Tactical Core Strategy | 22.87 | 21.47 |
| JPM US Large Cap Core 130/30-Composite | 19.96 | 18.60 |
| UBS: US Equity Opportunity Unconstrained | 19.49 | 19.35 |
| Martingale 130/30 LargeCap Growth | 17.81 | 17.05 |
| Lazard Global 130/30 | 16.64 | 15.65 |
| AQR Capital US Relaxed Constraint 40 | 15.68 | 15.01 |
| Martingale 130/30 LargeCap Core 500 | 14.40 | 13.67 |
| AQR Capital Global RC 40(140/40) | 12.70 | 11.87 |
| Quant US Large Cap 130/30 Equity | 12.38 | 11.50 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 9.87 | 9.16 |
