| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| JPM US Large Cap Core 130/30-Composite | 25.65 | 24.77 |
| UBS: US Equity Opportunity Unconstrained | 25.07 | 24.92 |
| AQR Capital US Relaxed Constraint 40 | 24.13 | 23.46 |
| Martingale 130/30 LargeCap Core 500 | 21.93 | 21.13 |
| Lazard Global 130/30 | 17.65 | 16.65 |
| 3EDGE Global Equity | 14.80 | 13.90 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 10.05 | 9.51 |
| Glenmede Quant US Large Cap 130/30 | 7.73 | 6.67 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2023
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| JPM US Large Cap Core 130/30-Composite | 14.21 | 13.41 |
| AQR Capital US Relaxed Constraint 40 | 11.96 | 11.34 |
| UBS: US Equity Opportunity Unconstrained | 11.90 | 11.76 |
| Lazard Global 130/30 | 11.07 | 10.13 |
| Martingale 130/30 LargeCap Core 500 | 10.73 | 10.01 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 8.92 | 8.24 |
| Glenmede Quant US Large Cap 130/30 | 7.60 | 6.64 |
| 3EDGE Global Equity | n/a | n/a |
