| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Martingale Low Volatility Long/Short | 13.59 | 12.85 |
| LA Capital U.S. Large Cap Active Exten | 5.82 | 5.44 |
| UBS: US Equity Opportunity Unconstrained | 3.94 | 3.81 |
| AJO Top Cap Absolute Value 130/30 | 2.41 | 2.09 |
| Constantia Large Cap 130/30 | 2.20 | 1.59 |
| PVG Global Macro Portfolio | 1.37 | 0.14 |
| Martingale 130/30 LargeCap Growth | 1.25 | 0.59 |
| Quant US Large Cap 130/30 Equity | 0.45 | -0.30 |
| JPM US Large Cap Core 130/30-Composite | 0.26 | -0.09 |
| AQR Capital US Relaxed Constraint 40 | -0.12 | -0.72 |
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 | 14.87 | 14.05 |
| LA Capital U.S. Large Cap Active Exten | 11.77 | 11.41 |
| Martingale 130/30 LargeCap Growth | 11.68 | 10.89 |
| Constantia Large Cap 130/30 | 11.00 | 10.34 |
| Chicago Equity Large Cap 130/30 | 10.62 | 9.95 |
| Numeric Investors Amplified Core 130/30 | 10.29 | 9.30 |
| MacKay Shields US Equity Opportunities | 10.22 | 9.56 |
| UBS: US Equity Opportunity Unconstrained | 10.21 | 10.08 |
| Constantia Small Cap 130/30 | 10.18 | 9.32 |
| JPM US Large Cap Core 130/30-Composite | 10.18 | 9.38 |
