Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
---|---|---|
Martingale 130/30 LargeCap Value | 41.50 | 40.60 |
Lazard Global 130/30 | 37.62 | 36.45 |
UBS: US Equity Opportunity Unconstrained | 37.06 | 36.90 |
PVG Tactical Core Strategy | 36.22 | 35.06 |
AQR Capital US Relaxed Constraint 40 | 35.98 | 35.25 |
Quant US Large Cap 130/30 Equity | 35.39 | 34.09 |
Martingale 130/30 LargeCap Core 500 | 34.43 | 33.57 |
Martingale 130/30 LargeCap Growth | 30.44 | 29.61 |
JPM US Large Cap Core 130/30-Composite | 30.31 | 26.64 |
LA Capital U.S. Large Cap Active Exten | 28.83 | 27.94 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of December 8, 2021
Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
---|---|---|
PVG Tactical Core Strategy | 21.52 | 20.14 |
JPM US Large Cap Core 130/30-Composite | 18.59 | 17.27 |
LA Capital U.S. Large Cap Active Exten | 17.38 | 16.90 |
UBS: US Equity Opportunity Unconstrained | 17.23 | 17.09 |
Martingale 130/30 LargeCap Growth | 17.14 | 16.40 |
Lazard Global 130/30 | 16.03 | 15.04 |
AQR Capital US Relaxed Constraint 40 | 14.88 | 14.22 |
Martingale 130/30 LargeCap Core 500 | 13.72 | 12.99 |
Quant US Large Cap 130/30 Equity | 11.72 | 10.83 |
AQR Capital Global RC 40(140/40) | 10.79 | 9.97 |