| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| AQR Capital US Relaxed Constraint 40 | 34.47 | 33.75 |
| UBS: US Equity Opportunity Unconstrained | 31.66 | 31.51 |
| Lazard Global 130/30 | 26.84 | 25.76 |
| JPM US Large Cap Core 130/30-Composite | 26.55 | 25.66 |
| Martingale 130/30 LargeCap Core 500 | 26.54 | 25.72 |
| 3EDGE Global Equity | 18.95 | 18.01 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 17.78 | 17.20 |
| Glenmede Quant US Large Cap 130/30 | 13.55 | 12.43 |
| LA Capital U.S. Large Cap Active Exten | n/a | n/a |
| PVG Tactical Core Strategy | n/a | n/a |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of November 20, 2023
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| JPM US Large Cap Core 130/30-Composite | 11.88 | 11.10 |
| UBS: US Equity Opportunity Unconstrained | 11.24 | 11.11 |
| AQR Capital US Relaxed Constraint 40 | 11.22 | 10.60 |
| Lazard Global 130/30 | 9.75 | 8.82 |
| Martingale 130/30 LargeCap Core 500 | 9.22 | 8.51 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 7.86 | 7.19 |
| Glenmede Quant US Large Cap 130/30 | 6.20 | 5.24 |
| LA Capital U.S. Large Cap Active Exten | n/a | n/a |
| PVG Tactical Core Strategy | n/a | n/a |
| 3EDGE Global Equity | n/a | n/a |
