| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| UBS: US Equity Opportunity Unconstrained | 44.62 | 44.45 |
| PVG Global Macro Portfolio | 39.61 | 37.92 |
| Martingale 130/30 LargeCap Growth | 32.50 | 31.67 |
| JPM US Large Cap Core 130/30-Composite | 31.03 | 30.36 |
| LA Capital U.S. Large Cap Active Exten | 30.47 | 30.03 |
| Constantia Large Cap 130/30 | 28.56 | 27.81 |
| Martingale Low Volatility Long/Short | 27.07 | 26.26 |
| Martingale 130/30 LargeCap Core 500 | 26.67 | 25.87 |
| AQR Capital US Relaxed Constraint 40 | 26.21 | 25.46 |
| Chicago Equity Large Cap 130/30 | 26.21 | 25.47 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 18, 2020
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Martingale Low Volatility Long/Short | 13.32 | 12.52 |
| Martingale 130/30 LargeCap Growth | 12.47 | 11.68 |
| LA Capital U.S. Large Cap Active Exten | 12.44 | 12.07 |
| UBS: US Equity Opportunity Unconstrained | 11.63 | 11.50 |
| PVG Global Macro Portfolio | 11.61 | 10.26 |
| Chicago Equity Large Cap 130/30 | 11.18 | 10.50 |
| Constantia Large Cap 130/30 | 11.03 | 10.37 |
| JPM US Large Cap Core 130/30-Composite | 11.02 | 10.21 |
| MacKay Shields US Equity Opportunities | 10.64 | 9.98 |
| Martingale 130/30 LargeCap Core 500 | 10.49 | 9.72 |
