| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Lazard Global 130/30 | 43.85 | 42.63 |
| Martingale 130/30 LargeCap Value | 38.13 | 37.26 |
| Martingale 130/30 LargeCap Core 500 | 37.94 | 37.06 |
| PVG Tactical Core Strategy | 36.93 | 35.39 |
| Martingale 130/30 LargeCap Growth | 36.72 | 35.85 |
| AQR Capital US Relaxed Constraint 40 | 36.35 | 35.62 |
| Quant US Large Cap 130/30 Equity | 30.83 | 29.57 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 30.81 | 29.99 |
| JPM US Large Cap Core 130/30-Composite | 30.22 | 26.55 |
| LA Capital U.S. Large Cap Active Exten | 29.83 | 28.60 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 23, 2022
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| PVG Tactical Core Strategy | 23.01 | 21.62 |
| JPM US Large Cap Core 130/30-Composite | 20.11 | 18.78 |
| Martingale 130/30 LargeCap Growth | 19.27 | 18.51 |
| LA Capital U.S. Large Cap Active Exten | 18.99 | 18.44 |
| UBS: US Equity Opportunity Unconstrained | 18.98 | 18.84 |
| Lazard Global 130/30 | 18.07 | 17.06 |
| AQR Capital US Relaxed Constraint 40 | 15.68 | 15.02 |
| Martingale 130/30 LargeCap Core 500 | 15.03 | 14.30 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 13.04 | 12.33 |
| Quant US Large Cap 130/30 Equity | 12.52 | 11.60 |
