| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| UBS: US Equity Opportunity Unconstrained | 38.23 | 38.07 |
| JPM US Large Cap Core 130/30-Composite | 31.02 | 30.11 |
| Lazard Global 130/30 | 29.34 | 28.24 |
| AQR Capital US Relaxed Constraint 40 | 28.37 | 27.68 |
| Martingale 130/30 LargeCap Core 500 | 27.83 | 27.03 |
| PVG Tactical Growth Strategy | 22.45 | 22.05 |
| 3EDGE Global Equity | 16.47 | 15.55 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 9.79 | 9.26 |
| Glenmede Quant US Large Cap 130/30 | 8.40 | 7.33 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of March 4, 2024
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| UBS: US Equity Opportunity Unconstrained | 18.85 | 18.71 |
| JPM US Large Cap Core 130/30-Composite | 18.49 | 17.66 |
| PVG Tactical Growth Strategy | 17.65 | 16.57 |
| AQR Capital US Relaxed Constraint 40 | 17.08 | 16.43 |
| Lazard Global 130/30 | 15.87 | 14.88 |
| Martingale 130/30 LargeCap Core 500 | 15.08 | 14.34 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 10.85 | 10.17 |
| Glenmede Quant US Large Cap 130/30 | 9.80 | 8.80 |
| 3EDGE Global Equity | n/a | n/a |
