| Long-Short Equity | 1 year gross return | 1 year net return |
|---|---|---|
| FM Integrated Alpha Long / Short | 25.53 | 25.53 |
| Robinson Market Opportunity | 14.21 | 13.25 |
| Blackrock Alpha Advantage 500 | 8.77 | 8.77 |
| Wellington Hedged Alpha Opportunities | 5.73 | 4.95 |
| Quantum Hedged Equity | 5.41 | 4.52 |
| BP Emerging Markets L/S Equity | 5.14 | 3.70 |
| PVG Dynamic Core ETF | 4.38 | 3.11 |
| Epoch Global Absolute Return | 3.94 | 2.88 |
| Frontier Asset Mgmt Absolute Return Plus | 2.83 | 1.55 |
| Frontier Asset Mgmt Absolute Return | 2.23 | 0.96 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of August 17, 2020
| Long-Short Equity | 5 year gross return | 5 year net return |
|---|---|---|
| QMA US Core Equity Extended | 8.17 | 7.47 |
| Robinson Market Opportunity | 7.43 | 6.50 |
| PVG Dynamic Core ETF | 5.95 | 4.80 |
| Epoch Global Absolute Return | 5.88 | 4.74 |
| River Road Long-Short Equity | 5.42 | 4.42 |
| Quantum Hedged Equity | 5.39 | 4.41 |
| WFAM Analytic Global Long/Short Eq | 5.00 | 4.32 |
| Elite Tactical Long/Short | 5.24 | 4.26 |
| Wellington Hedged Alpha Opportunities | 4.78 | 3.99 |
| Frontier Asset Mgmt Absolute Return Plus | 4.48 | 3.76 |
