| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| SSI Convertible Income | 22.92 | 21.82 |
| DCM Merger Arbitrage | 18.58 | 18.01 |
| PIMCO RAE Fundamental Advantage PLUS | 12.59 | 11.61 |
| Q3 Bull Cipher | 5.91 | 3.56 |
| JPM US Research Market Neutral-Composite | 4.43 | 3.39 |
| Acadian Multi-Asset Abs Return 6v Agg | -0.74 | -1.73 |
| Multi-Asset Absolute Return 12v Composit | -2.71 | -4.64 |
| Invesco US Market Neutral Equity | -4.17 | -4.17 |
| Martingale Equity Market Neutral | -5.98 | -7.00 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of May 5, 2021
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| SSI Convertible Income | 7.85 | 6.82 |
| Q3 Bull Cipher | 6.38 | 4.02 |
| JPM US Research Market Neutral-Composite | 5.37 | 4.48 |
| DCM Merger Arbitrage | 5.35 | 4.83 |
| PIMCO RAE Fundamental Advantage PLUS | 0.97 | 0.08 |
| Invesco US Market Neutral Equity | -2.59 | -2.59 |
| Martingale Equity Market Neutral | -4.54 | -5.52 |
| Acadian Multi-Asset Abs Return 6v Agg | n/a | n/a |
| Multi-Asset Absolute Return 12v Composit | n/a | n/a |
