| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| SSI Convertible Income | 5.86 | 4.85 |
| Constantia Merger-Arbitrage | 5.01 | 4.42 |
| Research Market Neutral | 4.98 | 4.45 |
| PSI Managed Volatility | 3.75 | 2.72 |
| Q3 Bull Cipher | 2.10 | -0.17 |
| Constantia Equity Market Neutral | 1.68 | 0.87 |
| Copeland Risk Managed Dividend Growth | 0.84 | -0.15 |
| Cognios Market Neutral Large Cap Value | -1.35 | -2.70 |
| Convergence Market Neutral | -1.40 | -2.43 |
| PVG Loss Averse Equity Income | -4.05 | -5.42 |
Source: Morningstar Separate Account/CIT Fund Database
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Constantia Merger-Arbitrage | 5.38 | 4.81 |
| Copeland Risk Managed Dividend Growth | 5.34 | 4.28 |
| Cognios Market Neutral Large Cap Value | 4.83 | 3.34 |
| SSI Convertible Income | 3.69 | 2.69 |
| Constantia Equity Market Neutral | 2.92 | 1.98 |
| Research Market Neutral | 1.96 | 1.04 |
| Invesco US Market Neutral Equity | 0.21 | 0.21 |
| PSI Managed Volatility | -0.33 | -1.33 |
| PVG Loss Averse Equity Income | -1.50 | -2.84 |
| Martingale Equity Market Neutral | -1.69 | -2.68 |
