| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| JPM US Research Market Neutral-Composite | 14.38 | 13.26 |
| SSI Convertible Income | 8.98 | 7.94 |
| Q3 Bull Cipher | 5.24 | 2.91 |
| PSI Managed Volatility | 2.27 | 1.27 |
| DCM Merger Arbitrage | 1.42 | 0.91 |
| Copeland Risk Managed Dividend Growth | -1.51 | -2.49 |
| Acadian Multi-Asset Abs Return 6v Agg | -3.64 | -4.60 |
| Invesco US Market Neutral Equity | -7.55 | -7.55 |
| Convergence Market Neutral | -11.78 | -12.70 |
| PIMCO RAE Fundamental Advantage PLUS | -12.85 | -13.62 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of November 10, 2020
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Copeland Risk Managed Dividend Growth | 6.45 | 5.38 |
| SSI Convertible Income | 6.26 | 5.23 |
| JPM US Research Market Neutral-Composite | 4.35 | 3.47 |
| DCM Merger Arbitrage | 3.83 | 3.31 |
| PSI Managed Volatility | 1.49 | 0.49 |
| Convergence Market Neutral | 0.98 | -0.06 |
| PIMCO RAE Fundamental Advantage PLUS | -1.55 | -2.42 |
| Invesco US Market Neutral Equity | -2.29 | -2.29 |
| PVG Loss Averse Equity Income | -3.47 | -4.82 |
| Martingale Equity Market Neutral | -4.62 | -5.58 |
