| Market Neutral (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| JPM US Research Market Neutral-Composite | 13.76 | 12.64 |
| SSI Convertible Income | 12.50 | 11.44 |
| DCM Merger Arbitrage | 8.17 | 7.65 |
| PSI Managed Volatility | 5.41 | 4.37 |
| Q3 Bull Cipher | 5.37 | 3.04 |
| Acadian Multi-Asset Abs Return 6v Agg | 0.28 | -0.72 |
| PIMCO RAE Fundamental Advantage PLUS | -8.91 | -9.71 |
| Invesco US Market Neutral Equity | -10.80 | -10.80 |
| PVG Loss Averse Equity Income | -13.51 | -14.39 |
| Martingale Equity Market Neutral | -18.54 | -19.44 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of February 17, 2021
| Market Neutral (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| SSI Convertible Income | 7.38 | 6.35 |
| DCM Merger Arbitrage | 5.05 | 4.53 |
| JPM US Research Market Neutral-Composite | 4.83 | 3.95 |
| PSI Managed Volatility | 3.29 | 2.27 |
| PIMCO RAE Fundamental Advantage PLUS | -0.37 | -1.25 |
| PVG Loss Averse Equity Income | -1.51 | -2.83 |
| Invesco US Market Neutral Equity | -3.38 | -3.38 |
| Martingale Equity Market Neutral | -5.72 | -6.69 |
| Q3 Bull Cipher | n/a | n/a |
| Acadian Multi-Asset Abs Return 6v Agg | n/a | n/a |
