| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| PVG Global Macro Portfolio | 20.63 | 19.20 |
| Chicago Equity Large Cap 130/30 | 19.95 | 19.24 |
| Large Cap Core 130/30 | 19.19 | 19.83 |
| Martingale 130/30 LargeCap Growth | 17.59 | 16.81 |
| Numeric Investors Amplified Core 130/30 | 17.48 | 16.55 |
| LA Capital U.S. Large Cap Active Exten | 17.12 | 16.89 |
| Constantia Large Cap 130/30 | 16.65 | 15.96 |
| Lazard Global 130/30 | 16.32 | 15.33 |
| MacKay Shields US Equity Opportunities | 15.12 | 14.44 |
| AJO Top Cap Absolute Value 130/30 | 15.03 | 14.53 |
Source: Morningstar Separate Account/CIT Fund Database
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| Numeric Investors Amplified Core 130/30 | 17.53 | 16.44 |
| Martingale 130/30 LargeCap Growth | 16.81 | 15.96 |
| MacKay Shields US Equity Opportunities | 15.78 | 15.10 |
| Martingale Low Volatility Long/Short | 15.73 | 14.89 |
| Chicago Equity Large Cap 130/30 | 15.63 | 14.93 |
| AQR Capital US Relaxed Constraint 40 | 14.93 | 14.25 |
| PVG Global Macro Portfolio | 14.81 | 13.39 |
| Constantia Large Cap 130/30 | 14.66 | 13.98 |
| Martingale 130/30 LargeCap Core 500 | 14.64 | 13.81 |
| LA Capital U.S. Large Cap Active Exten | 14.60 | 14.20 |
