| Leveraged Net Long (SA Only) | 1 year gross return | 1 year net return |
|---|---|---|
| Martingale Low Volatility Lg/Shrt LgCp+ | -4.23 | -4.87 |
| Glenmede Quant US Large Cap 130/30 | -6.48 | -7.41 |
| AQR Capital US Relaxed Constraint 40 | -10.64 | -11.14 |
| Martingale 130/30 LargeCap Core 500 | -13.14 | -13.74 |
| Lazard Global 130/30 | -17.61 | -18.31 |
| LA Capital U.S. Large Cap Active Exten | -17.87 | -18.04 |
| JPM US Large Cap Core 130/30-Composite | -17.87 | -18.44 |
| UBS: US Equity Opportunity Unconstrained | -23.61 | -23.70 |
| PVG Tactical Core Strategy | -25.62 | -26.41 |
Source: Morningstar Separate Account/CIT Fund Database; data populated as of March 9, 2023
| Leveraged Net Long (SA Only) | 5 year gross return | 5 year net return |
|---|---|---|
| JPM US Large Cap Core 130/30-Composite | 10.80 | 10.03 |
| PVG Tactical Core Strategy | 10.76 | 9.55 |
| LA Capital U.S. Large Cap Active Exten | 10.16 | 9.66 |
| UBS: US Equity Opportunity Unconstrained | 8.38 | 8.25 |
| AQR Capital US Relaxed Constraint 40 | 8.37 | 7.75 |
| Lazard Global 130/30 | 8.21 | 7.29 |
| Martingale Low Volatility Lg/Shrt LgCp+ | 8.12 | 7.45 |
| Martingale 130/30 LargeCap Core 500 | 7.33 | 6.66 |
| Glenmede Quant US Large Cap 130/30 | 6.91 | 5.98 |
