Proxy based filter performance

Has anyone experienced slow performance when using proxy based filter (web filter or antivirus)?  I have a 100+ mbps internet connection, but can only get about 15mbps when using the explicit proxy or a proxy based filter? 

I have a Fortigate 200d and the specs show that it should have 600mbps proxy based performance?  Running 5.2.3, I have tried to upgrade to 5.2.4, but didn't make any difference.