BRI Long/Short Equity Index

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The BRI Long/Short Equity IndexSM, designed by BRI Partners, LLC, provides investors with a benchmark to quantify the beta performance of long/short equity hedge fund strategies. The BRI Long/Short Equity Index is composed of risk factors derived from published academic research that are common to active long/short equity strategies. The Index includes these factors through equities selected from the Wilshire US Large-Cap IndexSM and the Wilshire US Mid-Cap IndexSM and utilizes a dynamic hedge on the broad equity market. The BRI Long/Short Equity Index aims to efficiently measure the risk and beta of long/short equity strategies.

Summary

  • Approximately 400 long-focused equity style positions, identified by the common risk factors of value, growth, momentum and volatility style baskets. Rebalanced annually.
  • Style baskets risk-adjusted monthly.
  • Short exposure from broad market index hedges. Momentum risk factor dynamically adjusts net exposure daily.
  • Serves as a true benchmark to help identify and demystify the alpha of active managers.

Fact Sheet

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Methodology

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Press Release

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