![]() Net market exposure: Takes into account the benefits of offsetting long and short positions is calculated by subtracting the percentage of the fund’s equity capital invested in short sales from the percentage of equity capital used for long positions. Long-Short Strategies Have Held Their Own In Prior Market Downturnsĭuring the bear markets of 08, the down markets of mid-2011 and late-2018, the chaotic beginning of 2020 as the COVID-19 pandemic unfolded, and the 2022 bear market, long-short equity strategies broadly, as measured by the HFRI Equity Hedge (Total) Index, and market-neutral strategies more specifically, as measured by the HFRI Equity Market Neutral Index, achieved their goal of mitigating downside risk relative to the broad markets across a variety of metrics (Display 2).
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