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For over 20 years, our renowned SPIVA research has measured actively managed funds against their index benchmarks worldwide.
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Description
The index is designed to measure the performance of a long/short strategy utilizing long positions in small-cap companies and short positions in large-cap companies. Size is determined by float-adjusted market capitalization at each rebalance. The index is calculated using long and short indices as its basis. It is designed to be market- and sector-neutral.
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