For years, investors have suspected they aren’t getting the alpha they are paying for from long/short hedge funds. The underperformance might be even worse than they feared. Not only are they not capturing alpha, but investors aren’t even getting all the beta they should receive from long/short. The lost decade For many years, hedge fund managers had Read more about First Look: Lost Decade For Long/Short Hedge Funds[…]

The BRI Long Short Equity Index was down -0.03% in March 2017 BRI Partner’s Long/Short Equity Index (BRILSE) calculated by Wilshire Associates posted a performance of -0.03% for the month of March, +3.89% for the year-to-date 2017. March’s performance was largely driven by exposure to Value-focused names across the Large and MidCap universes.  This was largely Read more about BRI L/S Equity Index -0.03% In March[…]

BRI Partners announced that it has launched the next generation of hedge fund indexes beginning with the BRI Long/Short Equity Index (BRILSE), calculated by Wilshire Associates, the first in a family of investable indexes that delivers the beta of hedge fund strategies. BRI Partners has developed eight indexes that will be rolled out over the Read more about Hedge Funds Get New Benchmark Indexes with BRI Partners, LLC[…]

Bailey McCann, Opalesque New York: Santa Monica, California-based Wilshire associates has partnered with two financial firms on new benchmarks that touch on key areas of investor interest. The first – OWLshares ESG-Weighted US Large Cap Index, is created and owned by New Millennium Macro and calculated by Wilshire to provide a large-cap benchmark for ESG Read more about Wilshire partners with OWLshares, BRI on new benchmarks[…]

BRI Partners has launched the first in a new range of investable hedge fund indices designed to deliver the beta of hedge fund strategies – the BRI Long/Short Equity Index (BRILSE), calculated by Wilshire Associates. Read the Full Article Here.

BRI Partners, which this week unveiled an investable index tracking the performance of long/short equity funds, has at least seven more products in the works covering market-neutral, trend-following, mean-reversion and other hedge fund strategies. The Chicago firm, led by Adam Brass, is designing the indexes to mirror only the beta, or market risk, portions of Read more about More Investable Indices in the Pipline…[…]

Investable index provider BRI Partners has rolled out what it terms the “next generation of hedge fund indexes” with the launch of the BRI Long/Short Equity Index, calculated by Wilshire Associates. BRI says the strategy is the first of eight strategies that will be rolled out across the coming months, and that the new indices Read more about New Hedge Fund Index Seeks to Measure Strategy Beta[…]

Former hedge fund seeding company BRI Partners has launched a new family of investable hedge fund indexes that will deliver the beta of alternative strategies. The BRI Long/Short Equity Index (BRILSE), calculated in conjuction with indexing specialist Wilshire Associates, is the first of eight measures that will be rolled out over the coming months, the Read more about BRI Partners Launches New Family of Beta-Focused Hedge Fund Indexes[…]

BRI Partners has announced that it has launched the next generation of hedge fund indexes beginning with the BRI Long/Short Equity Index (BRILSE), calculated by Wilshire Associates, the first in a family of investable indexes that delivers the beta of hedge fund strategies. BRI Partners has developed eight indexes that will be rolled out over Read more about Hedge Funds Get New Benchmark Indexes with BRI Partners[…]