Strunk Index Info
Home Strunk Index Info Site Index Contact

 

Archives

 

 

The Strunk Short Index is a financial index compiled of the monthly performance of 10-25 short only money managers dating back to 1985.  A short only money manager is one who selects and sells short stocks or indices anticipating and profiting from downward price movements.

The Strunk Short Index provides a benchmark index by which to measure short selling performance.  It fills a void left by the failure of most national consulting firms to adequately follow or develop monitoring and measurement of short selling strategies.  The index provides a relative comparison of investors, pension funds, “dedicated” short selling money managers and hedge fund managers.

Taken a step further, the short index provides a measurement with which correlation characteristics such as alpha, beta and standard deviation can begin to be developed for individual short selling managers.

While short selling is highly visible in the media today, short manager performance data and information is scarce.  Regularly published data on “short interest” is often incomplete, misleading, or misunderstood.

 

 

 

 

 

 

 

 

 

 

 

 

 

 


Home Strunk Index Info Site Index Contact
Copyright 2002 AGCM, LLC. All rights reserved.
Revised: Tuesday, March 20, 2012.