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Some years ago there was a proliferation of new products touting the ability of active managers to take short bets on securities: 130/30 funds, 150/50 funds, and the like.

What is the empirical performance of these actively managed funds vs. their benchmarks? For funds with positive alpha, is the contribution to alpha primarily from the longs or the shorts?

Ideally the performance would focus on quantitative equity funds only.

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