RT Journal Article SR Electronic T1 Benchmarking 130/30 Strategies JF Special Issues FD Institutional Investor Journals SP 158 OP 161 VO 2008 IS 1 A1 Srikant Dash A1 Philip Murphy YR 2008 UL https://pm-research.com/content/2008/1/158.abstract AB The proliferation of 130/30 products has raised interesting questions in terms of how they should be benchmarked. The use of leveraged long and short positions renders them different, at least at first blush, to traditional long-only products. This article explores various benchmarking options for such strategies and evaluates them against a set of principles for a good benchmark. Based upon our evaluation, we suggest that while 130/30 strategies may be structurally different from long-only managers, traditional long-only market benchmarks are still appropriate for these strategies.