Hi - I would like to be able to evaluate the alpha, beta, volatility, sharpe, excess returns etc. of my short strategies. To do so, I need a short benchmark. In fact, I really need to be able to beat the SH ETF since that is readily available.

I really like the recent addition of the Vanguard Bond ETF as a bench for bond strategies. Please add SH as a benchmark for short strategies.

Many thanks.
Results: Total score: 11, # of Votes: 3, Average: 3.7
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Requested by: Miro
On date: 08/12/17
Category: Portfolio

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