| Morgan Hedge Fund Indices | April | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | 0.25% | 62.50% |
| MHX UCITS Index | 0.63% | 85.71% |
| MHX Aggregate Index | 0.59% | 70.47% |
| MHX Hedge Fund Index | 0.48% | 68.08% |
| MHX Fund of Funds Index | 0.74% | 81.94% |
| MHX CTA Index | 1.09% | 56.52% |
| MHX Managed Accounts Index | 1.86% | 92.86% |
| Other Investment Funds | 1.91% | 100.00% |
As of: May. 23, 2013 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | April | % Winner | 12 Months |
|---|
| Activist | 0.28% | 100.00% | 18.89% |
| Arbitrage | 0.84% | 85.71% | 5.08% |
| Commodities | -0.20% | 0.00% | -3.98% |
| Convertible Arbitrage | 0.96% | 100.00% | 6.42% |
| Distressed Securities | 1.03% | 83.33% | 8.81% |
| Emerging Markets | 0.61% | 70.80% | 8.48% |
| Equity Hedged | 0.41% | 100.00% | 10.18% |
| Equity Long only | 0.75% | 65.45% | 12.47% |
| Equity Long/Short | 0.19% | 51.35% | 6.38% |
| Equity Market Neutral | 0.17% | 64.29% | 3.42% |
| Event Driven | 0.61% | 81.25% | 8.16% |
| Fixed Income | 1.30% | 94.23% | 11.33% |
| Fixed Income Arbitrage | 1.08% | 73.91% | 9.18% |
| Fixed Income High Yield | 1.92% | 100.00% | 10.56% |
| Forex ( Currencies) | 4.19% | 100.00% | 2.65% |
| Global Macro | 1.36% | 82.09% | 2.98% |
| Long Bias | 0.74% | 66.98% | 8.63% |
| Market Neutral | 0.45% | 52.63% | 5.88% |
| Merger Arbitrage | 0.60% | 94.12% | 1.01% |
| Fixed Income Mortgages | 0.04% | 100.00% | 15.42% |
| Multi-Strategy/Diversified | 1.41% | 95.06% | 5.30% |
| Options/Derivatives Strategies | -0.81% | 50.00% | 2.97% |
| Quantitative | 1.41% | 81.82% | 5.85% |
| Regulation D | 0.80% | 89.74% | 5.37% |
| Sector: Energy | -2.10% | 44.83% | 12.47% |
| Sector: Financial | 0.28% | 57.14% | 14.68% |
| Sector: Healthcare / Biotech | 2.16% | 88.24% | 16.53% |
| Sector: Real Estate | 1.28% | 83.33% | 3.29% |
| Sector: Technology | -0.69% | 36.36% | -2.75% |
| Sector: Other | -3.46% | 39.13% | 2.20% |
| Short Bias | -3.78% | 33.33% | -19.89% |
| Small/Micro Cap | 4.35% | 50.00% | 27.19% |
| Special Situations | 0.91% | 100.00% | -0.97% |
| Statistical Arbitrage | 0.49% | 100.00% | 6.91% |
| Value | 1.50% | 71.43% | 14.00% |
| Volatility | -1.23% | 25.00% | 3.25% |
| Other | 1.05% | 69.23% | 4.16% |
| Currency (CTA) | 2.13% | 100.00% | 0.54% |
| Discretionary (CTA) | -1.80% | 33.33% | 7.68% |
| Diversified / Multi Strategy (CTA) | -3.03% | 33.33% | -0.75% |
| Interest Rates (CTA) | -3.78% | 0.00% | 2.42% |
| Stock Index (CTA) | 3.33% | 60.00% | 16.33% |
| Systematic / Quantitative (CTA) | 1.63% | 70.00% | 3.20% |
| Volatility (CTA) | 2.00% | 50.00% | -8.16% |
Historical Index Data
| Morgan Hedge Index | YTD | 2012 | 2011 | 2010 |
|---|
| MHX Aggregate Index | 4.55% | 7.16% | -5.27% | 9.80% |
| MHX ABSOLUTE ALPHA™ | 2.28% | 5.69% | 1.32% | 7.00% |
| MHX UCITS Index | 4.61% | 8.82% | -8.56% | 9.25% |
| MHX Hedge Fund Index | 4.78% | 8.53% | -5.18% | 11.92% |
| MHX Fund of Funds Index | 4.11% | 4.40% | -6.00% | 4.91% |
| MHX CTA Index | 1.38% | -1.52% | -3.41% | 10.62% |
| MHX Managed Accounts Index | 4.67% | 3.17% | 22.81% | 26.43% |
| Other Investment Funds | 1.78% | 6.12% | -10.79% | 14.48% |
