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Hedge Fund Database
Morgan Hedge Fund Database
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Hedge Funds Search Detailed Search
  Hedge Fund Directories
Listed Hedge Funds:9,761
HF Professionals:16,344
Service Provider:474

Hedge Fund Indices   </h2
Morgan Hedge Fund IndicesAugust% Winner
MHX ABSOLUTE ALPHA™ INDEX0.05%62.50%
MHX UCITS Index1.33%84.14%
MHX Aggregate Index1.29%80.85%
MHX Hedge Fund Index1.37%79.73%
MHX Fund of Funds Index0.87%88.48%
MHX CTA Index1.62%70.00%
MHX Managed Accounts Index1.77%71.43%
Other Investment Funds-0.40%--

As of: Sep. 16, 2014 - 00:15 CEST

Hedge Fund Index

Index History  Strategy Index  MHX ALPHA™

  Hedge Fund Index  Historical Index Data

Morgan Hedge IndexAugust% Winner12 Months
Arbitrage0.49%100.00%5.04%
Commodities-0.35%0.00%2.24%
Convertible Arbitrage0.05%62.50%6.84%
Distressed Securities0.08%53.33%10.40%
Emerging Markets1.00%68.59%8.35%
Equity Hedged2.44%100.00%14.10%
Equity Long only2.01%86.92%16.64%
Equity Long/Short0.98%83.33%8.26%
Equity Market Neutral0.49%82.14%4.74%
Event Driven1.05%56.67%10.03%
Fixed Income0.57%84.69%8.96%
Fixed Income Arbitrage0.18%50.00%8.10%
Fixed Income High Yield0.72%93.75%8.06%
Forex ( Currencies)-0.34%0.00%1.48%
Global Macro1.67%80.88%6.08%
Long Bias2.29%82.54%11.18%
Market Neutral1.35%79.17%10.16%
Merger Arbitrage0.22%62.50%3.37%
Multi-Strategy/Diversified0.82%92.42%6.95%
Options/Derivatives Strategies3.13%50.00%13.62%
Quantitative1.10%75.00%2.56%
Regulation D1.05%92.59%6.18%
Sector: Energy2.76%96.67%14.70%
Sector: Financial1.45%100.00%5.06%
Sector: Healthcare / Biotech4.03%92.86%26.97%
Sector: Real Estate1.46%66.67%11.15%
Sector: Technology1.81%92.86%7.18%
Sector: Other2.14%86.67%6.34%
Small/Micro Cap4.75%100.00%13.90%
Statistical Arbitrage-0.76%60.00%5.07%
Value0.71%100.00%15.56%
Volatility2.78%100.00%12.61%
Other1.94%78.57%7.52%
Currency (CTA)-0.44%0.00%2.58%
Discretionary (CTA)4.80%100.00%2.60%
Diversified / Multi Strategy (CTA)0.07%50.00%4.06%
Financial (CTA)2.28%100.00%21.11%
Interest Rates (CTA)-2.35%0.00%-9.23%
Stock Index (CTA)1.84%87.50%10.51%
Systematic / Quantitative (CTA)1.73%62.50%4.22%
Morgan Hedge IndexYTD201320122011
MHX Aggregate Index3.95%9.96%7.18%-5.24%
MHX ABSOLUTE ALPHA™1.60%5.54%5.69%1.32%
MHX UCITS Index5.15%7.40%8.82%-8.56%
MHX Hedge Fund Index4.38%10.85%8.54%-5.15%
MHX Fund of Funds Index2.32%8.73%4.41%-6.00%
MHX CTA Index6.64%-2.22%-1.10%-3.09%
MHX Managed Accounts Index5.00%9.95%7.60%19.99%
Other Investment Funds5.00%-5.70%5.29%-14.29%

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