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Morgan Hedge Fund Database
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Morgan Hedge Strategy Indices

2014 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2014
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist4.52-0.07-1.20-1.43-0.539.82-1.69------------
Arbitrage2.120.381.24-0.43-0.520.860.58------------
Commodities1.530.692.28-0.900.00-0.15-0.37------------
Convertible Arbitrage5.111.350.760.540.470.041.85------------
Country Specific2.541.351.70-0.45-1.550.590.92------------
Distressed Securities7.280.302.770.770.330.592.35------------
Emerging Markets2.50-3.021.400.05-0.042.741.44------------
Equity Hedged5.18-0.943.89-1.44-0.922.152.46------------
Equity Long only5.69-1.423.800.31-0.241.861.33------------
Equity Long/Short2.120.042.09-0.67-1.150.880.94------------
Equity Market Neutral1.680.740.66-0.10-0.550.520.41------------
Event Driven5.120.552.54-0.570.440.461.63------------
Fixed Income4.350.791.060.400.530.950.54------------
Fixed Income Arbitrage3.910.720.700.500.540.660.72------------
Fixed Income High Yield3.820.621.040.290.610.610.59------------
Forex ( Currencies)2.061.650.770.140.350.15-1.00------------
Global Macro0.55-0.890.58-0.60-0.371.310.53------------
Long Bias2.82-0.743.00-0.46-1.350.801.61------------
Market Neutral4.37-0.371.740.130.401.660.76------------
Merger Arbitrage2.441.031.08-0.35-0.180.250.59------------
Fixed Income Mortgages4.04-0.351.070.341.010.621.29------------
Multi-Strategy/Diversified2.07-0.331.51-0.53-0.491.210.71------------
Options/Derivatives Strategies-3.45-11.261.402.66-0.272.322.43------------
Quantitative1.85-0.950.81-0.380.960.960.45------------
Regulation D2.140.091.52-0.62-0.760.970.95------------
Sector: Energy8.50-1.063.081.101.840.832.47------------
Sector: Financial0.54-0.820.950.56-1.880.681.09------------
Sector: Healthcare / Biotech9.006.284.170.05-3.911.001.39------------
Sector: Real Estate7.860.054.36-0.25-0.112.531.12------------
Sector: Technology-2.47-0.001.93-3.01-4.531.322.00------------
Sector: Other6.98-0.094.39-0.97-0.470.703.35------------
Short Bias6.622.77-4.126.104.60-2.50--------------
Small/Micro Cap0.190.692.99-0.92-8.15-4.2110.83------------
Special Situations8.401.202.530.390.753.200.09------------
Statistical Arbitrage1.810.671.03-0.33-0.490.830.10------------
Value6.65-0.382.870.310.021.662.02------------
Volatility4.72-0.710.450.800.242.001.88------------
Other2.63-1.021.71-0.57-0.251.241.52------------
Currency (CTA)2.421.790.83-0.050.500.10-0.74------------
Discretionary (CTA)0.19-0.62-0.010.27-0.320.680.19------------
Diversified / Multi Strategy (CTA)1.99-2.893.960.091.251.56-1.86------------
Energy (CTA)10.244.233.23-1.122.860.74--------------
Financial (CTA)9.541.492.281.891.121.301.11------------
Interest Rates (CTA)-10.311.24-1.16-8.32-3.08-0.501.39------------
Stock Index (CTA)9.772.410.611.611.44-0.624.01------------
Systematic / Quantitative (CTA)1.42-0.580.50-0.430.220.990.73------------
Volatility (CTA)10.66-2.929.564.04------------------

Last updated: 2014-07-26

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