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Hedge Fund Database
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  ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2014
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist19.57-0.07-1.20-1.43-0.539.820.28-1.862.810.925.914.01--
Arbitrage1.980.381.24-0.43-0.520.830.69-0.220.54-0.13-1.110.72--
Commodities5.220.692.28-0.900.00-0.120.850.21-0.400.15-0.33-0.703.46
Convertible Arbitrage2.741.350.760.540.470.040.490.06-0.28-0.50-0.970.090.68
Country Specific13.561.351.70-0.45-1.550.590.924.60-0.37-1.991.201.695.36
Distressed Securities0.500.302.780.750.330.521.55-0.320.06-2.38-1.43-0.42-1.14
Emerging Markets-1.94-3.021.400.05-0.042.731.381.050.85-2.49-0.06-0.48-3.13
Equity Hedged7.86-0.953.89-1.44-0.932.142.52-1.262.46-1.21-0.512.620.46
Equity Long only6.19-1.423.800.31-0.241.851.47-1.712.25-1.74-0.312.29-0.35
Equity Long/Short3.52-0.002.11-0.65-1.160.861.09-1.011.12-0.58-0.381.121.02
Equity Market Neutral2.880.740.66-0.10-0.550.450.48-0.280.370.29-0.050.340.50
Event Driven0.030.562.54-0.560.440.481.48-0.910.08-2.26-2.250.250.29
Fixed Income5.830.791.060.400.530.970.720.050.530.070.030.360.17
Fixed Income Arbitrage2.410.720.700.500.540.660.85-0.120.270.01-0.240.02-1.50
Fixed Income High Yield1.210.621.040.290.610.610.87-0.560.45-1.42-0.35-0.12-0.78
Forex ( Currencies)2.181.650.770.140.350.15-1.00-0.07-0.34-0.511.740.44-1.12
Global Macro5.34-0.890.58-0.59-0.421.331.01-0.261.260.48-0.162.060.85
Long Bias1.27-0.733.00-0.47-1.360.781.34-1.501.83-2.600.060.850.21
Market Neutral5.18-0.371.740.130.401.660.69-0.331.36-1.18-0.231.140.10
Merger Arbitrage-0.811.031.08-0.35-0.190.250.57-1.30-0.09-1.11-1.230.510.05
Fixed Income Mortgages2.990.161.12-0.480.980.511.26-0.32-0.351.01-1.630.72--
Multi-Strategy/Diversified3.06-0.331.51-0.53-0.491.220.71-0.030.75-0.11-0.561.29-0.38
Options/Derivatives Strategies-6.61-11.261.402.66-0.272.321.68-1.422.580.62-4.011.93-2.12
Quantitative-0.39-1.170.89-0.170.991.090.69-1.811.21-1.23-0.580.21-0.45
Regulation D4.790.091.52-0.62-0.760.960.86-0.530.67-0.01-0.681.062.18
Sector: Energy-2.16-1.063.081.101.840.902.17-2.101.71-3.78-4.15-1.830.27
Sector: Financial5.73-0.820.950.56-1.880.681.06-0.881.95-0.451.760.652.08
Sector: Healthcare / Biotech22.266.284.170.05-3.910.982.04-1.882.840.231.642.345.96
Sector: Real Estate12.470.054.36-0.25-0.112.350.62-0.571.59-1.902.633.040.20
Sector: Technology2.01-0.001.93-3.01-4.531.342.83-1.501.64-0.721.701.750.85
Sector: Other0.07-0.094.39-0.97-0.470.713.07-1.872.07-4.07-2.051.09-1.43
Short Bias-0.502.77-4.126.104.60-2.50-3.952.30-4.674.20-3.10-1.33--
Small/Micro Cap-4.830.292.54-0.51-7.91-4.0910.92-4.384.75-7.25-3.540.345.58
Special Situations3.390.272.560.410.983.924.87-0.705.62-2.05-7.04-4.72--
Statistical Arbitrage1.350.671.03-0.33-0.490.840.37-0.84-0.210.010.070.23--
Value0.66-0.382.640.26-0.081.491.79-0.801.03-2.83-1.31-0.17-0.86
Volatility-0.77-0.430.840.830.311.520.37-1.652.39-1.10-1.471.01-3.26
Other6.74-1.021.71-0.57-0.251.241.16-0.531.520.28-0.601.871.77
Currency (CTA)2.421.790.83-0.050.500.10-0.740.01-0.44-0.692.270.84-1.95
Discretionary (CTA)4.96-0.62-0.010.27-0.320.681.84-0.331.24-0.10-0.961.851.35
Diversified / Multi Strategy (CTA)8.79-2.893.960.091.251.56-1.86-1.590.300.88-0.182.554.66
Energy (CTA)-12.284.233.23-1.122.860.740.74-8.494.81-16.59-2.411.17--
Financial (CTA)19.791.492.281.891.121.301.08-0.272.281.910.132.362.67
Interest Rates (CTA)4.931.24-1.16-8.32-3.08-0.506.71-1.85-1.421.67-0.7913.90--
Stock Index (CTA)6.232.440.601.611.46-0.583.771.510.41-4.19-6.054.590.99
Systematic / Quantitative (CTA)9.32-0.871.19-0.780.450.920.770.412.061.720.223.01-0.09
Volatility (CTA)10.66-2.929.564.04------------------

Last updated: 2015-01-24

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