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Morgan Hedge Fund Database
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Morgan Hedge Strategy Indices

2016 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2016
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist-4.56-7.43-2.926.21------------------
Arbitrage0.76-1.76-0.523.10------------------
Commodities-1.48-2.93-8.4510.85------------------
Convertible Arbitrage-1.47-1.700.23--------------------
Distressed Securities-4.35-2.66-1.74--------------------
Emerging Markets0.12-5.21-0.045.67------------------
Equity Long only1.56-5.90-0.808.80------------------
Equity Long/Short-3.36-3.40-1.111.16------------------
Equity Market Neutral-2.790.06-1.72-1.15------------------
Event Driven2.15-2.081.263.03------------------
Fixed Income-1.38-0.94-0.45--------------------
Fixed Income Arbitrage-1.38-1.03-0.35--------------------
Fixed Income High Yield1.84-0.99-0.353.22------------------
Forex ( Currencies)3.781.041.651.05------------------
Global Macro0.45-1.29-0.382.15------------------
Long Bias-5.55-5.19-0.38--------------------
Market Neutral-6.39-2.71-1.73-2.09------------------
Merger Arbitrage1.390.380.510.50------------------
Fixed Income Mortgages-3.48-2.68-3.482.75------------------
Multi-Strategy/Diversified-3.05-2.22-0.79-0.06------------------
Options/Derivatives Strategies-3.32-3.69-0.390.78------------------
Quantitative-0.01-1.520.830.69------------------
Regulation D-1.86-2.04-1.241.45------------------
Sector: Energy0.08-2.80-0.383.36------------------
Sector: Financial-6.09-4.62-1.55--------------------
Sector: Healthcare / Biotech-10.96-8.17-3.04--------------------
Sector: Real Estate-4.65-4.04-0.64--------------------
Sector: Technology-4.42-4.44-0.340.37------------------
Sector: Other6.54-4.685.346.11------------------
Short Bias10.397.702.50--------------------
Small/Micro Cap2.583.562.05-2.94------------------
Special Situations-0.37-0.580.21--------------------
Statistical Arbitrage-2.12-1.12-1.02--------------------
Value1.59-5.570.407.15------------------
Volatility3.93-1.871.124.74------------------
Other-10.03-2.38-0.57-7.30------------------
Currency (CTA)4.011.301.760.91------------------
Discretionary (CTA)-1.941.240.74-3.85------------------
Diversified / Multi Strategy (CTA)0.33-0.631.32-0.35------------------
Stock Index (CTA)5.551.093.460.93------------------
Systematic / Quantitative (CTA)3.103.992.56-3.33------------------

Last updated: 2016-04-30

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