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Morgan Hedge Strategy Indices

2017 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2017
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist-8.19-1.95-0.37-1.013.87-9.111.49-0.91----------
Arbitrage3.371.920.210.220.68-0.040.36------------
Commodities-5.510.140.14-5.511.53-1.940.16------------
Emerging Markets0.400.391.15-2.141.710.26-0.90-0.02----------
Equity Hedged2.472.47----------------------
Equity Long only15.823.960.653.182.293.32-0.612.12----------
Equity Long/Short3.311.170.620.580.72-0.05-0.250.48----------
Equity Market Neutral-0.83-0.13-0.71--------------------
Event Driven-0.471.54-2.081.391.43-2.162.51-2.95----------
Fixed Income19.185.502.51-0.333.520.831.734.15----------
Fixed Income High Yield4.370.551.340.840.560.65-0.130.50----------
Forex ( Currencies)-1.841.230.44-0.04-2.571.15-0.30-1.71----------
Global Macro3.402.280.18-1.02-1.431.590.021.80----------
Long Bias6.963.880.900.020.021.04-0.261.23----------
Market Neutral-2.27-0.210.62-0.960.03-1.57-1.871.72----------
Merger Arbitrage1.92-0.170.100.410.490.490.59------------
Fixed Income Mortgages2.890.610.280.100.280.421.17------------
Multi-Strategy/Diversified2.270.590.240.340.020.190.140.71----------
Options/Derivatives Strategies5.650.770.361.700.890.610.350.85----------
Quantitative1.14-0.670.960.050.72-0.17-0.731.00----------
Regulation D5.810.781.470.281.101.24-0.321.14----------
Sector: Energy1.942.100.781.25-2.14----------------
Sector: Technology2.81-2.843.552.19------------------
Sector: Other7.2211.38-3.77-0.100.14----------------
Small/Micro Cap0.190.561.75-0.89-2.542.46-1.530.47----------
Value9.742.723.29-0.720.820.891.051.36----------
Volatility2.841.20-0.221.15-0.570.45-0.461.27----------
Other1.22-2.000.912.340.34-0.280.48-0.52----------
Currency (CTA)-1.340.980.66-0.21-1.611.19-0.18-2.12----------
Discretionary (CTA)4.942.181.66-0.74-2.45-1.152.273.20----------
Diversified / Multi Strategy (CTA)8.104.31-14.4714.271.081.722.170.93----------
Financial (CTA)7.161.071.051.000.991.380.830.63----------
Interest Rates (CTA)8.391.301.251.361.000.391.221.59----------
Stock Index (CTA)1.881.860.401.05-0.89-0.26-0.790.53----------
Systematic / Quantitative (CTA)-1.32-0.090.660.270.01-0.56-2.070.49----------

Last updated: 2017-08-19

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