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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-6.33-1.95-0.37-1.013.87-9.111.49-0.91-5.007.40------
Arbitrage3.851.920.210.220.68-0.040.360.47----------
Commodities-7.640.140.14-5.511.53-1.940.16-2.24-0.02--------
Emerging Markets5.610.391.15-2.141.710.26-0.900.073.571.48------
Equity Hedged2.472.47----------------------
Equity Long only16.813.960.653.182.293.32-0.612.121.16-0.30------
Equity Long/Short5.801.170.620.580.72-0.05-0.250.510.431.95------
Equity Market Neutral-0.83-0.13-0.71--------------------
Event Driven7.851.54-2.081.391.43-2.162.51-2.951.706.55------
Fixed Income20.215.502.51-0.333.520.831.732.42-0.503.08------
Fixed Income High Yield5.100.551.340.840.560.65-0.130.390.360.46------
Forex ( Currencies)-1.541.230.44-0.04-2.571.15-0.30-1.71-0.210.52------
Global Macro8.812.280.18-1.02-1.431.590.023.291.612.07------
Long Bias6.963.880.900.020.021.04-0.261.23----------
Market Neutral-0.35-0.210.62-0.960.03-1.57-1.871.721.98-0.02------
Merger Arbitrage2.35-0.170.100.410.490.490.59-0.760.630.55------
Fixed Income Mortgages3.890.610.280.100.280.421.170.170.80--------
Multi-Strategy/Diversified3.290.590.240.340.020.190.140.730.910.08------
Options/Derivatives Strategies7.170.770.361.700.890.610.350.550.980.76------
Quantitative1.50-0.670.960.050.72-0.17-0.731.00-0.711.08------
Regulation D6.140.781.470.281.101.24-0.321.14-0.080.40------
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 Cap4.660.561.75-0.89-2.542.46-1.530.474.46--------
Value9.602.723.29-0.720.820.891.051.37-0.14--------
Volatility3.661.20-0.221.15-0.570.45-0.461.27-0.010.82------
Other2.29-1.960.952.430.40-0.190.42-0.450.72--------
Currency (CTA)-1.260.980.66-0.21-1.611.19-0.18-2.12-0.110.19------
Discretionary (CTA)1.072.181.66-0.74-2.45-1.152.272.16-0.27-2.44------
Diversified / Multi Strategy (CTA)9.734.31-14.4714.270.841.271.720.801.810.97------
Financial (CTA)9.291.071.051.000.991.380.830.631.090.89------
Interest Rates (CTA)10.811.301.251.361.000.391.221.590.951.27------
Stock Index (CTA)5.001.860.401.05-0.89-0.26-0.790.562.070.95------
Systematic / Quantitative (CTA)1.48-0.050.630.300.03-0.47-1.940.352.520.15------

Last updated: 2017-10-21

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