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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
Activist3.22-7.43-2.928.960.50-5.630.016.024.83--------
Arbitrage0.94-1.76-0.550.630.900.410.380.95----------
Commodities13.99-2.93-8.458.488.04-7.643.3412.721.73--------
Convertible Arbitrage-0.41-1.700.231.07------------------
Distressed Securities-2.33-2.66-1.621.98------------------
Emerging Markets9.30-5.210.045.560.301.863.452.241.08--------
Equity Long only7.91-5.90-0.794.011.162.38-0.163.583.77--------
Equity Long/Short-2.81-3.40-1.061.04-0.291.86-2.611.470.27--------
Equity Market Neutral-4.900.06-1.80-0.26-1.47-1.231.01-0.67-0.62--------
Event Driven6.93-2.081.254.561.89-0.31-0.710.711.56--------
Fixed Income2.85-0.94-0.461.510.910.311.060.44----------
Fixed Income Arbitrage-0.26-1.03-0.271.05------------------
Fixed Income High Yield7.37-0.99-0.292.022.540.671.361.89----------
Forex ( Currencies)4.241.041.651.05-0.520.540.380.10-0.07--------
Global Macro6.27-1.29-0.380.36-0.870.435.283.04-0.29--------
Long Bias3.41-5.19-0.353.650.92-0.230.034.85----------
Market Neutral-3.86-2.57-1.641.77-1.891.16-0.321.64-1.96--------
Merger Arbitrage3.440.380.511.060.500.410.190.60-0.26--------
Fixed Income Mortgages0.17-2.68-3.482.751.73-0.06-0.352.73-0.29--------
Multi-Strategy/Diversified-0.35-2.22-0.811.050.160.480.050.660.32--------
Options/Derivatives Strategies-2.30-3.69-0.39-0.46-0.261.77-1.650.901.57--------
Quantitative-1.06-1.340.621.401.86-0.080.57-0.88-3.13--------
Regulation D-0.51-2.04-1.280.270.790.71-0.531.160.45--------
Sector: Energy17.58-2.80-0.375.673.66-1.203.239.99-1.20--------
Sector: Financial-2.99-4.62-1.553.30------------------
Sector: Healthcare / Biotech-10.03-8.17-3.201.22------------------
Sector: Real Estate0.47-4.04-0.645.37------------------
Sector: Technology-2.05-4.44-0.472.23-0.701.77-1.762.16-0.69--------
Sector: Other60.52-4.684.893.9810.95-4.3520.3330.37-7.25--------
Short Bias17.687.702.506.60------------------
Small/Micro Cap9.523.562.05-2.942.69-4.341.105.362.03--------
Special Situations0.44-0.580.210.82------------------
Statistical Arbitrage-2.04-1.12-1.120.19------------------
Value5.36-5.570.405.421.831.15-1.804.210.01--------
Volatility6.42-1.871.123.340.372.37-0.650.700.96--------
Other-1.78-2.12-0.371.18-1.79-1.501.410.640.83--------
Currency (CTA)4.451.301.760.91-0.181.09-0.28-0.270.07--------
Discretionary (CTA)0.591.240.74-3.826.65-0.49-0.30-4.831.84--------
Diversified / Multi Strategy (CTA)0.35-0.631.32-0.362.270.48-0.25-2.470.05--------
Financial (CTA)10.581.241.581.751.551.211.850.95----------
Interest Rates (CTA)2.910.49-3.631.421.541.220.801.14----------
Stock Index (CTA)13.000.903.570.890.773.090.490.442.21--------
Systematic / Quantitative (CTA)0.873.572.19-2.52-0.67-1.494.09-0.04-3.97--------

Last updated: 2016-09-24

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