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Hedge Fund Database
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-1.53-7.43-2.928.960.50-5.630.016.02----------
Arbitrage0.94-1.76-0.550.630.900.410.380.95----------
Commodities12.05-2.93-8.458.488.04-7.643.3412.72----------
Convertible Arbitrage-0.41-1.700.231.07------------------
Distressed Securities-2.33-2.66-1.621.98------------------
Emerging Markets8.14-5.210.045.560.301.863.452.24----------
Equity Long only6.49-5.90-0.794.011.672.071.673.95----------
Equity Long/Short-2.26-3.40-1.061.04-0.291.86-2.612.33----------
Equity Market Neutral-4.310.06-1.80-0.26-1.47-1.231.01-0.67----------
Event Driven2.98-2.081.254.560.78-0.26-1.770.61----------
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)4.301.041.651.05-0.520.540.380.10----------
Global Macro3.31-1.29-0.380.36-0.870.435.28-0.12----------
Long Bias3.41-5.19-0.353.650.92-0.230.034.85----------
Market Neutral-2.06-2.57-1.641.77-1.891.33-0.331.33----------
Merger Arbitrage3.700.380.511.060.500.410.190.60----------
Fixed Income Mortgages0.46-2.68-3.482.751.73-0.06-0.352.73----------
Multi-Strategy/Diversified-0.61-2.22-0.811.050.160.470.050.73----------
Options/Derivatives Strategies-3.81-3.69-0.39-0.46-0.261.77-1.650.90----------
Quantitative-0.28-1.520.920.820.80-0.090.28-1.45----------
Regulation D0.10-2.04-1.280.270.790.710.531.16----------
Sector: Energy10.14-2.80-0.375.673.66-1.203.231.80----------
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-1.37-4.44-0.472.23-0.701.77-1.762.16----------
Sector: Other32.75-4.684.893.9810.95-4.3520.33------------
Short Bias17.687.702.506.60------------------
Small/Micro Cap7.343.562.05-2.942.69-4.341.105.36----------
Special Situations0.44-0.580.210.82------------------
Statistical Arbitrage-2.04-1.12-1.120.19------------------
Value4.50-5.570.405.421.831.15-1.803.37----------
Volatility5.40-1.871.123.340.372.37-0.650.70----------
Other-2.58-2.12-0.371.18-1.79-1.501.410.64----------
Currency (CTA)4.381.301.760.91-0.181.09-0.28-0.27----------
Discretionary (CTA)-1.291.240.74-3.826.65-0.49-0.30-4.89----------
Diversified / Multi Strategy (CTA)0.30-0.631.32-0.362.270.48-0.25-2.47----------
Financial (CTA)7.551.241.581.751.551.21--------------
Interest Rates (CTA)0.950.49-3.631.421.541.22--------------
Stock Index (CTA)11.200.903.570.890.773.091.080.43----------
Systematic / Quantitative (CTA)5.123.572.19-2.52-0.67-1.494.090.03----------

Last updated: 2016-08-27

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