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Hedge Fund Database
Morgan Hedge Fund Database
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Listed Hedge Funds:9,806
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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-7.14-7.43-2.928.960.50-5.63--------------
Arbitrage-0.79-1.76-0.550.630.90----------------
Commodities-3.80-2.93-8.458.488.04-7.64--------------
Convertible Arbitrage-0.41-1.700.231.07------------------
Distressed Securities-2.33-2.66-1.621.98------------------
Emerging Markets2.25-5.210.045.560.301.86--------------
Equity Long only0.70-5.90-0.794.031.891.77--------------
Equity Long/Short-1.79-3.40-1.061.05-0.221.93--------------
Equity Market Neutral-4.630.06-1.80-0.26-1.47-1.23--------------
Event Driven3.75-2.081.254.560.78-0.69--------------
Fixed Income1.01-0.94-0.461.510.91----------------
Fixed Income Arbitrage-0.26-1.03-0.271.05------------------
Fixed Income High Yield3.96-0.99-0.292.022.540.67--------------
Forex ( Currencies)3.801.041.651.05-0.520.54--------------
Global Macro2.95-1.29-0.380.33-0.334.69--------------
Long Bias-1.40-5.19-0.353.650.92-0.23--------------
Market Neutral-2.15-2.71-1.581.92-1.742.05--------------
Merger Arbitrage2.890.380.511.060.500.41--------------
Fixed Income Mortgages-1.87-2.68-3.482.751.73-0.06--------------
Multi-Strategy/Diversified-1.37-2.22-0.811.050.160.48--------------
Options/Derivatives Strategies-3.07-3.69-0.39-0.46-0.261.77--------------
Quantitative0.91-1.520.920.820.80-0.09--------------
Regulation D-1.57-2.04-1.280.270.790.71--------------
Sector: Energy4.78-2.80-0.375.673.66-1.23--------------
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-1.74-4.44-0.472.23-0.701.76--------------
Sector: Other10.33-4.684.893.9810.95-4.35--------------
Short Bias17.687.702.506.60------------------
Small/Micro Cap5.343.562.05-2.942.69----------------
Special Situations0.44-0.580.210.82------------------
Statistical Arbitrage-2.04-1.12-1.120.19------------------
Value3.53-5.570.405.421.831.73--------------
Volatility4.56-1.871.123.340.371.59--------------
Other-6.43-2.32-0.461.15-2.81-2.11--------------
Currency (CTA)4.951.301.760.91-0.181.09--------------
Discretionary (CTA)4.111.240.74-3.826.65-0.48--------------
Diversified / Multi Strategy (CTA)3.10-0.631.32-0.362.270.49--------------
Financial (CTA)6.261.241.581.751.55----------------
Interest Rates (CTA)-0.270.49-3.631.421.54----------------
Stock Index (CTA)9.371.033.140.940.803.15--------------
Systematic / Quantitative (CTA)0.964.142.49-3.07-1.05-1.38--------------

Last updated: 2016-06-25

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