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Morgan Hedge Strategy Indices

2015 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2015
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist2.63-3.246.07--------------------
Arbitrage1.900.111.450.34------------------
Commodities-4.730.35-0.97-4.13------------------
Convertible Arbitrage1.460.231.050.18------------------
Country Specific-0.06-0.470.41--------------------
Distressed Securities1.10-1.452.190.39------------------
Emerging Markets2.630.412.170.04------------------
Equity Hedged2.47-1.503.700.32------------------
Equity Long only7.341.234.861.12------------------
Equity Long/Short3.11-0.132.430.80------------------
Equity Market Neutral1.670.290.331.04------------------
Event Driven2.56-1.132.920.79------------------
Fixed Income2.060.620.960.46------------------
Fixed Income Arbitrage0.82-0.891.530.19------------------
Fixed Income High Yield1.540.011.380.14------------------
Forex ( Currencies)3.461.191.171.06------------------
Global Macro3.652.360.730.53------------------
Long Bias2.43-1.103.59-0.02------------------
Market Neutral3.490.432.750.29------------------
Merger Arbitrage2.240.311.350.57------------------
Fixed Income Mortgages-1.81-3.081.000.30------------------
Multi-Strategy/Diversified3.380.821.650.87------------------
Options/Derivatives Strategies3.08-0.034.17-1.02------------------
Quantitative0.970.301.28-0.62------------------
Regulation D2.680.391.600.67------------------
Sector: Energy3.18-1.243.610.84------------------
Sector: Financial2.06-2.202.991.32------------------
Sector: Healthcare / Biotech7.661.723.831.94------------------
Sector: Real Estate6.554.412.57-0.51------------------
Sector: Technology1.97-0.473.70-1.20------------------
Sector: Other3.653.212.20-1.73------------------
Short Bias1.561.56----------------------
Small/Micro Cap-9.81-4.19-4.54-1.39------------------
Special Situations0.71-0.361.07--------------------
Statistical Arbitrage0.01-0.031.26-1.21------------------
Value1.31-5.506.900.28------------------
Volatility3.640.912.89-0.19------------------
Other2.450.321.900.22------------------
Currency (CTA)5.421.403.190.76------------------
Discretionary (CTA)-6.202.012.321.66-11.60----------------
Diversified / Multi Strategy (CTA)8.943.660.734.34------------------
Energy (CTA)0.884.49-2.66-0.82------------------
Financial (CTA)2.971.521.43--------------------
Interest Rates (CTA)-8.18-3.131.24-6.37------------------
Stock Index (CTA)10.146.36-0.183.74------------------
Systematic / Quantitative (CTA)4.905.25-0.10-0.23------------------

Last updated: 2015-05-02

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