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Morgan Hedge Strategy Indices

2014 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2014
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist14.96-0.07-1.20-1.43-0.539.820.28-1.862.810.925.91----
Arbitrage3.200.381.24-0.43-0.520.830.69-0.220.54-0.13-1.111.93--
Commodities2.160.692.28-0.900.00-0.120.850.28-0.530.19-0.58----
Convertible Arbitrage2.641.350.760.540.470.040.490.06-0.28-0.50-0.960.66--
Country Specific5.991.351.70-0.45-1.550.590.924.60-0.37-1.991.20----
Distressed Securities1.910.302.780.750.330.521.55-0.320.06-2.38-1.48-0.11--
Emerging Markets0.76-3.021.400.05-0.042.731.381.050.85-2.490.05-1.05--
Equity Hedged7.35-0.953.89-1.44-0.932.142.52-1.262.46-1.21-0.502.60--
Equity Long only6.03-1.423.800.31-0.241.851.47-1.712.25-1.74-0.351.81--
Equity Long/Short2.69-0.002.11-0.65-1.160.861.09-1.011.12-0.57-0.421.35--
Equity Market Neutral2.170.740.66-0.10-0.550.450.48-0.280.370.29-0.050.15--
Event Driven-0.700.562.54-0.560.440.481.48-0.910.08-2.26-2.25-0.19--
Fixed Income5.640.791.060.400.530.970.720.050.530.070.030.36--
Fixed Income Arbitrage4.250.720.700.500.540.660.85-0.120.270.01-0.240.29--
Fixed Income High Yield2.230.621.040.290.610.610.87-0.560.45-1.42-0.360.11--
Forex ( Currencies)3.341.650.770.140.350.15-1.00-0.07-0.34-0.511.740.44--
Global Macro5.07-0.890.58-0.59-0.421.331.01-0.261.260.48-0.202.70--
Long Bias1.89-0.733.00-0.47-1.360.781.34-1.501.83-2.600.171.57--
Market Neutral4.54-0.371.740.130.401.660.69-0.331.36-1.18-0.260.65--
Merger Arbitrage-0.591.031.08-0.35-0.190.250.57-1.30-0.09-1.11-1.320.87--
Fixed Income Mortgages3.950.161.12-0.480.980.511.26-0.32-0.351.01------
Multi-Strategy/Diversified2.95-0.331.51-0.53-0.491.220.71-0.030.76-0.11-0.670.90--
Options/Derivatives Strategies-2.86-11.261.402.66-0.272.321.68-1.422.580.62-4.013.78--
Quantitative0.19-1.170.89-0.170.991.090.69-1.811.21-1.23-0.570.33--
Regulation D2.860.091.52-0.62-0.760.960.86-0.530.67-0.01-0.671.35--
Sector: Energy-0.24-1.063.081.101.840.902.17-2.101.71-3.78-4.070.28--
Sector: Financial3.27-0.820.950.56-1.880.681.06-0.881.95-0.451.760.36--
Sector: Healthcare / Biotech14.476.284.170.05-3.910.982.04-1.882.840.231.641.53--
Sector: Real Estate12.020.054.36-0.25-0.112.350.62-0.571.59-1.902.632.83--
Sector: Technology0.54-0.001.93-3.01-4.531.342.83-1.501.64-0.721.501.33--
Sector: Other1.29-0.094.39-0.97-0.470.713.07-1.872.07-4.07-2.040.86--
Short Bias0.842.77-4.126.104.60-2.50-3.952.30-4.674.20-3.10----
Small/Micro Cap-9.490.692.99-0.92-8.15-4.2110.83-4.384.75-7.25-3.540.79--
Special Situations8.510.272.560.410.983.924.87-0.705.62-2.05-7.04----
Statistical Arbitrage1.750.671.03-0.33-0.490.840.37-0.84-0.210.010.070.62--
Value1.21-0.382.640.26-0.081.491.79-0.801.03-2.83-1.31-0.48--
Volatility2.93-0.430.840.830.311.520.37-1.652.39-1.10-1.471.36--
Other5.82-1.021.71-0.57-0.251.241.16-0.531.520.28-0.442.62--
Currency (CTA)4.451.790.83-0.050.500.10-0.740.01-0.44-0.692.270.84--
Discretionary (CTA)5.70-0.62-0.010.27-0.320.681.84-0.331.24-0.10-0.963.95--
Diversified / Multi Strategy (CTA)3.84-2.893.960.091.251.56-1.86-1.590.300.88-0.182.44--
Energy (CTA)-13.294.233.23-1.122.860.740.74-8.494.81-16.59-2.41----
Financial (CTA)16.711.492.281.891.121.301.11-0.272.281.910.132.36--
Interest Rates (CTA)-7.871.24-1.16-8.32-3.08-0.506.71-1.85-1.421.67-0.79----
Stock Index (CTA)5.722.440.601.611.46-0.583.771.510.41-4.19-6.055.12--
Systematic / Quantitative (CTA)12.49-0.610.73-0.460.441.030.781.321.681.450.055.56--
Volatility (CTA)10.66-2.929.564.04------------------

Last updated: 2014-12-20

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