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Morgan Hedge Fund Database
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Morgan Hedge Strategy Indices

2017 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2017
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist-8.71-1.95-0.37-1.013.87-9.11--------------
Arbitrage3.041.920.210.220.68----------------
Commodities-3.800.140.14-5.511.53----------------
Emerging Markets1.330.391.15-2.141.710.26--------------
Equity Hedged2.472.47----------------------
Equity Long only14.113.960.653.182.293.32--------------
Equity Long/Short2.731.170.620.580.72-0.38--------------
Equity Market Neutral-0.83-0.13-0.71--------------------
Event Driven4.191.54-2.081.391.431.90--------------
Fixed Income20.219.944.41-1.735.830.70--------------
Fixed Income High Yield4.140.551.340.840.560.80--------------
Forex ( Currencies)0.161.230.44-0.04-2.571.15--------------
Global Macro0.812.280.14-0.43-1.170.03--------------
Long Bias4.853.880.900.020.02----------------
Market Neutral-1.23-0.210.62-0.960.03-0.71--------------
Merger Arbitrage1.33-0.170.100.410.490.49--------------
Fixed Income Mortgages1.280.610.280.100.28----------------
Multi-Strategy/Diversified1.440.590.240.340.010.25--------------
Options/Derivatives Strategies4.320.770.361.700.850.58--------------
Quantitative-0.07-1.181.11-0.170.64-0.46--------------
Regulation D4.960.781.470.281.101.24--------------
Sector: Energy1.942.100.781.25-2.14----------------
Sector: Technology2.81-2.843.552.19------------------
Sector: Other7.2211.38-3.77-0.100.14----------------
Small/Micro Cap-1.160.561.75-0.89-2.54----------------
Value7.092.723.29-0.720.820.84--------------
Volatility2.021.20-0.221.15-0.570.45--------------
Other1.27-2.000.912.340.34-0.28--------------
Currency (CTA)0.980.980.66-0.21-1.611.19--------------
Discretionary (CTA)-0.612.181.66-0.74-2.45-1.18--------------
Diversified / Multi Strategy (CTA)1.934.31-14.4714.271.08-1.09--------------
Financial (CTA)5.611.071.051.000.991.38--------------
Stock Index (CTA)2.131.860.401.05-0.89-0.28--------------
Systematic / Quantitative (CTA)0.95-0.090.660.270.19-0.07--------------

Last updated: 2017-06-17

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