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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
Activist0.44-1.95-0.37-1.013.87----------------
Arbitrage2.121.920.21--------------------
Commodities-3.800.140.14-5.511.53----------------
Emerging Markets1.070.391.15-2.141.71----------------
Equity Hedged2.472.47----------------------
Equity Long only10.443.960.653.182.29----------------
Equity Long/Short3.331.170.620.580.91----------------
Equity Market Neutral-0.83-0.13-0.71--------------------
Event Driven3.813.19-4.031.962.81----------------
Fixed Income High Yield3.050.551.340.840.30----------------
Forex ( Currencies)-0.981.230.44-0.04-2.57----------------
Global Macro3.192.280.14-0.431.20----------------
Long Bias3.883.88----------------------
Market Neutral-0.64-0.210.62-0.96-0.09----------------
Merger Arbitrage0.83-0.170.100.410.49----------------
Fixed Income Mortgages0.990.610.280.10------------------
Multi-Strategy/Diversified1.150.590.240.34-0.03----------------
Options/Derivatives Strategies5.400.770.362.701.50----------------
Quantitative0.39-1.181.11-0.170.64----------------
Regulation D2.550.781.470.28------------------
Sector: Energy4.172.100.781.25------------------
Sector: Technology2.81-2.843.552.19------------------
Sector: Other7.0711.38-3.77-0.10------------------
Small/Micro Cap1.410.561.75-0.89------------------
Value6.242.723.29-0.720.86----------------
Volatility1.561.20-0.221.15-0.57----------------
Other1.55-2.000.912.340.34----------------
Currency (CTA)-0.210.980.66-0.21-1.61----------------
Discretionary (CTA)0.562.181.66-0.74-2.47----------------
Diversified / Multi Strategy (CTA)3.054.31-14.4714.271.08----------------
Financial (CTA)4.181.071.051.001.00----------------
Stock Index (CTA)2.391.860.401.05-0.91----------------
Systematic / Quantitative (CTA)1.10-0.090.660.270.27----------------

Last updated: 2017-05-20

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