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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
Activist4.52-0.07-1.20-1.43-0.539.82-1.69------------
Arbitrage1.660.381.24-0.43-0.520.830.57-0.41----------
Commodities2.810.692.28-0.900.00-0.120.85------------
Convertible Arbitrage4.141.350.760.540.470.040.510.40----------
Country Specific2.541.351.70-0.45-1.550.590.92------------
Distressed Securities5.580.302.780.750.330.521.58-0.76----------
Emerging Markets3.70-3.021.400.05-0.042.731.411.21----------
Equity Hedged3.89-0.943.89-1.44-0.932.142.52-1.27----------
Equity Long only4.53-1.423.800.31-0.241.851.47-1.22----------
Equity Long/Short1.340.042.09-0.67-1.150.851.06-0.86----------
Equity Market Neutral1.010.740.66-0.10-0.550.450.48-0.67----------
Event Driven4.160.552.54-0.570.440.471.48-0.78----------
Fixed Income4.630.791.060.400.530.970.740.05----------
Fixed Income Arbitrage4.030.720.700.500.540.660.87-0.03----------
Fixed Income High Yield3.780.621.040.290.610.620.87-0.31----------
Forex ( Currencies)1.991.650.770.140.350.15-1.00-0.07----------
Global Macro0.52-0.890.58-0.59-0.421.330.92-0.39----------
Long Bias1.09-0.743.00-0.46-1.350.781.32-1.38----------
Market Neutral4.57-0.371.740.130.401.660.780.18----------
Merger Arbitrage2.121.031.08-0.35-0.180.250.57-0.29----------
Fixed Income Mortgages4.010.161.12-0.480.980.511.260.40----------
Multi-Strategy/Diversified2.43-0.331.51-0.53-0.491.220.700.35----------
Options/Derivatives Strategies-4.17-11.261.402.66-0.272.322.43-0.75----------
Quantitative1.02-0.950.81-0.380.960.960.28-0.65----------
Regulation D2.010.091.52-0.62-0.760.960.85-0.02----------
Sector: Energy4.62-1.063.081.101.840.902.18-3.36----------
Sector: Financial-0.32-0.820.950.56-1.880.681.06-0.83----------
Sector: Healthcare / Biotech7.156.284.170.05-3.910.982.06-2.32----------
Sector: Real Estate6.240.054.36-0.25-0.112.350.62-0.83----------
Sector: Technology-2.55-0.001.93-3.01-4.531.342.95-1.02----------
Sector: Other5.40-0.094.39-0.97-0.470.713.15-1.29----------
Short Bias2.412.77-4.126.104.60-2.50-3.95------------
Small/Micro Cap-3.340.692.99-0.92-8.15-4.2110.83-3.53----------
Special Situations13.571.202.530.390.753.203.281.54----------
Statistical Arbitrage-1.050.671.03-0.33-0.490.840.37-3.08----------
Value5.81-0.382.870.310.021.662.01-0.78----------
Volatility1.12-0.710.450.800.241.730.60-1.95----------
Other2.17-1.021.71-0.57-0.251.241.16-0.09----------
Currency (CTA)2.431.790.83-0.050.500.10-0.740.01----------
Discretionary (CTA)1.45-0.62-0.010.27-0.320.680.191.25----------
Diversified / Multi Strategy (CTA)3.39-2.893.960.091.251.56-1.861.38----------
Energy (CTA)10.244.233.23-1.122.860.74--------------
Financial (CTA)9.251.492.281.891.121.301.11-0.27----------
Interest Rates (CTA)-9.991.24-1.16-8.32-3.08-0.501.390.35----------
Stock Index (CTA)10.332.410.611.611.46-0.573.980.46----------
Systematic / Quantitative (CTA)2.72-0.580.70-0.480.410.930.651.07----------
Volatility (CTA)10.66-2.929.564.04------------------

Last updated: 2014-08-23

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