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Morgan Hedge Fund Database
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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
Activist9.19-3.246.075.620.340.39--------------
Arbitrage3.600.111.440.600.470.93--------------
Commodities-6.770.35-0.97-2.50-2.07-3.752.09------------
Convertible Arbitrage3.380.231.040.281.260.52--------------
Country Specific49.94-0.470.413.6322.7017.99--------------
Distressed Securities1.36-1.452.140.430.55-0.28--------------
Emerging Markets4.480.412.160.474.73-0.11-3.08------------
Equity Hedged3.02-1.503.710.49-0.371.82-1.07------------
Equity Long only7.161.234.900.530.971.43-1.98------------
Equity Long/Short3.71-0.102.440.720.021.42-0.81------------
Equity Market Neutral2.150.290.350.83-0.990.361.31------------
Event Driven2.28-1.133.05-0.040.860.84-1.26------------
Fixed Income-0.150.620.980.590.360.07-2.72------------
Fixed Income Arbitrage-1.57-0.891.530.261.090.28-3.75------------
Fixed Income High Yield2.230.011.400.030.80-0.080.05------------
Forex ( Currencies)0.560.440.820.49-0.780.04-0.44------------
Global Macro1.122.360.530.65-1.150.39-1.61------------
Long Bias2.98-1.103.600.100.720.94-1.23------------
Market Neutral1.090.432.75-0.07-0.410.35-1.90------------
Merger Arbitrage4.870.311.351.400.451.030.24------------
Fixed Income Mortgages-1.35-3.081.000.300.72-0.08-0.17------------
Multi-Strategy/Diversified3.560.811.700.700.130.60-0.43------------
Options/Derivatives Strategies5.18-0.033.06-0.430.210.421.89------------
Quantitative-1.330.301.28-0.340.69-0.40-2.82------------
Regulation D1.770.391.670.58-0.140.68-1.39------------
Sector: Energy7.58-1.243.58-0.933.61-0.052.50------------
Sector: Financial3.90-2.202.992.28-0.040.89--------------
Sector: Healthcare / Biotech12.051.723.862.91-1.254.37--------------
Sector: Real Estate5.734.412.54-0.07-0.12-1.05--------------
Sector: Technology7.06-0.473.70-0.080.331.671.78------------
Sector: Other0.913.212.19-1.891.501.07-4.94------------
Short Bias-3.791.56-7.402.40-0.10----------------
Small/Micro Cap-7.84-4.19-4.54-1.39-0.608.80-5.52------------
Special Situations1.55-0.361.070.450.090.30--------------
Statistical Arbitrage3.23-0.031.271.160.160.63--------------
Value1.08-4.576.530.081.290.55-2.45------------
Volatility8.070.912.890.081.061.271.61------------
Other-0.360.321.880.49-0.240.54-3.28------------
Currency (CTA)5.031.403.190.760.51-0.55-0.34------------
Discretionary (CTA)4.542.012.321.61-3.661.061.25------------
Diversified / Multi Strategy (CTA)14.943.650.734.331.972.121.33------------
Energy (CTA)0.884.49-2.66-0.82------------------
Financial (CTA)6.011.521.431.621.31----------------
Interest Rates (CTA)-8.18-3.131.24-6.37------------------
Stock Index (CTA)6.066.36-0.183.48-1.942.75-4.19------------
Systematic / Quantitative (CTA)-0.574.75-0.20-0.43-1.70-0.17-2.66------------

Last updated: 2015-07-25

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