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Hedge Fund Database
Morgan Hedge
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Hedge Fonds:9.824
HF Professionals:16.353
Service Provider:489

Morgan Hedge Strategie Index

2017 | Mehr
  Hedge Fund Index  MHX Aggregate und Kategorie Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

Morgan Hedge Strategie Index  2017
StrategieYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist-4,99-1,95-0,37-1,013,87-9,111,49-0,91-5,007,401,43----
Arbitrage3,851,920,210,220,68-0,040,360,47----------
Commodities-7,640,140,14-5,511,53-1,940,16-2,24-0,02--------
Emerging Markets5,670,391,15-2,141,710,26-0,900,073,571,480,06----
Equity Hedged2,472,47----------------------
Equity Long only19,473,960,653,182,293,32-0,612,121,16-0,302,28----
Equity Long/Short7,921,170,620,580,72-0,05-0,250,510,441,802,13----
Equity Market Neutral-0,83-0,13-0,71--------------------
Event Driven10,731,54-2,081,391,43-2,162,51-2,951,706,552,67----
Fixed Income20,215,502,51-0,333,520,831,732,42-0,503,08------
Fixed Income High Yield6,020,551,340,840,560,65-0,130,390,360,460,88----
Forex ( Currencies)-1,141,230,44-0,04-2,571,15-0,30-1,71-0,210,520,41----
Global Macro11,652,280,18-1,02-1,431,590,023,291,613,651,04----
Long Bias6,963,880,900,020,021,04-0,261,23----------
Market Neutral3,79-0,210,62-0,960,03-1,57-1,871,721,98-0,024,16----
Merger Arbitrage2,44-0,170,100,410,490,490,59-0,760,630,550,09----
Fixed Income Mortgages2,900,610,280,100,280,420,620,090,330,14------
Multi-Strategy/Diversified3,930,590,240,340,020,190,140,730,910,070,63----
Options/Derivatives Strategies7,860,770,361,700,890,610,350,550,980,760,64----
Quantitative4,22-0,670,960,050,72-0,17-0,731,00-0,711,082,68----
Regulation D6,140,781,470,281,101,24-0,321,14-0,080,40------
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 Cap11,730,561,75-0,89-2,542,46-1,530,474,463,782,87----
Value14,792,723,29-0,720,820,891,051,37-0,162,152,55----
Volatility3,381,20-0,221,15-0,570,45-0,461,27-0,010,82-0,27----
Other1,76-1,960,952,430,40-0,190,42-0,450,72---0,52----
Currency (CTA)-0,860,980,66-0,21-1,611,19-0,18-2,12-0,110,190,41----
Discretionary (CTA)-3,862,181,66-0,74-2,45-1,152,272,16-0,27-2,42-4,90----
Diversified / Multi Strategy (CTA)5,284,31-14,4714,270,841,271,720,801,810,97-4,06----
Financial (CTA)10,651,071,051,000,991,380,830,631,090,891,24----
Interest Rates (CTA)11,881,301,251,361,000,391,221,590,951,270,96----
Stock Index (CTA)5,721,860,401,05-0,89-0,26-0,790,562,070,990,65----
Systematic / Quantitative (CTA)2,64-0,050,630,300,03-0,47-1,940,352,520,091,21----

Last updated: 2017-11-18

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