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Morgan Hedge
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Hedge Fonds:9.809
HF Professionals:16.350
Service Provider:482

Morgan Hedge Strategie Index

2016 | Mehr
  Hedge Fund Index  MHX Aggregate und Kategorie Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

Morgan Hedge Strategie Index  2016
StrategieYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist3,22-7,43-2,928,960,50-5,630,016,024,83--------
Arbitrage0,94-1,76-0,550,630,900,410,380,95----------
Commodities13,99-2,93-8,458,488,04-7,643,3412,721,73--------
Convertible Arbitrage-0,41-1,700,231,07------------------
Distressed Securities-2,33-2,66-1,621,98------------------
Emerging Markets9,30-5,210,045,560,301,863,452,241,08--------
Equity Long only7,91-5,90-0,794,011,162,38-0,163,583,77--------
Equity Long/Short-2,81-3,40-1,061,04-0,291,86-2,611,470,27--------
Equity Market Neutral-4,900,06-1,80-0,26-1,47-1,231,01-0,67-0,62--------
Event Driven6,93-2,081,254,561,89-0,31-0,710,711,56--------
Fixed Income2,85-0,94-0,461,510,910,311,060,44----------
Fixed Income Arbitrage-0,26-1,03-0,271,05------------------
Fixed Income High Yield7,37-0,99-0,292,022,540,671,361,89----------
Forex ( Currencies)4,241,041,651,05-0,520,540,380,10-0,07--------
Global Macro6,27-1,29-0,380,36-0,870,435,283,04-0,29--------
Long Bias3,41-5,19-0,353,650,92-0,230,034,85----------
Market Neutral-3,86-2,57-1,641,77-1,891,16-0,321,64-1,96--------
Merger Arbitrage3,440,380,511,060,500,410,190,60-0,26--------
Fixed Income Mortgages0,17-2,68-3,482,751,73-0,06-0,352,73-0,29--------
Multi-Strategy/Diversified-0,35-2,22-0,811,050,160,480,050,660,32--------
Options/Derivatives Strategies-2,30-3,69-0,39-0,46-0,261,77-1,650,901,57--------
Quantitative-1,06-1,340,621,401,86-0,080,57-0,88-3,13--------
Regulation D-0,51-2,04-1,280,270,790,71-0,531,160,45--------
Sector: Energy17,58-2,80-0,375,673,66-1,203,239,99-1,20--------
Sector: Financial-2,99-4,62-1,553,30------------------
Sector: Healthcare / Biotech-10,03-8,17-3,201,22------------------
Sector: Real Estate0,47-4,04-0,645,37------------------
Sector: Technology-2,05-4,44-0,472,23-0,701,77-1,762,16-0,69--------
Sector: Other60,52-4,684,893,9810,95-4,3520,3330,37-7,25--------
Short Bias17,687,702,506,60------------------
Small/Micro Cap9,523,562,05-2,942,69-4,341,105,362,03--------
Special Situations0,44-0,580,210,82------------------
Statistical Arbitrage-2,04-1,12-1,120,19------------------
Value5,36-5,570,405,421,831,15-1,804,210,01--------
Volatility6,42-1,871,123,340,372,37-0,650,700,96--------
Other-1,78-2,12-0,371,18-1,79-1,501,410,640,83--------
Currency (CTA)4,451,301,760,91-0,181,09-0,28-0,270,07--------
Discretionary (CTA)0,591,240,74-3,826,65-0,49-0,30-4,831,84--------
Diversified / Multi Strategy (CTA)0,35-0,631,32-0,362,270,48-0,25-2,470,05--------
Financial (CTA)10,581,241,581,751,551,211,850,95----------
Interest Rates (CTA)2,910,49-3,631,421,541,220,801,14----------
Stock Index (CTA)13,000,903,570,890,773,090,490,442,21--------
Systematic / Quantitative (CTA)0,873,572,19-2,52-0,67-1,494,09-0,04-3,97--------

Last updated: 2016-09-24

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