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Hedge Fund Database
Morgan Hedge
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  Datenbank Statistik
Hedge Fonds:9.763
HF Professionals:16.344
Service Provider:476

Morgan Hedge Strategie Index

2014 | Mehr
  Hedge Fund Index  MHX Aggregate und Kategorie Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

Morgan Hedge Strategie Index  2014
StrategieYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist9,96-0,07-1,20-1,43-0,539,820,28-1,862,812,22------
Arbitrage1,300,381,24-0,43-0,520,830,69-0,220,54-1,19------
Commodities2,560,692,28-0,900,00-0,120,850,28-0,53--------
Convertible Arbitrage4,211,350,760,540,470,040,490,06-0,280,72------
Country Specific2,541,351,70-0,45-1,550,590,92------------
Distressed Securities5,180,302,780,750,330,521,55-0,320,07-0,86------
Emerging Markets1,22-3,021,400,05-0,042,731,381,050,82-3,00------
Equity Hedged5,03-0,943,89-1,44-0,932,142,52-1,262,46-1,34------
Equity Long only4,71-1,423,800,31-0,241,851,47-1,712,29-1,58------
Equity Long/Short2,440,012,11-0,66-1,150,851,08-1,021,170,07------
Equity Market Neutral2,010,740,66-0,10-0,550,450,48-0,280,360,24------
Event Driven3,130,562,54-0,560,440,481,48-0,830,11-1,07------
Fixed Income5,100,791,060,400,530,970,720,050,54-0,07------
Fixed Income Arbitrage4,590,720,700,500,540,660,85-0,120,270,38------
Fixed Income High Yield3,570,621,040,290,610,610,87-0,560,46-0,40------
Forex ( Currencies)1,131,650,770,140,350,15-1,00-0,07-0,34-0,51------
Global Macro3,22-0,890,58-0,59-0,421,331,01-0,261,261,18------
Long Bias1,40-0,733,00-0,47-1,360,781,34-1,501,87-1,42------
Market Neutral4,68-0,371,740,130,401,660,69-0,331,36-0,65------
Merger Arbitrage0,341,031,08-0,35-0,190,250,57-1,30-0,08-0,64------
Fixed Income Mortgages4,580,161,12-0,480,980,511,26-0,32-0,351,62------
Multi-Strategy/Diversified2,79-0,331,51-0,53-0,491,220,71-0,030,76-0,03------
Options/Derivatives Strategies-2,01-11,261,402,66-0,272,321,68-1,422,581,11------
Quantitative0,60-0,950,81-0,380,960,960,28-1,530,75-0,27------
Regulation D2,390,091,52-0,62-0,760,960,86-0,530,670,21------
Sector: Energy2,37-1,063,081,101,840,902,17-2,101,67-4,99------
Sector: Financial2,15-0,820,950,56-1,880,681,06-0,881,950,57------
Sector: Healthcare / Biotech11,116,284,170,05-3,910,982,04-1,882,850,40------
Sector: Real Estate5,180,054,36-0,25-0,112,350,62-0,571,80-3,01------
Sector: Technology-1,36-0,001,93-3,01-4,531,342,88-1,561,99-0,15------
Sector: Other1,82-0,094,39-0,97-0,470,713,07-1,872,12-4,77------
Short Bias-0,132,77-4,126,104,60-2,50-3,952,30-4,67--------
Small/Micro Cap-3,770,692,99-0,92-8,15-4,2110,83-4,384,75-4,12------
Special Situations19,160,272,560,410,983,924,87-0,705,62--------
Statistical Arbitrage1,860,671,03-0,33-0,490,840,37-0,84-0,180,79------
Value2,78-0,382,640,26-0,081,491,79-0,801,03-3,09------
Volatility2,64-0,430,840,830,311,520,37-1,652,35-1,47------
Other5,60-1,021,71-0,57-0,251,241,16-0,531,522,25------
Currency (CTA)1,281,790,83-0,050,500,10-0,740,01-0,44-0,69------
Discretionary (CTA)10,56-0,62-0,010,27-0,320,681,84-0,331,986,80------
Diversified / Multi Strategy (CTA)5,43-2,893,960,091,251,56-1,86-1,590,304,74------
Energy (CTA)6,524,233,23-1,122,860,740,74-8,494,81--------
Financial (CTA)13,871,492,281,891,121,301,11-0,272,281,91------
Interest Rates (CTA)-8,771,24-1,16-8,32-3,08-0,506,71-1,85-1,42-0,12------
Stock Index (CTA)6,302,410,611,591,45-0,583,771,510,42-4,81------
Systematic / Quantitative (CTA)6,81-0,610,73-0,460,431,020,771,681,741,33------
Volatility (CTA)10,66-2,929,564,04------------------

Last updated: 2014-10-25

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