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Hedge Fund Database
Morgan Hedge
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  Datenbank Statistik
Hedge Fonds:9.822
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-12,78-1,95-0,37-1,013,87-9,111,49-0,91-5,00--------
Arbitrage3,851,920,210,220,68-0,040,360,47----------
Commodities-5,510,140,14-5,511,53-1,940,16------------
Emerging Markets4,070,391,15-2,141,710,26-0,900,073,57--------
Equity Hedged2,472,47----------------------
Equity Long only17,163,960,653,182,293,32-0,612,121,16--------
Equity Long/Short4,041,170,620,580,72-0,05-0,250,510,68--------
Equity Market Neutral-0,83-0,13-0,71--------------------
Event Driven3,031,54-2,081,391,43-2,162,51-2,953,52--------
Fixed Income17,205,502,51-0,333,520,831,732,42----------
Fixed Income High Yield4,620,551,340,840,560,65-0,130,390,36--------
Forex ( Currencies)-2,051,230,44-0,04-2,571,15-0,30-1,71-0,21--------
Global Macro6,642,280,18-1,02-1,431,590,023,721,23--------
Long Bias6,963,880,900,020,021,04-0,261,23----------
Market Neutral-0,33-0,210,62-0,960,03-1,57-1,871,721,98--------
Merger Arbitrage1,15-0,170,100,410,490,490,59-0,76----------
Fixed Income Mortgages3,070,610,280,100,280,421,170,17----------
Multi-Strategy/Diversified3,380,590,240,340,020,190,140,731,07--------
Options/Derivatives Strategies5,330,770,361,700,890,610,350,55----------
Quantitative0,42-0,670,960,050,72-0,17-0,731,00-0,71--------
Regulation D5,810,781,470,281,101,24-0,321,14----------
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 Cap0,190,561,75-0,89-2,542,46-1,530,47----------
Value9,602,723,29-0,720,820,891,051,37-0,14--------
Volatility2,821,20-0,221,15-0,570,45-0,461,27-0,01--------
Other1,88-2,000,912,340,34-0,280,48-0,520,65--------
Currency (CTA)-1,450,980,66-0,21-1,611,19-0,18-2,12-0,11--------
Discretionary (CTA)3,612,181,66-0,74-2,45-1,152,272,16-0,26--------
Diversified / Multi Strategy (CTA)12,054,31-14,4714,271,081,722,170,933,66--------
Financial (CTA)7,161,071,051,000,991,380,830,63----------
Interest Rates (CTA)8,391,301,251,361,000,391,221,59----------
Stock Index (CTA)4,731,860,401,05-0,89-0,26-0,790,562,78--------
Systematic / Quantitative (CTA)0,04-0,090,660,270,01-0,56-2,070,321,56--------

Last updated: 2017-09-16

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