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Morgan Hedge
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Morgan Hedge Strategie Index

2015 | Mehr
  Hedge Fund Index  MHX Aggregate und Kategorie Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

Morgan Hedge Strategie Index  2015
StrategieYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist4,32-1,876,255,41-1,571,79-0,95-4,36----------
Arbitrage2,950,111,440,600,470,81-0,540,03----------
Commodities-5,450,35-0,97-2,50-2,07-3,750,163,37----------
Convertible Arbitrage1,450,231,040,281,260,45-1,01-0,80----------
Country Specific20,46-0,470,413,6322,7017,99-0,12-19,56----------
Distressed Securities-0,65-1,452,140,430,55-0,09-1,68-0,50----------
Emerging Markets1,400,412,160,474,73-0,11-2,53-3,50----------
Equity Hedged3,78-1,503,710,49-0,371,82-1,000,66----------
Equity Long only6,151,234,900,530,971,44-2,80-0,11----------
Equity Long/Short4,27-0,102,440,720,021,38-0,670,44----------
Equity Market Neutral1,200,290,350,83-0,920,390,36-0,10----------
Event Driven1,20-1,133,05-0,040,860,82-0,90-1,40----------
Fixed Income2,250,620,980,590,360,11-0,870,44----------
Fixed Income Arbitrage2,75-0,891,530,261,090,30-0,771,23----------
Fixed Income High Yield1,360,011,400,030,80-0,05-1,020,20----------
Forex ( Currencies)1,750,440,820,49-0,780,04-0,441,18----------
Global Macro7,372,360,530,65-1,130,49-2,236,73----------
Long Bias2,32-1,103,600,100,720,95-1,30-0,58----------
Market Neutral0,680,432,75-0,07-0,410,36-2,640,34----------
Merger Arbitrage4,470,311,351,400,451,01-0,240,12----------
Fixed Income Mortgages-1,35-3,081,000,300,72-0,08-0,17------------
Multi-Strategy/Diversified2,370,811,700,700,130,68-1,49-0,16----------
Options/Derivatives Strategies6,27-0,033,06-0,430,210,421,891,04----------
Quantitative0,050,301,28-0,340,69-0,40-1,470,01----------
Regulation D3,000,391,670,58-0,140,78-0,830,54----------
Sector: Energy2,05-1,243,58-0,933,61-0,22-1,32-1,30----------
Sector: Financial5,71-2,202,992,28-0,040,921,140,57----------
Sector: Healthcare / Biotech14,621,723,862,91-1,254,480,901,28----------
Sector: Real Estate8,454,412,54-0,07-0,12-1,05-3,416,19----------
Sector: Technology4,56-0,473,70-0,080,331,660,14-0,73----------
Sector: Other-2,743,212,19-1,891,501,00-3,42-5,06----------
Short Bias-6,181,56-7,402,40-0,10-3,541,10------------
Small/Micro Cap-7,84-4,19-4,54-1,39-0,608,80-5,52------------
Special Situations-8,35-0,361,070,450,09-3,61-6,10------------
Statistical Arbitrage4,97-0,031,271,160,160,64-0,201,89----------
Value3,45-4,576,530,081,290,64-1,841,61----------
Volatility7,330,912,890,081,061,270,530,38----------
Other1,610,321,880,49-0,240,53-1,22-0,13----------
Currency (CTA)6,941,403,190,760,51-0,55-0,341,82----------
Discretionary (CTA)5,392,012,321,61-3,661,410,491,23----------
Diversified / Multi Strategy (CTA)15,753,650,734,331,972,121,330,71----------
Energy (CTA)0,884,49-2,66-0,82------------------
Financial (CTA)11,721,521,431,621,311,991,861,44----------
Interest Rates (CTA)-3,87-3,131,24-6,371,971,811,31-0,46----------
Stock Index (CTA)12,806,36-0,183,48-1,942,75-3,525,62----------
Systematic / Quantitative (CTA)3,284,49-0,300,07-1,24-0,01-2,352,76----------

Last updated: 2015-08-29

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