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Hedge Fund Database
Morgan Hedge
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Hedge Fonds:9.758
HF Professionals:16.344
Service Provider:474

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
Activist4,52-0,07-1,20-1,43-0,539,82-1,69------------
Arbitrage1,890,381,24-0,43-0,520,830,57-0,19----------
Commodities2,810,692,28-0,900,00-0,120,85------------
Convertible Arbitrage4,141,350,760,540,470,040,510,40----------
Country Specific2,541,351,70-0,45-1,550,590,92------------
Distressed Securities5,580,302,780,750,330,521,58-0,76----------
Emerging Markets3,70-3,021,400,05-0,042,731,411,21----------
Equity Hedged5,18-0,943,89-1,44-0,922,152,46------------
Equity Long only4,53-1,423,800,31-0,241,851,47-1,22----------
Equity Long/Short1,340,042,09-0,67-1,150,851,06-0,86----------
Equity Market Neutral1,010,740,66-0,10-0,550,450,48-0,67----------
Event Driven4,120,552,54-0,570,440,471,48-0,81----------
Fixed Income4,630,791,060,400,530,970,740,05----------
Fixed Income Arbitrage4,030,720,700,500,540,660,87-0,03----------
Fixed Income High Yield3,780,621,040,290,610,620,87-0,31----------
Forex ( Currencies)1,991,650,770,140,350,15-1,00-0,07----------
Global Macro0,52-0,890,58-0,59-0,421,330,92-0,39----------
Long Bias1,09-0,743,00-0,46-1,350,781,32-1,38----------
Market Neutral4,43-0,371,740,130,401,660,780,04----------
Merger Arbitrage2,121,031,08-0,35-0,180,250,57-0,29----------
Fixed Income Mortgages4,010,161,12-0,480,980,511,260,40----------
Multi-Strategy/Diversified2,59-0,331,51-0,53-0,491,220,700,51----------
Options/Derivatives Strategies-4,17-11,261,402,66-0,272,322,43-0,75----------
Quantitative1,02-0,950,81-0,380,960,960,28-0,65----------
Regulation D2,030,091,52-0,62-0,760,960,85-0,01----------
Sector: Energy4,62-1,063,081,101,840,902,18-3,36----------
Sector: Financial-0,32-0,820,950,56-1,880,681,06-0,83----------
Sector: Healthcare / Biotech7,156,284,170,05-3,910,982,06-2,32----------
Sector: Real Estate6,240,054,36-0,25-0,112,350,62-0,83----------
Sector: Technology-2,55-0,001,93-3,01-4,531,342,95-1,02----------
Sector: Other5,40-0,094,39-0,97-0,470,713,15-1,29----------
Short Bias2,412,77-4,126,104,60-2,50-3,95------------
Small/Micro Cap-3,340,692,99-0,92-8,15-4,2110,83-3,53----------
Special Situations13,571,202,530,390,753,203,281,54----------
Statistical Arbitrage-1,050,671,03-0,33-0,490,840,37-3,08----------
Value5,81-0,382,870,310,021,662,01-0,78----------
Volatility1,12-0,710,450,800,241,730,60-1,95----------
Other2,17-1,021,71-0,57-0,251,241,16-0,09----------
Currency (CTA)2,431,790,83-0,050,500,10-0,740,01----------
Discretionary (CTA)3,27-0,62-0,010,27-0,320,680,193,07----------
Diversified / Multi Strategy (CTA)3,39-2,893,960,091,251,56-1,861,38----------
Energy (CTA)10,244,233,23-1,122,860,74--------------
Financial (CTA)9,251,492,281,891,121,301,11-0,27----------
Interest Rates (CTA)-9,991,24-1,16-8,32-3,08-0,501,390,35----------
Stock Index (CTA)10,272,410,611,611,44-0,583,970,45----------
Systematic / Quantitative (CTA)3,01-0,580,70-0,480,410,930,661,34----------
Volatility (CTA)10,66-2,929,564,04------------------

Last updated: 2014-08-16

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