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Hedge Fund Database
Morgan Hedge
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  Datenbank Statistik
Hedge Fonds:9.768
HF Professionals:16.344
Service Provider:478

Morgan Hedge Strategie Index

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

Morgan Hedge Strategie Index  2014
StrategieYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist19,57-0,07-1,20-1,43-0,539,820,28-1,862,810,925,914,01--
Arbitrage1,980,381,24-0,43-0,520,830,69-0,220,54-0,13-1,110,72--
Commodities5,220,692,28-0,900,00-0,120,850,21-0,400,15-0,33-0,703,46
Convertible Arbitrage2,741,350,760,540,470,040,490,06-0,28-0,50-0,970,090,68
Country Specific13,561,351,70-0,45-1,550,590,924,60-0,37-1,991,201,695,36
Distressed Securities0,500,302,780,750,330,521,55-0,320,06-2,38-1,43-0,42-1,14
Emerging Markets-1,94-3,021,400,05-0,042,731,381,050,85-2,49-0,06-0,48-3,13
Equity Hedged7,86-0,953,89-1,44-0,932,142,52-1,262,46-1,21-0,512,620,46
Equity Long only6,19-1,423,800,31-0,241,851,47-1,712,25-1,74-0,312,29-0,35
Equity Long/Short3,52-0,002,11-0,65-1,160,861,09-1,011,12-0,58-0,381,121,02
Equity Market Neutral2,880,740,66-0,10-0,550,450,48-0,280,370,29-0,050,340,50
Event Driven0,030,562,54-0,560,440,481,48-0,910,08-2,26-2,250,250,29
Fixed Income5,830,791,060,400,530,970,720,050,530,070,030,360,17
Fixed Income Arbitrage2,410,720,700,500,540,660,85-0,120,270,01-0,240,02-1,50
Fixed Income High Yield1,210,621,040,290,610,610,87-0,560,45-1,42-0,35-0,12-0,78
Forex ( Currencies)2,181,650,770,140,350,15-1,00-0,07-0,34-0,511,740,44-1,12
Global Macro5,34-0,890,58-0,59-0,421,331,01-0,261,260,48-0,162,060,85
Long Bias1,27-0,733,00-0,47-1,360,781,34-1,501,83-2,600,060,850,21
Market Neutral5,18-0,371,740,130,401,660,69-0,331,36-1,18-0,231,140,10
Merger Arbitrage-0,811,031,08-0,35-0,190,250,57-1,30-0,09-1,11-1,230,510,05
Fixed Income Mortgages2,990,161,12-0,480,980,511,26-0,32-0,351,01-1,630,72--
Multi-Strategy/Diversified3,06-0,331,51-0,53-0,491,220,71-0,030,75-0,11-0,561,29-0,38
Options/Derivatives Strategies-6,61-11,261,402,66-0,272,321,68-1,422,580,62-4,011,93-2,12
Quantitative-0,39-1,170,89-0,170,991,090,69-1,811,21-1,23-0,580,21-0,45
Regulation D4,790,091,52-0,62-0,760,960,86-0,530,67-0,01-0,681,062,18
Sector: Energy-2,16-1,063,081,101,840,902,17-2,101,71-3,78-4,15-1,830,27
Sector: Financial5,73-0,820,950,56-1,880,681,06-0,881,95-0,451,760,652,08
Sector: Healthcare / Biotech22,266,284,170,05-3,910,982,04-1,882,840,231,642,345,96
Sector: Real Estate12,470,054,36-0,25-0,112,350,62-0,571,59-1,902,633,040,20
Sector: Technology2,01-0,001,93-3,01-4,531,342,83-1,501,64-0,721,701,750,85
Sector: Other0,07-0,094,39-0,97-0,470,713,07-1,872,07-4,07-2,051,09-1,43
Short Bias-0,502,77-4,126,104,60-2,50-3,952,30-4,674,20-3,10-1,33--
Small/Micro Cap-4,830,292,54-0,51-7,91-4,0910,92-4,384,75-7,25-3,540,345,58
Special Situations3,390,272,560,410,983,924,87-0,705,62-2,05-7,04-4,72--
Statistical Arbitrage1,350,671,03-0,33-0,490,840,37-0,84-0,210,010,070,23--
Value0,66-0,382,640,26-0,081,491,79-0,801,03-2,83-1,31-0,17-0,86
Volatility-0,77-0,430,840,830,311,520,37-1,652,39-1,10-1,471,01-3,26
Other6,74-1,021,71-0,57-0,251,241,16-0,531,520,28-0,601,871,77
Currency (CTA)2,421,790,83-0,050,500,10-0,740,01-0,44-0,692,270,84-1,95
Discretionary (CTA)4,96-0,62-0,010,27-0,320,681,84-0,331,24-0,10-0,961,851,35
Diversified / Multi Strategy (CTA)8,79-2,893,960,091,251,56-1,86-1,590,300,88-0,182,554,66
Energy (CTA)-12,284,233,23-1,122,860,740,74-8,494,81-16,59-2,411,17--
Financial (CTA)19,791,492,281,891,121,301,08-0,272,281,910,132,362,67
Interest Rates (CTA)4,931,24-1,16-8,32-3,08-0,506,71-1,85-1,421,67-0,7913,90--
Stock Index (CTA)6,232,440,601,611,46-0,583,771,510,41-4,19-6,054,590,99
Systematic / Quantitative (CTA)9,32-0,871,19-0,780,450,920,770,412,061,720,223,01-0,09
Volatility (CTA)10,66-2,929,564,04------------------

Last updated: 2015-01-24

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