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Morgan Hedge
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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------------
Arbitrage2,120,381,24-0,43-0,520,860,58------------
Commodities1,530,692,28-0,900,00-0,15-0,37------------
Convertible Arbitrage5,111,350,760,540,470,041,85------------
Country Specific2,541,351,70-0,45-1,550,590,92------------
Distressed Securities7,280,302,770,770,330,592,35------------
Emerging Markets2,50-3,021,400,05-0,042,741,44------------
Equity Hedged5,18-0,943,89-1,44-0,922,152,46------------
Equity Long only5,69-1,423,800,31-0,241,861,33------------
Equity Long/Short2,120,042,09-0,67-1,150,880,94------------
Equity Market Neutral1,680,740,66-0,10-0,550,520,41------------
Event Driven5,120,552,54-0,570,440,461,63------------
Fixed Income4,350,791,060,400,530,950,54------------
Fixed Income Arbitrage3,910,720,700,500,540,660,72------------
Fixed Income High Yield3,820,621,040,290,610,610,59------------
Forex ( Currencies)2,061,650,770,140,350,15-1,00------------
Global Macro0,55-0,890,58-0,60-0,371,310,53------------
Long Bias2,82-0,743,00-0,46-1,350,801,61------------
Market Neutral4,37-0,371,740,130,401,660,76------------
Merger Arbitrage2,441,031,08-0,35-0,180,250,59------------
Fixed Income Mortgages4,04-0,351,070,341,010,621,29------------
Multi-Strategy/Diversified2,07-0,331,51-0,53-0,491,210,71------------
Options/Derivatives Strategies-3,45-11,261,402,66-0,272,322,43------------
Quantitative1,85-0,950,81-0,380,960,960,45------------
Regulation D2,140,091,52-0,62-0,760,970,95------------
Sector: Energy8,50-1,063,081,101,840,832,47------------
Sector: Financial0,54-0,820,950,56-1,880,681,09------------
Sector: Healthcare / Biotech9,006,284,170,05-3,911,001,39------------
Sector: Real Estate7,860,054,36-0,25-0,112,531,12------------
Sector: Technology-2,47-0,001,93-3,01-4,531,322,00------------
Sector: Other6,98-0,094,39-0,97-0,470,703,35------------
Short Bias6,622,77-4,126,104,60-2,50--------------
Small/Micro Cap0,190,692,99-0,92-8,15-4,2110,83------------
Special Situations8,401,202,530,390,753,200,09------------
Statistical Arbitrage1,810,671,03-0,33-0,490,830,10------------
Value6,65-0,382,870,310,021,662,02------------
Volatility4,72-0,710,450,800,242,001,88------------
Other2,63-1,021,71-0,57-0,251,241,52------------
Currency (CTA)2,421,790,83-0,050,500,10-0,74------------
Discretionary (CTA)0,19-0,62-0,010,27-0,320,680,19------------
Diversified / Multi Strategy (CTA)1,99-2,893,960,091,251,56-1,86------------
Energy (CTA)10,244,233,23-1,122,860,74--------------
Financial (CTA)9,541,492,281,891,121,301,11------------
Interest Rates (CTA)-10,311,24-1,16-8,32-3,08-0,501,39------------
Stock Index (CTA)9,772,410,611,611,44-0,624,01------------
Systematic / Quantitative (CTA)1,42-0,580,50-0,430,220,990,73------------
Volatility (CTA)10,66-2,929,564,04------------------

Last updated: 2014-07-26

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