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Hedge Fund Database
Morgan Hedge
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  Datenbank Statistik
Hedge Fonds:9.765
HF Professionals:16.344
Service Provider:478

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
Activist14,96-0,07-1,20-1,43-0,539,820,28-1,862,810,925,91----
Arbitrage3,200,381,24-0,43-0,520,830,69-0,220,54-0,13-1,111,93--
Commodities2,160,692,28-0,900,00-0,120,850,28-0,530,19-0,58----
Convertible Arbitrage2,641,350,760,540,470,040,490,06-0,28-0,50-0,960,66--
Country Specific5,991,351,70-0,45-1,550,590,924,60-0,37-1,991,20----
Distressed Securities1,910,302,780,750,330,521,55-0,320,06-2,38-1,48-0,11--
Emerging Markets0,76-3,021,400,05-0,042,731,381,050,85-2,490,05-1,05--
Equity Hedged7,35-0,953,89-1,44-0,932,142,52-1,262,46-1,21-0,502,60--
Equity Long only6,03-1,423,800,31-0,241,851,47-1,712,25-1,74-0,351,81--
Equity Long/Short2,69-0,002,11-0,65-1,160,861,09-1,011,12-0,57-0,421,35--
Equity Market Neutral2,170,740,66-0,10-0,550,450,48-0,280,370,29-0,050,15--
Event Driven-0,700,562,54-0,560,440,481,48-0,910,08-2,26-2,25-0,19--
Fixed Income5,640,791,060,400,530,970,720,050,530,070,030,36--
Fixed Income Arbitrage4,250,720,700,500,540,660,85-0,120,270,01-0,240,29--
Fixed Income High Yield2,230,621,040,290,610,610,87-0,560,45-1,42-0,360,11--
Forex ( Currencies)3,341,650,770,140,350,15-1,00-0,07-0,34-0,511,740,44--
Global Macro5,07-0,890,58-0,59-0,421,331,01-0,261,260,48-0,202,70--
Long Bias1,89-0,733,00-0,47-1,360,781,34-1,501,83-2,600,171,57--
Market Neutral4,54-0,371,740,130,401,660,69-0,331,36-1,18-0,260,65--
Merger Arbitrage-0,591,031,08-0,35-0,190,250,57-1,30-0,09-1,11-1,320,87--
Fixed Income Mortgages3,950,161,12-0,480,980,511,26-0,32-0,351,01------
Multi-Strategy/Diversified2,95-0,331,51-0,53-0,491,220,71-0,030,76-0,11-0,670,90--
Options/Derivatives Strategies-2,86-11,261,402,66-0,272,321,68-1,422,580,62-4,013,78--
Quantitative0,19-1,170,89-0,170,991,090,69-1,811,21-1,23-0,570,33--
Regulation D2,860,091,52-0,62-0,760,960,86-0,530,67-0,01-0,671,35--
Sector: Energy-0,24-1,063,081,101,840,902,17-2,101,71-3,78-4,070,28--
Sector: Financial3,27-0,820,950,56-1,880,681,06-0,881,95-0,451,760,36--
Sector: Healthcare / Biotech14,476,284,170,05-3,910,982,04-1,882,840,231,641,53--
Sector: Real Estate12,020,054,36-0,25-0,112,350,62-0,571,59-1,902,632,83--
Sector: Technology0,54-0,001,93-3,01-4,531,342,83-1,501,64-0,721,501,33--
Sector: Other1,29-0,094,39-0,97-0,470,713,07-1,872,07-4,07-2,040,86--
Short Bias0,842,77-4,126,104,60-2,50-3,952,30-4,674,20-3,10----
Small/Micro Cap-9,490,692,99-0,92-8,15-4,2110,83-4,384,75-7,25-3,540,79--
Special Situations8,510,272,560,410,983,924,87-0,705,62-2,05-7,04----
Statistical Arbitrage1,750,671,03-0,33-0,490,840,37-0,84-0,210,010,070,62--
Value1,21-0,382,640,26-0,081,491,79-0,801,03-2,83-1,31-0,48--
Volatility2,93-0,430,840,830,311,520,37-1,652,39-1,10-1,471,36--
Other5,82-1,021,71-0,57-0,251,241,16-0,531,520,28-0,442,62--
Currency (CTA)4,451,790,83-0,050,500,10-0,740,01-0,44-0,692,270,84--
Discretionary (CTA)5,70-0,62-0,010,27-0,320,681,84-0,331,24-0,10-0,963,95--
Diversified / Multi Strategy (CTA)3,84-2,893,960,091,251,56-1,86-1,590,300,88-0,182,44--
Energy (CTA)-13,294,233,23-1,122,860,740,74-8,494,81-16,59-2,41----
Financial (CTA)16,711,492,281,891,121,301,11-0,272,281,910,132,36--
Interest Rates (CTA)-7,871,24-1,16-8,32-3,08-0,506,71-1,85-1,421,67-0,79----
Stock Index (CTA)5,722,440,601,611,46-0,583,771,510,41-4,19-6,055,12--
Systematic / Quantitative (CTA)12,49-0,610,73-0,460,441,030,781,321,681,450,055,56--
Volatility (CTA)10,66-2,929,564,04------------------

Last updated: 2014-12-20

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