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Hedge Fund Database
Morgan Hedge
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Hedge Fonds:9.808
HF Professionals:16.349
Service Provider:482

Morgan Hedge Strategie Index

2016 | Mehr
  Hedge Fund Index  MHX Aggregate und Kategorie Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

Morgan Hedge Strategie Index  2016
StrategieYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist-1,53-7,43-2,928,960,50-5,630,016,02----------
Arbitrage-0,01-1,76-0,550,630,900,410,38------------
Commodities12,05-2,93-8,458,488,04-7,643,3412,72----------
Convertible Arbitrage-0,41-1,700,231,07------------------
Distressed Securities-2,33-2,66-1,621,98------------------
Emerging Markets8,14-5,210,045,560,301,863,452,24----------
Equity Long only6,49-5,90-0,794,011,672,071,673,95----------
Equity Long/Short-2,09-3,40-1,061,04-0,291,86-2,612,51----------
Equity Market Neutral-4,310,06-1,80-0,26-1,47-1,231,01-0,67----------
Event Driven2,98-2,081,254,560,78-0,26-1,770,61----------
Fixed Income2,40-0,94-0,461,510,910,311,06------------
Fixed Income Arbitrage-0,26-1,03-0,271,05------------------
Fixed Income High Yield7,37-0,99-0,292,022,540,671,361,89----------
Forex ( Currencies)4,301,041,651,05-0,520,540,380,10----------
Global Macro3,31-1,29-0,380,36-0,870,435,28-0,12----------
Long Bias-1,37-5,19-0,353,650,92-0,230,03------------
Market Neutral-2,33-2,57-1,641,77-1,891,33-0,331,06----------
Merger Arbitrage3,700,380,511,060,500,410,190,60----------
Fixed Income Mortgages0,46-2,68-3,482,751,73-0,06-0,352,73----------
Multi-Strategy/Diversified-0,61-2,22-0,811,050,160,470,050,73----------
Options/Derivatives Strategies-3,81-3,69-0,39-0,46-0,261,77-1,650,90----------
Quantitative-0,28-1,520,920,820,80-0,090,28-1,45----------
Regulation D0,10-2,04-1,280,270,790,710,531,16----------
Sector: Energy8,19-2,80-0,375,673,66-1,203,23------------
Sector: Financial-2,99-4,62-1,553,30------------------
Sector: Healthcare / Biotech-10,03-8,17-3,201,22------------------
Sector: Real Estate0,47-4,04-0,645,37------------------
Sector: Technology-0,03-4,44-0,472,23-0,701,77-1,763,55----------
Sector: Other32,75-4,684,893,9810,95-4,3520,33------------
Short Bias17,687,702,506,60------------------
Small/Micro Cap7,343,562,05-2,942,69-4,341,105,36----------
Special Situations0,44-0,580,210,82------------------
Statistical Arbitrage-2,04-1,12-1,120,19------------------
Value4,50-5,570,405,421,831,15-1,803,37----------
Volatility5,40-1,871,123,340,372,37-0,650,70----------
Other-1,67-2,12-0,401,18-1,83-1,382,300,65----------
Currency (CTA)4,381,301,760,91-0,181,09-0,28-0,27----------
Discretionary (CTA)-1,291,240,74-3,826,65-0,49-0,30-4,89----------
Diversified / Multi Strategy (CTA)3,47-0,631,32-0,362,270,48-0,250,62----------
Financial (CTA)7,551,241,581,751,551,21--------------
Interest Rates (CTA)0,950,49-3,631,421,541,22--------------
Stock Index (CTA)11,200,903,570,890,773,091,080,43----------
Systematic / Quantitative (CTA)5,183,572,19-2,52-0,67-1,494,090,09----------

Last updated: 2016-08-20

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