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Hedge Fund Database
Morgan Hedge
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  Datenbank Statistik
Hedge Fonds:9.763
HF Professionals:16.344
Service Provider:476

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
Activist8,55-0,07-1,20-1,43-0,539,820,28-1,862,810,92------
Arbitrage2,390,381,24-0,43-0,520,830,69-0,220,54-0,13------
Commodities2,690,692,28-0,900,00-0,120,850,28-0,530,14------
Convertible Arbitrage3,151,350,760,540,470,040,490,06-0,28-0,31------
Country Specific2,541,351,70-0,45-1,550,590,92------------
Distressed Securities3,530,302,780,750,330,521,55-0,320,06-2,40------
Emerging Markets1,75-3,021,400,05-0,042,731,381,050,85-2,52------
Equity Hedged5,03-0,943,89-1,44-0,932,142,52-1,262,46-1,34------
Equity Long only4,68-1,423,800,31-0,241,851,47-1,712,25-1,57------
Equity Long/Short1,820,012,11-0,66-1,150,851,08-1,021,13-0,50------
Equity Market Neutral2,240,740,66-0,10-0,550,450,48-0,280,370,46------
Event Driven1,860,562,54-0,560,440,481,48-0,830,08-2,26------
Fixed Income5,180,791,060,400,530,970,720,050,530,02------
Fixed Income Arbitrage4,150,720,700,500,540,660,85-0,120,27-0,04------
Fixed Income High Yield2,490,621,040,290,610,610,87-0,560,45-1,42------
Forex ( Currencies)1,131,650,770,140,350,15-1,00-0,07-0,34-0,51------
Global Macro2,71-0,890,58-0,59-0,421,331,01-0,261,190,74------
Long Bias0,21-0,733,00-0,47-1,360,781,34-1,501,83-2,55------
Market Neutral4,28-0,371,740,130,401,660,69-0,331,36-1,03------
Merger Arbitrage-0,141,031,08-0,35-0,190,250,57-1,30-0,09-1,11------
Fixed Income Mortgages3,950,161,12-0,480,980,511,26-0,32-0,351,01------
Multi-Strategy/Diversified2,76-0,331,51-0,53-0,491,220,71-0,030,76-0,05------
Options/Derivatives Strategies-2,01-11,261,402,66-0,272,321,68-1,422,581,11------
Quantitative0,13-0,950,81-0,380,960,960,28-1,530,75-0,74------
Regulation D2,180,091,52-0,62-0,760,960,86-0,530,67-0,00------
Sector: Energy3,64-1,063,081,101,840,902,17-2,101,71-3,85------
Sector: Financial1,12-0,820,950,56-1,880,681,06-0,881,95-0,45------
Sector: Healthcare / Biotech10,896,284,170,05-3,910,982,04-1,882,840,20------
Sector: Real Estate6,170,054,36-0,25-0,112,350,62-0,571,59-1,89------
Sector: Technology-2,19-0,001,93-3,01-4,531,342,88-1,561,68-0,68------
Sector: Other2,42-0,094,39-0,97-0,470,713,07-1,872,07-4,16------
Short Bias4,062,77-4,126,104,60-2,50-3,952,30-4,674,20------
Small/Micro Cap-6,910,692,99-0,92-8,15-4,2110,83-4,384,75-7,25------
Special Situations16,630,272,560,410,983,924,87-0,705,62-2,13------
Statistical Arbitrage1,060,671,03-0,33-0,490,840,37-0,84-0,210,03------
Value2,78-0,382,640,26-0,081,491,79-0,801,03-3,09------
Volatility3,06-0,430,840,830,311,520,37-1,652,39-1,10------
Other3,72-1,021,71-0,57-0,251,241,16-0,531,520,43------
Currency (CTA)1,281,790,83-0,050,500,10-0,740,01-0,44-0,69------
Discretionary (CTA)10,56-0,62-0,010,27-0,320,681,84-0,331,986,80------
Diversified / Multi Strategy (CTA)1,61-2,893,960,091,251,56-1,86-1,590,300,94------
Energy (CTA)6,524,233,23-1,122,860,740,74-8,494,81--------
Financial (CTA)13,871,492,281,891,121,301,11-0,272,281,91------
Interest Rates (CTA)-8,771,24-1,16-8,32-3,08-0,506,71-1,85-1,42-0,12------
Stock Index (CTA)6,302,410,611,591,45-0,583,771,510,42-4,81------
Systematic / Quantitative (CTA)6,81-0,610,73-0,460,431,020,771,681,741,33------
Volatility (CTA)10,66-2,929,564,04------------------

Last updated: 2014-11-01

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