• English   Deutsch   
  •  GMT      
  • LONDON      
  • FRANKFURT      
  • NEW YORK      
  • SAO PAULO      
  • TOKYO      
  • SYDNEY      
Hedge Fund Database
Morgan Hedge
USERNAME

PASSWORD

FEATURED SERVICE PROVIDER

  Hedgefonds Suche
Name, ISIN, Ticker:
  

Hedgefonds Suche  Detailsuche
  Datenbank Statistik
Hedge Fonds:9.761
HF Professionals:16.344
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
Activist4,64-0,07-1,20-1,43-0,539,820,28-1,86----------
Arbitrage2,540,381,24-0,43-0,520,830,69-0,150,49--------
Commodities2,740,692,28-0,900,00-0,120,850,28-0,35--------
Convertible Arbitrage3,831,350,760,540,470,040,490,070,05--------
Country Specific2,541,351,70-0,45-1,550,590,92------------
Distressed Securities6,070,302,780,750,330,521,55-0,350,08--------
Emerging Markets4,43-3,021,400,05-0,042,731,380,951,00--------
Equity Hedged6,43-0,943,89-1,44-0,932,142,52-1,262,44--------
Equity Long only6,20-1,423,800,31-0,241,851,47-1,622,01--------
Equity Long/Short2,190,032,10-0,66-1,140,861,08-1,030,98--------
Equity Market Neutral1,880,740,66-0,10-0,550,450,48-0,290,49--------
Event Driven5,230,562,54-0,560,440,481,48-0,831,05--------
Fixed Income5,280,791,060,400,530,970,720,120,57--------
Fixed Income Arbitrage4,130,720,700,500,540,660,85-0,100,18--------
Fixed Income High Yield4,250,621,040,290,610,610,87-0,560,72--------
Forex ( Currencies)1,641,650,770,140,350,15-1,00-0,07-0,34--------
Global Macro2,45-0,890,58-0,59-0,421,331,01-0,241,67--------
Long Bias3,34-0,733,00-0,47-1,360,781,34-1,452,29--------
Market Neutral5,30-0,371,740,130,401,660,69-0,381,35--------
Merger Arbitrage1,161,031,08-0,35-0,190,250,57-1,430,22--------
Fixed Income Mortgages4,010,161,12-0,480,980,511,260,40----------
Multi-Strategy/Diversified2,89-0,331,51-0,53-0,491,220,71-0,020,82--------
Options/Derivatives Strategies-2,57-11,261,402,66-0,272,321,68-1,423,13--------
Quantitative1,03-0,950,81-0,380,960,960,28-1,721,10--------
Regulation D2,590,091,52-0,62-0,760,960,86-0,511,05--------
Sector: Energy8,88-1,063,081,101,840,902,17-2,122,76--------
Sector: Financial1,08-0,820,950,56-1,880,681,06-0,881,45--------
Sector: Healthcare / Biotech11,946,284,170,05-3,910,982,04-1,894,03--------
Sector: Real Estate8,120,054,36-0,25-0,112,350,62-0,531,47--------
Sector: Technology-1,39-0,001,93-3,01-4,531,342,88-1,561,81--------
Sector: Other6,95-0,094,39-0,97-0,470,713,07-1,862,14--------
Short Bias4,762,77-4,126,104,60-2,50-3,952,30----------
Small/Micro Cap0,360,692,99-0,92-8,15-4,2110,83-4,384,75--------
Special Situations12,830,272,560,410,983,924,87-0,70----------
Statistical Arbitrage0,450,671,03-0,33-0,490,840,37-0,87-0,76--------
Value5,70-0,382,640,26-0,081,491,79-0,820,71--------
Volatility4,60-0,430,840,830,311,520,37-1,652,78--------
Other3,73-1,021,71-0,57-0,251,241,16-0,501,94--------
Currency (CTA)1,981,790,83-0,050,500,10-0,740,01-0,44--------
Discretionary (CTA)6,39-0,62-0,010,27-0,320,681,84-0,334,80--------
Diversified / Multi Strategy (CTA)3,49-2,893,960,091,251,56-1,861,400,07--------
Energy (CTA)1,634,233,23-1,122,860,740,74-8,49----------
Financial (CTA)11,741,492,281,891,121,301,11-0,272,28--------
Interest Rates (CTA)-9,531,24-1,16-8,32-3,08-0,506,71-1,85-2,35--------
Stock Index (CTA)13,252,410,611,591,45-0,583,771,511,84--------
Systematic / Quantitative (CTA)5,26-0,580,70-0,480,420,930,741,711,73--------
Volatility (CTA)10,66-2,929,564,04------------------

Last updated: 2014-09-13

Excel Zum Download der Morgan Hedge Strategie Indizes bitte einloggen

 
 
© Morgan Hedge™ · HEDGEweb™
Morgan Hedge and HEDGEweb are Trademarks of morganhedge.com, TAA LLC and VIImedia S.A.