• 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:9.814
HF Professionals:16.350
Service Provider:484

Morgan Hedge Strategie Index

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

Morgan Hedge Strategie Index  2016
StrategieYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist6,67-7,43-2,928,960,50-5,630,016,024,83-0,45-0,066,14-2,14
Arbitrage1,49-1,76-0,550,630,900,410,380,950,60-0,10-0,060,11--
Commodities34,23-2,93-8,458,488,04-7,643,3412,721,733,68-1,017,237,00
Convertible Arbitrage-0,41-1,700,231,07------------------
Distressed Securities-2,33-2,66-1,621,98------------------
Emerging Markets22,23-5,210,045,560,301,863,452,241,082,171,504,433,26
Equity Long only6,08-5,91-0,774,031,162,09-0,293,642,370,631,56-2,05-0,15
Equity Long/Short-3,08-3,40-1,061,04-0,291,86-2,611,560,090,10-1,680,041,40
Equity Market Neutral-6,660,06-1,80-0,26-1,47-1,231,01-0,67-0,62-0,98-0,65-0,21-0,02
Event Driven14,35-2,081,254,561,89-0,31-0,710,711,20-0,53-1,495,623,70
Fixed Income0,25-0,94-0,461,510,910,311,060,44-0,11-0,21-2,21----
Fixed Income Arbitrage-0,26-1,03-0,271,05------------------
Fixed Income High Yield10,58-0,99-0,282,011,920,781,241,341,310,820,580,530,90
Forex ( Currencies)3,581,041,651,05-0,520,540,380,10-0,070,33-1,240,39-0,10
Global Macro12,25-1,02-0,370,28-0,740,836,022,92-0,250,821,450,391,48
Long Bias4,29-5,19-0,353,650,92-0,230,034,85-0,100,570,38----
Market Neutral-4,73-2,57-1,641,77-1,891,16-0,321,63-1,89-1,44-1,511,410,58
Merger Arbitrage5,570,380,511,060,500,410,190,60-0,260,89-0,420,191,40
Fixed Income Mortgages1,47-2,68-3,482,751,73-0,06-0,352,73-0,020,250,240,54--
Multi-Strategy/Diversified9,57-2,22-0,811,050,160,480,050,650,320,310,200,049,38
Options/Derivatives Strategies0,49-3,69-0,39-0,46-0,261,77-1,650,900,880,610,870,441,60
Quantitative4,21-1,340,621,401,86-0,080,57-0,88-3,13-1,471,103,592,07
Regulation D-0,32-2,04-1,280,270,790,71-0,531,160,45-0,08-0,620,90--
Sector: Energy23,36-2,80-0,375,673,66-1,203,239,99-1,163,45-3,321,513,30
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: Technology0,29-4,44-0,472,23-0,701,77-1,762,16-0,660,17-1,340,563,00
Sector: Other40,02-4,684,893,9810,95-4,3520,3330,37-7,258,11-10,67-9,68--
Short Bias17,687,702,506,60------------------
Small/Micro Cap18,383,562,05-2,942,69-4,341,105,362,032,90-3,092,715,53
Special Situations0,44-0,580,210,82------------------
Statistical Arbitrage-2,04-1,12-1,120,19------------------
Value12,28-5,570,405,421,831,15-1,804,212,24-1,01-0,795,061,04
Volatility11,22-1,871,123,340,372,37-0,650,700,96-0,952,221,861,34
Other-0,65-2,12-0,371,18-1,79-1,501,410,640,83-0,110,450,450,35
Currency (CTA)4,101,301,760,91-0,181,09-0,28-0,270,070,25-1,761,080,12
Discretionary (CTA)9,451,240,74-3,826,65-0,49-0,30-4,831,890,394,204,97-0,96
Diversified / Multi Strategy (CTA)9,05-0,631,32-0,362,270,48-0,25-2,470,041,933,652,420,45
Financial (CTA)15,531,241,581,751,551,211,850,950,841,060,830,910,76
Interest Rates (CTA)3,180,49-3,631,421,541,220,801,14-0,250,51------
Stock Index (CTA)17,310,903,570,890,773,090,490,441,980,400,581,091,92
Systematic / Quantitative (CTA)2,493,542,17-2,72-0,83-1,444,250,01-3,39-0,70-2,00-0,844,85

Last updated: 2017-01-14

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.