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Morgan Hedge Fund Database
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Morgan Hedge Strategy Indices

2015 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2015
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist8.77-3.246.075.620.34----------------
Arbitrage3.310.111.440.600.440.68--------------
Commodities-10.880.35-0.97-2.50-2.07-6.07--------------
Convertible Arbitrage3.750.231.040.281.260.89--------------
Country Specific49.94-0.470.413.6322.7017.99--------------
Distressed Securities2.23-1.452.140.430.560.57--------------
Emerging Markets7.960.412.160.474.670.09--------------
Equity Hedged4.14-1.503.710.49-0.361.81--------------
Equity Long only9.531.234.900.530.971.61--------------
Equity Long/Short4.67-0.102.430.730.041.52--------------
Equity Market Neutral-0.200.290.350.83-1.15-0.50--------------
Event Driven3.76-1.133.05-0.040.861.01--------------
Fixed Income2.450.620.980.590.35-0.11--------------
Fixed Income Arbitrage2.44-0.891.530.261.080.46--------------
Fixed Income High Yield2.090.011.400.030.80-0.17--------------
Forex ( Currencies)3.151.191.171.060.55-0.85--------------
Global Macro2.582.360.530.69-1.310.32--------------
Long Bias4.73-1.103.600.100.731.38--------------
Market Neutral2.800.432.75-0.07-0.410.11--------------
Merger Arbitrage4.320.311.351.400.460.73--------------
Fixed Income Mortgages-1.19-3.081.000.300.72-0.08--------------
Multi-Strategy/Diversified3.850.811.650.710.170.46--------------
Options/Derivatives Strategies3.58-0.033.06-0.430.210.76--------------
Quantitative1.010.301.28-0.340.71-0.94--------------
Regulation D2.000.391.670.58-0.09-0.54--------------
Sector: Energy5.02-1.243.58-0.933.620.00--------------
Sector: Financial4.76-2.202.992.28-0.041.73--------------
Sector: Healthcare / Biotech14.421.723.862.91-1.006.31--------------
Sector: Real Estate7.064.412.54-0.07-0.120.20--------------
Sector: Technology5.01-0.473.70-0.080.241.58--------------
Sector: Other5.133.212.19-1.891.410.19--------------
Short Bias-3.791.56-7.402.40-0.10----------------
Small/Micro Cap-2.46-4.19-4.54-1.39-0.608.80--------------
Special Situations1.16-0.361.070.45------------------
Statistical Arbitrage3.32-0.031.271.160.280.61--------------
Value3.47-5.506.900.281.750.38--------------
Volatility6.480.912.890.081.061.39--------------
Other2.950.321.880.49-0.240.48--------------
Currency (CTA)5.381.403.190.760.51-0.55--------------
Discretionary (CTA)1.122.012.321.61-4.990.35--------------
Diversified / Multi Strategy (CTA)13.443.650.734.331.972.13--------------
Energy (CTA)0.884.49-2.66-0.82------------------
Financial (CTA)6.011.521.431.621.31----------------
Interest Rates (CTA)-8.18-3.131.24-6.37------------------
Stock Index (CTA)10.876.36-0.183.48-1.942.91--------------
Systematic / Quantitative (CTA)2.114.75-0.20-0.43-1.70-0.21--------------

Last updated: 2015-06-27

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