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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
Activist7.12-3.246.075.620.340.39-1.90------------
Arbitrage2.950.111.440.600.470.81-0.540.03----------
Commodities-5.450.35-0.97-2.50-2.07-3.750.163.37----------
Convertible Arbitrage1.450.231.040.281.260.45-1.01-0.80----------
Country Specific20.46-0.470.413.6322.7017.99-0.12-19.56----------
Distressed Securities-0.65-1.452.140.430.55-0.09-1.68-0.50----------
Emerging Markets1.400.412.160.474.73-0.11-2.53-3.50----------
Equity Hedged3.78-1.503.710.49-0.371.82-1.000.66----------
Equity Long only6.151.234.900.530.971.44-2.80-0.11----------
Equity Long/Short4.28-0.102.440.720.021.38-0.670.45----------
Equity Market Neutral1.200.290.350.83-0.920.390.36-0.10----------
Event Driven1.20-1.133.05-0.040.860.82-0.90-1.40----------
Fixed Income2.250.620.980.590.360.11-0.870.44----------
Fixed Income Arbitrage2.75-0.891.530.261.090.30-0.771.23----------
Fixed Income High Yield1.360.011.400.030.80-0.05-1.020.20----------
Forex ( Currencies)1.750.440.820.49-0.780.04-0.441.18----------
Global Macro7.372.360.530.65-1.130.49-2.236.73----------
Long Bias2.32-1.103.600.100.720.95-1.30-0.58----------
Market Neutral0.680.432.75-0.07-0.410.36-2.640.34----------
Merger Arbitrage4.410.311.351.400.451.01-0.240.05----------
Fixed Income Mortgages-1.35-3.081.000.300.72-0.08-0.17------------
Multi-Strategy/Diversified2.390.811.700.700.130.68-1.49-0.14----------
Options/Derivatives Strategies6.27-0.033.06-0.430.210.421.891.04----------
Quantitative1.620.301.28-0.340.69-0.40-0.911.00----------
Regulation D3.000.391.670.58-0.140.78-0.830.54----------
Sector: Energy2.05-1.243.58-0.933.61-0.22-1.32-1.30----------
Sector: Financial5.71-2.202.992.28-0.040.921.140.57----------
Sector: Healthcare / Biotech14.621.723.862.91-1.254.480.901.28----------
Sector: Real Estate8.454.412.54-0.07-0.12-1.05-3.416.19----------
Sector: Technology4.56-0.473.70-0.080.331.660.14-0.73----------
Sector: Other-2.743.212.19-1.891.501.00-3.42-5.06----------
Short Bias-6.181.56-7.402.40-0.10-3.541.10------------
Small/Micro Cap-7.84-4.19-4.54-1.39-0.608.80-5.52------------
Special Situations-8.35-0.361.070.450.09-3.61-6.10------------
Statistical Arbitrage4.97-0.031.271.160.160.64-0.201.89----------
Value3.45-4.576.530.081.290.64-1.841.61----------
Volatility7.330.912.890.081.061.270.530.38----------
Other1.610.321.880.49-0.240.53-1.22-0.13----------
Currency (CTA)6.941.403.190.760.51-0.55-0.341.82----------
Discretionary (CTA)4.772.012.321.61-3.661.410.490.64----------
Diversified / Multi Strategy (CTA)15.753.650.734.331.972.121.330.71----------
Energy (CTA)0.884.49-2.66-0.82------------------
Financial (CTA)11.721.521.431.621.311.991.861.44----------
Interest Rates (CTA)-3.87-3.131.24-6.371.971.811.31-0.46----------
Stock Index (CTA)12.806.36-0.183.48-1.942.75-3.525.62----------
Systematic / Quantitative (CTA)3.284.49-0.300.07-1.24-0.01-2.352.76----------

Last updated: 2015-08-22

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