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Morgan Hedge Strategy Indices

2016 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2016
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist-7.12-7.43-2.928.960.50-5.630.02------------
Arbitrage-0.39-1.76-0.550.630.900.41--------------
Commodities2.01-2.93-8.458.488.04-7.646.04------------
Convertible Arbitrage-0.41-1.700.231.07------------------
Distressed Securities-2.33-2.66-1.621.98------------------
Emerging Markets5.78-5.210.045.560.301.863.45------------
Equity Long only2.61-5.90-0.794.031.891.771.90------------
Equity Long/Short-4.07-3.40-1.061.05-0.221.92-2.32------------
Equity Market Neutral-3.670.06-1.80-0.26-1.47-1.231.01------------
Event Driven2.39-2.081.254.560.78-0.26-1.74------------
Fixed Income1.32-0.94-0.461.510.910.31--------------
Fixed Income Arbitrage-0.26-1.03-0.271.05------------------
Fixed Income High Yield5.38-0.99-0.292.022.540.671.36------------
Forex ( Currencies)4.201.041.651.05-0.520.540.38------------
Global Macro-0.35-1.29-0.380.36-0.870.431.43------------
Long Bias-1.37-5.19-0.353.650.92-0.230.03------------
Market Neutral-3.38-2.57-1.641.77-1.891.33-0.36------------
Merger Arbitrage3.090.380.511.060.500.410.19------------
Fixed Income Mortgages-2.53-2.68-3.482.751.73-0.06-0.67------------
Multi-Strategy/Diversified-1.31-2.22-0.811.050.160.470.07------------
Options/Derivatives Strategies-4.51-3.69-0.39-0.46-0.261.77-1.49------------
Quantitative1.19-1.520.920.820.80-0.090.28------------
Regulation D-1.05-2.04-1.280.270.790.710.53------------
Sector: Energy8.19-2.80-0.375.673.66-1.203.23------------
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: Technology-3.45-4.44-0.472.23-0.701.77-1.76------------
Sector: Other32.75-4.684.893.9810.95-4.3520.33------------
Short Bias17.687.702.506.60------------------
Small/Micro Cap1.883.562.05-2.942.69-4.341.10------------
Special Situations0.44-0.580.210.82------------------
Statistical Arbitrage-2.04-1.12-1.120.19------------------
Value3.91-5.570.405.421.831.150.94------------
Volatility4.66-1.871.123.340.372.37-0.65------------
Other-2.32-2.12-0.401.18-1.83-1.382.29------------
Currency (CTA)4.661.301.760.91-0.181.09-0.28------------
Discretionary (CTA)3.841.240.74-3.826.65-0.49-0.25------------
Diversified / Multi Strategy (CTA)2.84-0.631.32-0.362.270.48-0.25------------
Financial (CTA)7.551.241.581.751.551.21--------------
Interest Rates (CTA)0.950.49-3.631.421.541.22--------------
Stock Index (CTA)10.141.033.140.940.802.851.00------------
Systematic / Quantitative (CTA)5.193.862.36-2.85-0.88-1.784.60------------

Last updated: 2016-07-23

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