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

PASSWORD

FEATURED SERVICE PROVIDER

  Hedge Fund Search
Name, ISIN, Ticker:
  

Hedge Funds Search Detailed Search
  Hedge Fund Directories
Listed Hedge Funds:9,761
HF Professionals:16,344
Service Provider:475

Morgan Hedge Strategy Indices

2014 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2014
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist4.64-0.07-1.20-1.43-0.539.820.28-1.86----------
Arbitrage2.560.381.24-0.43-0.520.830.69-0.150.50--------
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 Markets4.44-3.021.400.05-0.042.731.380.951.01--------
Equity Hedged6.43-0.943.89-1.44-0.932.142.52-1.262.44--------
Equity Long only6.21-1.423.800.31-0.241.851.47-1.622.02--------
Equity Long/Short2.260.032.10-0.66-1.140.861.08-1.021.04--------
Equity Market Neutral1.880.740.66-0.10-0.550.450.48-0.290.53--------
Event Driven5.320.562.54-0.560.440.481.48-0.831.06--------
Fixed Income5.290.791.060.400.530.970.720.120.58--------
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 Macro2.42-0.890.58-0.59-0.421.331.01-0.241.61--------
Long Bias3.31-0.733.00-0.47-1.360.781.34-1.452.26--------
Market Neutral5.31-0.371.740.130.401.660.69-0.381.36--------
Merger Arbitrage1.161.031.08-0.35-0.190.250.57-1.430.22--------
Fixed Income Mortgages2.910.161.12-0.480.980.511.26-0.32-0.35--------
Multi-Strategy/Diversified2.82-0.331.51-0.53-0.491.220.71-0.030.73--------
Options/Derivatives Strategies-2.57-11.261.402.66-0.272.321.68-1.422.52--------
Quantitative1.12-0.950.81-0.380.960.960.28-1.531.00--------
Regulation D2.590.091.52-0.62-0.760.960.86-0.511.05--------
Sector: Energy8.73-1.063.081.101.840.902.17-2.122.63--------
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: Other6.82-0.094.39-0.97-0.470.713.07-1.862.01--------
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--------
Value5.84-0.382.640.26-0.081.491.79-0.801.03--------
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)6.39-0.62-0.010.27-0.320.681.84-0.332.02--------
Diversified / Multi Strategy (CTA)0.75-2.893.960.091.251.56-1.86-1.600.39--------
Energy (CTA)1.634.233.23-1.122.860.740.74-8.494.81--------
Financial (CTA)11.741.492.281.891.121.301.11-0.272.28--------
Interest Rates (CTA)-9.531.24-1.16-8.32-3.08-0.506.71-1.85-1.42--------
Stock Index (CTA)13.252.410.611.591.45-0.583.771.510.40--------
Systematic / Quantitative (CTA)6.75-0.580.70-0.480.420.930.741.711.92--------
Volatility (CTA)10.66-2.929.564.04------------------

Last updated: 2014-10-01

Excel Login to download the Morgan Hedge Strategy Index

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