• 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:9,814
HF Professionals:16,350
Service Provider:484

Morgan Hedge Strategy Indices

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

MHX Strategy Index  2016
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
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 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.