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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
Activist9.96-0.07-1.20-1.43-0.539.820.28-1.862.812.22------
Arbitrage1.300.381.24-0.43-0.520.830.69-0.220.54-1.19------
Commodities2.560.692.28-0.900.00-0.120.850.28-0.53--------
Convertible Arbitrage4.211.350.760.540.470.040.490.06-0.280.72------
Country Specific2.541.351.70-0.45-1.550.590.92------------
Distressed Securities5.180.302.780.750.330.521.55-0.320.07-0.86------
Emerging Markets1.22-3.021.400.05-0.042.731.381.050.82-3.00------
Equity Hedged5.03-0.943.89-1.44-0.932.142.52-1.262.46-1.34------
Equity Long only4.69-1.423.800.31-0.241.851.47-1.712.29-1.60------
Equity Long/Short2.460.012.11-0.66-1.150.851.08-1.021.170.08------
Equity Market Neutral2.350.740.66-0.10-0.550.450.48-0.280.360.57------
Event Driven3.130.562.54-0.560.440.481.48-0.830.11-1.08------
Fixed Income5.100.791.060.400.530.970.720.050.54-0.07------
Fixed Income Arbitrage4.590.720.700.500.540.660.85-0.120.270.38------
Fixed Income High Yield3.610.621.040.290.610.610.87-0.560.47-0.36------
Forex ( Currencies)1.131.650.770.140.350.15-1.00-0.07-0.34-0.51------
Global Macro3.21-0.890.58-0.59-0.421.331.01-0.261.261.17------
Long Bias1.38-0.733.00-0.47-1.360.781.34-1.501.87-1.45------
Market Neutral4.65-0.371.740.130.401.660.69-0.331.36-0.68------
Merger Arbitrage0.341.031.08-0.35-0.190.250.57-1.30-0.08-0.64------
Fixed Income Mortgages2.910.161.12-0.480.980.511.26-0.32-0.35--------
Multi-Strategy/Diversified2.79-0.331.51-0.53-0.491.220.71-0.030.76-0.03------
Options/Derivatives Strategies-2.01-11.261.402.66-0.272.321.68-1.422.581.11------
Quantitative0.60-0.950.81-0.380.960.960.28-1.530.75-0.27------
Regulation D2.380.091.52-0.62-0.760.960.86-0.530.670.20------
Sector: Energy2.72-1.063.081.101.840.902.17-2.101.67-4.66------
Sector: Financial2.15-0.820.950.56-1.880.681.06-0.881.950.57------
Sector: Healthcare / Biotech11.116.284.170.05-3.910.982.04-1.882.850.40------
Sector: Real Estate5.180.054.36-0.25-0.112.350.62-0.571.80-3.01------
Sector: Technology-1.36-0.001.93-3.01-4.531.342.88-1.561.99-0.15------
Sector: Other1.93-0.094.39-0.97-0.470.713.07-1.872.12-4.67------
Short Bias-0.132.77-4.126.104.60-2.50-3.952.30-4.67--------
Small/Micro Cap-3.770.692.99-0.92-8.15-4.2110.83-4.384.75-4.12------
Special Situations19.160.272.560.410.983.924.87-0.705.62--------
Statistical Arbitrage1.860.671.03-0.33-0.490.840.37-0.84-0.180.79------
Value3.86-0.382.640.26-0.081.491.79-0.801.03-2.08------
Volatility2.64-0.430.840.830.311.520.37-1.652.35-1.47------
Other5.60-1.021.71-0.57-0.251.241.16-0.531.522.25------
Currency (CTA)1.281.790.83-0.050.500.10-0.740.01-0.44-0.69------
Discretionary (CTA)10.56-0.62-0.010.27-0.320.681.84-0.331.986.80------
Diversified / Multi Strategy (CTA)5.43-2.893.960.091.251.56-1.86-1.590.304.74------
Energy (CTA)6.524.233.23-1.122.860.740.74-8.494.81--------
Financial (CTA)13.871.492.281.891.121.301.11-0.272.281.91------
Interest Rates (CTA)-8.771.24-1.16-8.32-3.08-0.506.71-1.85-1.42-0.12------
Stock Index (CTA)6.302.410.611.591.45-0.583.771.510.42-4.81------
Systematic / Quantitative (CTA)6.16-0.580.70-0.480.420.930.741.711.900.69------
Volatility (CTA)10.66-2.929.564.04------------------

Last updated: 2014-10-18

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