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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
Activist20.31-0.07-1.20-1.43-0.539.820.28-1.862.810.9210.83----
Arbitrage-0.610.381.24-0.43-0.520.830.69-0.220.54-0.13-2.94----
Commodities2.890.692.28-0.900.00-0.120.850.28-0.530.190.14----
Convertible Arbitrage2.481.350.760.540.470.040.490.06-0.28-0.50-0.46----
Country Specific5.991.351.70-0.45-1.550.590.924.60-0.37-1.991.20----
Distressed Securities1.380.302.780.750.330.521.55-0.320.06-2.40-2.08----
Emerging Markets2.23-3.021.400.05-0.042.731.381.050.85-2.500.44----
Equity Hedged4.62-0.953.89-1.44-0.932.142.52-1.262.46-1.21-0.51----
Equity Long only4.08-1.423.800.31-0.241.851.47-1.712.25-1.67-0.47----
Equity Long/Short1.53-0.002.11-0.65-1.160.861.09-1.011.12-0.55-0.24----
Equity Market Neutral3.090.740.66-0.10-0.550.450.48-0.280.370.430.86----
Event Driven-0.100.562.54-0.560.440.481.48-0.910.08-2.27-1.85----
Fixed Income5.440.791.060.400.530.970.720.050.530.050.21----
Fixed Income Arbitrage3.990.720.700.500.540.660.85-0.120.27-0.03-0.16----
Fixed Income High Yield2.770.621.040.290.610.610.87-0.560.45-1.420.27----
Forex ( Currencies)2.891.650.770.140.350.15-1.00-0.07-0.34-0.511.74----
Global Macro2.70-0.890.58-0.59-0.421.331.01-0.261.260.610.05----
Long Bias1.73-0.733.00-0.47-1.360.781.34-1.501.83-2.591.57----
Market Neutral4.62-0.371.740.130.401.660.69-0.331.36-0.970.27----
Merger Arbitrage-1.611.031.08-0.35-0.190.250.57-1.30-0.09-1.11-1.48----
Fixed Income Mortgages3.950.161.12-0.480.980.511.26-0.32-0.351.01------
Multi-Strategy/Diversified2.20-0.331.51-0.53-0.491.220.71-0.030.76-0.09-0.51----
Options/Derivatives Strategies-5.31-11.261.402.66-0.272.321.68-1.422.581.11-3.36----
Quantitative-0.44-0.950.81-0.380.960.960.28-1.530.75-0.95-0.36----
Regulation D1.450.091.52-0.62-0.760.960.86-0.530.67-0.01-0.71----
Sector: Energy0.77-1.063.081.101.840.902.17-2.101.71-3.85-2.76----
Sector: Financial2.13-0.820.950.56-1.880.681.06-0.881.95-0.451.00----
Sector: Healthcare / Biotech11.036.284.170.05-3.910.982.04-1.882.840.230.10----
Sector: Real Estate8.820.054.36-0.25-0.112.350.62-0.571.59-1.902.52----
Sector: Technology-1.04-0.001.93-3.01-4.531.342.83-1.501.64-0.741.25----
Sector: Other-0.51-0.094.39-0.97-0.470.713.07-1.872.07-4.15-2.88----
Short Bias4.062.77-4.126.104.60-2.50-3.952.30-4.674.20------
Small/Micro Cap-10.200.692.99-0.92-8.15-4.2110.83-4.384.75-7.25-3.54----
Special Situations16.630.272.560.410.983.924.87-0.705.62-2.13------
Statistical Arbitrage1.040.671.03-0.33-0.490.840.37-0.84-0.210.01------
Value1.70-0.382.640.26-0.081.491.79-0.801.03-2.83-1.32----
Volatility-0.08-0.430.840.830.311.520.37-1.652.39-1.10-3.05----
Other1.22-1.021.71-0.57-0.251.241.16-0.531.520.42-2.41----
Currency (CTA)3.581.790.83-0.050.500.10-0.740.01-0.44-0.692.27----
Discretionary (CTA)5.10-0.62-0.010.27-0.320.681.84-0.331.241.740.52----
Diversified / Multi Strategy (CTA)1.39-2.893.960.091.251.56-1.86-1.590.300.88-0.16----
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)-12.921.24-1.16-8.32-3.08-0.506.71-1.85-1.42-0.12-4.54----
Stock Index (CTA)1.892.410.611.591.45-0.583.771.510.42-4.78-4.18----
Systematic / Quantitative (CTA)7.56-0.610.73-0.460.431.020.771.681.741.330.70----
Volatility (CTA)10.66-2.929.564.04------------------

Last updated: 2014-11-22

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