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Morgan Hedge Strategy Indices

2015 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2015
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist8.40-3.246.075.62------------------
Arbitrage2.810.111.440.610.63----------------
Commodities-6.900.35-0.97-2.50-3.91----------------
Convertible Arbitrage3.230.231.040.281.65----------------
Country Specific-0.06-0.470.41--------------------
Distressed Securities2.14-1.452.140.421.04----------------
Emerging Markets8.430.412.160.525.16----------------
Equity Hedged2.23-1.503.710.46-0.38----------------
Equity Long only7.591.234.900.540.77----------------
Equity Long/Short3.67-0.132.430.740.59----------------
Equity Market Neutral0.870.290.350.85-0.61----------------
Event Driven2.49-1.133.05-0.040.64----------------
Fixed Income2.360.620.980.610.13----------------
Fixed Income Arbitrage0.91-0.891.530.260.03----------------
Fixed Income High Yield2.020.011.400.030.57----------------
Forex ( Currencies)4.031.191.171.060.55----------------
Global Macro2.162.360.530.69-1.40----------------
Long Bias3.61-1.103.600.150.98----------------
Market Neutral2.990.432.750.37-0.55----------------
Merger Arbitrage3.480.311.351.400.39----------------
Fixed Income Mortgages-1.48-3.081.000.300.34----------------
Multi-Strategy/Diversified3.830.811.650.740.58----------------
Options/Derivatives Strategies2.80-0.033.06-0.430.21----------------
Quantitative2.970.301.28-0.341.70----------------
Regulation D3.210.391.670.560.56----------------
Sector: Energy3.95-1.243.58-0.942.57----------------
Sector: Financial3.63-2.202.992.280.59----------------
Sector: Healthcare / Biotech7.921.723.862.91-0.72----------------
Sector: Real Estate6.724.412.54-0.05-0.26----------------
Sector: Technology4.42-0.473.70-0.081.25----------------
Sector: Other3.723.212.19-1.870.22----------------
Short Bias-3.701.56-7.402.40------------------
Small/Micro Cap-10.35-4.19-4.54-1.39-0.60----------------
Special Situations1.16-0.361.070.45------------------
Statistical Arbitrage2.42-0.031.271.17------------------
Value3.08-5.506.900.281.75----------------
Volatility5.580.912.890.081.60----------------
Other1.190.321.880.48-1.46----------------
Currency (CTA)5.961.403.190.760.51----------------
Discretionary (CTA)0.532.012.321.61-5.21----------------
Diversified / Multi Strategy (CTA)11.073.650.734.331.97----------------
Energy (CTA)0.884.49-2.66-0.82------------------
Financial (CTA)6.011.521.431.621.31----------------
Interest Rates (CTA)-8.18-3.131.24-6.37------------------
Stock Index (CTA)7.706.36-0.183.45-1.94----------------
Systematic / Quantitative (CTA)2.775.25-0.00-0.16-2.19----------------

Last updated: 2015-05-23

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