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Hedge Fund Database
Morgan Hedge Fund Database
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Morgan Hedge Strategy Indices

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

MHX Strategy Index  2016
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Commodities-14.95-14.95----------------------
Emerging Markets-4.97-4.97----------------------
Equity Long/Short-0.90-0.90----------------------
Equity Market Neutral0.400.40----------------------
Event Driven-0.74-0.74----------------------
Forex ( Currencies)0.970.97----------------------
Market Neutral-0.83-0.83----------------------
Options/Derivatives Strategies-3.59-3.59----------------------
Quantitative-1.63-1.63----------------------
Sector: Energy2.512.51----------------------
Sector: Technology3.263.26----------------------
Volatility-1.95-1.95----------------------
Currency (CTA)1.301.30----------------------
Discretionary (CTA)1.221.22----------------------
Diversified / Multi Strategy (CTA)-3.25-3.25----------------------
Stock Index (CTA)0.980.98----------------------
Systematic / Quantitative (CTA)4.744.74----------------------

Last updated: 2016-02-06

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