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Morgan Hedge Fund Database
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Morgan Hedge Strategy Indices

2017 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2017
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist-7.35-1.95-0.37-1.013.87-9.111.49------------
Arbitrage3.001.920.210.220.68-0.04--------------
Commodities-3.800.140.14-5.511.53----------------
Emerging Markets0.420.391.15-2.141.710.26-0.90------------
Equity Hedged2.472.47----------------------
Equity Long only13.003.960.653.182.293.32-0.98------------
Equity Long/Short2.771.170.620.580.72-0.05-0.29------------
Equity Market Neutral-0.83-0.13-0.71--------------------
Event Driven1.091.54-2.081.391.43-2.161.04------------
Fixed Income23.249.944.41-1.735.830.702.52------------
Fixed Income High Yield3.840.551.340.840.560.65-0.14------------
Forex ( Currencies)-0.131.230.44-0.04-2.571.15-0.30------------
Global Macro3.412.280.18-1.02-1.431.621.79------------
Long Bias4.853.880.900.020.02----------------
Market Neutral-3.92-0.210.62-0.960.03-1.57-1.87------------
Merger Arbitrage1.92-0.170.100.410.490.490.59------------
Fixed Income Mortgages1.700.610.280.100.280.42--------------
Multi-Strategy/Diversified1.650.590.240.340.020.190.24------------
Options/Derivatives Strategies3.880.770.361.700.890.25-0.13------------
Quantitative-0.91-1.181.11-0.170.64-0.46-0.83------------
Regulation D4.620.781.470.281.101.24-0.32------------
Sector: Energy1.942.100.781.25-2.14----------------
Sector: Technology2.81-2.843.552.19------------------
Sector: Other7.2211.38-3.77-0.100.14----------------
Small/Micro Cap-0.280.561.75-0.89-2.542.46-1.53------------
Value8.292.723.29-0.720.820.891.07------------
Volatility1.551.20-0.221.15-0.570.45-0.46------------
Other1.75-2.000.912.340.34-0.280.48------------
Currency (CTA)0.800.980.66-0.21-1.611.19-0.18------------
Discretionary (CTA)1.712.181.66-0.74-2.45-1.152.30------------
Diversified / Multi Strategy (CTA)7.114.31-14.4714.271.081.722.17------------
Financial (CTA)6.491.071.051.000.991.380.83------------
Interest Rates (CTA)6.701.301.251.361.000.391.22------------
Stock Index (CTA)1.331.860.401.05-0.89-0.26-0.80------------
Systematic / Quantitative (CTA)-1.35-0.090.660.270.20-0.58-1.79------------

Last updated: 2017-07-22

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