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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
Activist4.52-0.07-1.20-1.43-0.539.82-1.69------------
Arbitrage2.080.381.24-0.43-0.520.830.57------------
Commodities2.810.692.28-0.900.00-0.120.85------------
Convertible Arbitrage3.671.350.760.540.470.040.46------------
Country Specific2.541.351.70-0.45-1.550.590.92------------
Distressed Securities6.410.302.770.770.330.521.59------------
Emerging Markets2.47-3.021.400.05-0.042.731.43------------
Equity Hedged5.18-0.943.89-1.44-0.922.152.46------------
Equity Long only5.81-1.423.800.31-0.241.851.46------------
Equity Long/Short3.290.042.09-0.67-1.150.851.111.01----------
Equity Market Neutral1.770.740.66-0.10-0.550.450.56------------
Event Driven4.980.552.54-0.570.440.471.48------------
Fixed Income4.580.791.060.400.530.970.74------------
Fixed Income Arbitrage4.060.720.700.500.540.660.87------------
Fixed Income High Yield4.100.621.040.290.610.620.86------------
Forex ( Currencies)2.061.650.770.140.350.15-1.00------------
Global Macro0.94-0.890.58-0.60-0.371.320.92------------
Long Bias2.49-0.743.00-0.46-1.350.781.30------------
Market Neutral4.38-0.371.740.130.401.660.78------------
Merger Arbitrage2.421.031.08-0.35-0.180.250.57------------
Fixed Income Mortgages4.04-0.351.070.341.010.621.29------------
Multi-Strategy/Diversified2.07-0.331.51-0.53-0.491.220.70------------
Options/Derivatives Strategies-3.45-11.261.402.66-0.272.322.43------------
Quantitative1.68-0.950.81-0.380.960.960.28------------
Regulation D2.020.091.52-0.62-0.760.960.83------------
Sector: Energy8.27-1.063.081.101.840.902.20------------
Sector: Financial0.51-0.820.950.56-1.880.681.06------------
Sector: Healthcare / Biotech9.706.284.170.05-3.910.982.06------------
Sector: Real Estate6.860.054.36-0.25-0.112.350.36------------
Sector: Technology-1.55-0.001.93-3.01-4.531.342.94------------
Sector: Other6.78-0.094.39-0.97-0.470.713.15------------
Short Bias2.412.77-4.126.104.60-2.50-3.95------------
Small/Micro Cap0.190.692.99-0.92-8.15-4.2110.83------------
Special Situations11.851.202.530.390.753.203.28------------
Statistical Arbitrage2.100.671.03-0.33-0.490.840.37------------
Value6.65-0.382.870.310.021.662.02------------
Volatility3.13-0.710.450.800.241.730.60------------
Other2.27-1.021.71-0.57-0.251.241.16------------
Currency (CTA)2.421.790.83-0.050.500.10-0.74------------
Discretionary (CTA)3.27-0.62-0.010.27-0.320.680.193.07----------
Diversified / Multi Strategy (CTA)1.99-2.893.960.091.251.56-1.86------------
Energy (CTA)10.244.233.23-1.122.860.74--------------
Financial (CTA)9.541.492.281.891.121.301.11------------
Interest Rates (CTA)-10.311.24-1.16-8.32-3.08-0.501.39------------
Stock Index (CTA)15.192.410.611.611.44-0.624.014.94----------
Systematic / Quantitative (CTA)1.42-0.580.50-0.430.220.990.73------------
Volatility (CTA)10.66-2.929.564.04------------------

Last updated: 2014-08-02

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