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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
Activist-1.59-7.43-2.928.960.50----------------
Arbitrage-1.67-1.76-0.550.63------------------
Commodities22.80-2.93-8.458.4827.38----------------
Convertible Arbitrage-0.41-1.700.231.07------------------
Distressed Securities-2.33-2.66-1.621.98------------------
Emerging Markets0.39-5.210.045.560.30----------------
Equity Long only-1.05-5.90-0.794.031.89----------------
Equity Long/Short-3.64-3.40-1.061.05-0.22----------------
Equity Market Neutral-3.440.06-1.80-0.26-1.47----------------
Event Driven4.47-2.081.254.560.78----------------
Fixed Income0.10-0.94-0.461.51------------------
Fixed Income Arbitrage-0.26-1.03-0.271.05------------------
Fixed Income High Yield3.27-0.99-0.292.022.54----------------
Forex ( Currencies)3.241.041.651.05-0.52----------------
Global Macro0.08-1.29-0.380.631.13----------------
Long Bias-1.18-5.19-0.353.650.92----------------
Market Neutral-4.11-2.71-1.581.92-1.74----------------
Merger Arbitrage2.470.380.511.060.50----------------
Fixed Income Mortgages-1.81-2.68-3.482.751.73----------------
Multi-Strategy/Diversified-1.83-2.22-0.811.050.17----------------
Options/Derivatives Strategies-4.75-3.69-0.39-0.46-0.26----------------
Quantitative1.39-1.520.920.821.18----------------
Regulation D-2.27-2.04-1.280.270.79----------------
Sector: Energy6.04-2.80-0.375.673.62----------------
Sector: Financial-2.99-4.62-1.553.30------------------
Sector: Healthcare / Biotech-10.03-8.17-3.201.22------------------
Sector: Real Estate0.47-4.04-0.645.37------------------
Sector: Technology-3.45-4.44-0.472.23-0.71----------------
Sector: Other15.34-4.684.893.9810.95----------------
Short Bias17.687.702.506.60------------------
Small/Micro Cap5.343.562.05-2.942.69----------------
Special Situations0.44-0.580.210.82------------------
Statistical Arbitrage-2.04-1.12-1.120.19------------------
Value1.80-5.570.405.421.86----------------
Volatility2.92-1.871.123.340.37----------------
Other-4.45-2.32-0.461.15-2.85----------------
Currency (CTA)3.821.301.760.91-0.18----------------
Discretionary (CTA)4.661.240.74-3.826.70----------------
Diversified / Multi Strategy (CTA)2.59-0.631.32-0.362.26----------------
Financial (CTA)6.261.241.581.751.55----------------
Interest Rates (CTA)-0.270.49-3.631.421.54----------------
Stock Index (CTA)5.991.033.140.940.76----------------
Systematic / Quantitative (CTA)2.853.952.59-2.85-0.73----------------

Last updated: 2016-05-28

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