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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-12.78-1.95-0.37-1.013.87-9.111.49-0.91-5.00--------
Arbitrage3.851.920.210.220.68-0.040.360.47----------
Commodities-5.510.140.14-5.511.53-1.940.16------------
Emerging Markets4.070.391.15-2.141.710.26-0.900.073.57--------
Equity Hedged2.472.47----------------------
Equity Long only17.163.960.653.182.293.32-0.612.121.16--------
Equity Long/Short4.041.170.620.580.72-0.05-0.250.510.68--------
Equity Market Neutral-0.83-0.13-0.71--------------------
Event Driven3.031.54-2.081.391.43-2.162.51-2.953.52--------
Fixed Income17.205.502.51-0.333.520.831.732.42----------
Fixed Income High Yield4.620.551.340.840.560.65-0.130.390.36--------
Forex ( Currencies)-2.051.230.44-0.04-2.571.15-0.30-1.71-0.21--------
Global Macro6.642.280.18-1.02-1.431.590.023.721.23--------
Long Bias6.963.880.900.020.021.04-0.261.23----------
Market Neutral-0.33-0.210.62-0.960.03-1.57-1.871.721.98--------
Merger Arbitrage1.15-0.170.100.410.490.490.59-0.76----------
Fixed Income Mortgages3.070.610.280.100.280.421.170.17----------
Multi-Strategy/Diversified3.380.590.240.340.020.190.140.731.07--------
Options/Derivatives Strategies5.330.770.361.700.890.610.350.55----------
Quantitative0.42-0.670.960.050.72-0.17-0.731.00-0.71--------
Regulation D5.810.781.470.281.101.24-0.321.14----------
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 Cap0.190.561.75-0.89-2.542.46-1.530.47----------
Value9.602.723.29-0.720.820.891.051.37-0.14--------
Volatility2.821.20-0.221.15-0.570.45-0.461.27-0.01--------
Other1.88-2.000.912.340.34-0.280.48-0.520.65--------
Currency (CTA)-1.450.980.66-0.21-1.611.19-0.18-2.12-0.11--------
Discretionary (CTA)3.612.181.66-0.74-2.45-1.152.272.16-0.26--------
Diversified / Multi Strategy (CTA)12.054.31-14.4714.271.081.722.170.933.66--------
Financial (CTA)7.161.071.051.000.991.380.830.63----------
Interest Rates (CTA)8.391.301.251.361.000.391.221.59----------
Stock Index (CTA)4.731.860.401.05-0.89-0.26-0.790.562.78--------
Systematic / Quantitative (CTA)0.04-0.090.660.270.01-0.56-2.070.321.56--------

Last updated: 2017-09-16

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