• English   Deutsch   
  •  GMT      
  • LONDON      
  • FRANKFURT      
  • NEW YORK      
  • SAO PAULO      
  • TOKYO      
  • SYDNEY      
Hedge Fund Database
Morgan Hedge Fund Database
USERNAME

PASSWORD

FEATURED SERVICE PROVIDER

  Hedge Fund Search
Name, ISIN, Ticker:
  

Hedge Funds Search Detailed Search
  Hedge Fund Directories
Listed Hedge Funds:9,858
HF Professionals:16,357
Service Provider:494

Morgan Hedge Strategy Indices

2019 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2019
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Activist11.0010.034.15-4.381.30----------------
Aggressive Growth23.313.804.144.984.444.04--------------
Equity Hedged11.044.904.800.223.57-2.68--------------
Equity Long only8.834.363.273.271.34-3.51--------------
Equity Long/Short4.962.381.411.301.50-1.68--------------
Equity Market Neutral2.122.01-3.511.231.720.76--------------
Event Driven4.325.093.14-1.904.14-5.79--------------
Fixed Income54.4833.229.073.786.28-3.61--------------
Fixed Income High Yield5.522.441.411.310.89-0.61--------------
Forex ( Currencies)3.031.330.411.750.25-0.72--------------
Global Macro12.300.63-2.087.551.894.00--------------
Long Bias4.604.080.430.07------------------
Merger Arbitrage2.471.730.610.38-0.21-0.06--------------
Fixed Income Mortgages1.950.960.360.170.350.10--------------
Multi-Strategy/Diversified3.152.210.67-0.250.51-0.01--------------
Options/Derivatives Strategies-0.46-0.62-0.57-0.28-0.831.86--------------
Private Equity5.941.321.501.99--1.00--------------
Quantitative0.251.440.67-0.450.95-2.32--------------
Regulation D7.913.561.471.121.55----------------
Small/Micro Cap25.9017.923.84-7.5111.16----------------
Statistical Arbitrage4.651.370.750.821.63----------------
Value8.798.643.480.802.97-6.77--------------
Volatility7.554.402.511.54-0.36-0.67--------------
Other2.567.421.180.050.02-5.70--------------
Currency (CTA)2.821.430.611.340.30-0.87--------------
Discretionary (CTA)5.04-1.65-2.584.90-1.736.35--------------
Diversified / Multi Strategy (CTA)2.032.132.032.730.65-5.30--------------
Financial (CTA)3.360.680.610.610.730.71--------------
Interest Rates (CTA)3.340.630.150.810.770.94--------------
Stock Index (CTA)0.480.73-0.200.780.03-0.85--------------
Systematic / Quantitative (CTA)-0.21-1.640.731.930.34-1.52--------------
Volatility (CTA)-14.494.17-5.41-14.18-5.677.19--------------

Last updated: 2019-06-22

Excel Login to download the Morgan Hedge Strategy Index

 
 
© Morgan Hedge™ · HEDGEweb™
Morgan Hedge and HEDGEweb are Trademarks of morganhedge.com, TAA LLC and VIImedia S.A.