Morgan Hedge | Hedge Fund Database

Hedge Fund Indices   

Morgan Hedge Fund IndicesFebruary% Winner
MHX ABSOLUTE ALPHA™ INDEX----
MHX UCITS Index----
MHX Aggregate Index2.64%80.70%
MHX Hedge Fund Index2.99%77.50%
MHX Fund of Funds Index1.92%100.00%
MHX CTA Index1.83%83.33%
MHX Managed Accounts Index1.05%83.33%
Other Investment Funds3.24%100.00%

As of: Mar. 28, 2024 - 00:15 CET

Hedge Fund Index

Index History  Strategy Index  MHX ALPHA™

  Hedge Fund Index  Historical Index Data

Morgan Hedge IndexFebruary% Winner12 Months
Equity Hedged4.23%100.00%3.63%
Equity Long only4.24%100.00%20.51%
Equity Long/Short0.04%60.00%3.53%
Event Driven1.95%100.00%18.33%
Fixed Income-0.78%0.00%8.76%
Fixed Income Arbitrage0.36%100.00%-1.56%
Forex ( Currencies)-1.03%50.00%2.88%
Global Macro0.41%40.00%-15.25%
Long Bias3.49%100.00%84.14%
Market Neutral-1.53%0.00%-0.43%
Merger Arbitrage0.30%50.00%7.70%
Multi-Strategy/Diversified1.22%100.00%9.32%
Options/Derivatives Strategies2.63%100.00%12.46%
Quantitative9.64%100.00%24.53%
Sector: Real Estate0.70%100.00%8.54%
Volatility0.01%100.00%7.29%
Other4.81%100.00%8.72%
Currency (CTA)-0.03%0.00%2.37%
Diversified / Multi Strategy (CTA)-2.31%0.00%5.38%
Stock Index (CTA)1.21%100.00%0.65%
Systematic / Quantitative (CTA)5.09%100.00%1.12%
Volatility (CTA)1.25%100.00%31.29%
Morgan Hedge IndexYTD202320222021
MHX Aggregate Index3.22%8.10%-2.22%16.29%
MHX ABSOLUTE ALPHA™-0.11%-1.03%4.17%2.12%
MHX UCITS Index1.14%13.33%-6.35%9.81%
MHX Hedge Fund Index3.07%9.08%-3.92%13.13%
MHX Fund of Funds Index2.12%4.59%1.24%6.64%
MHX CTA Index3.78%2.18%-6.55%4.37%
MHX Managed Accounts Index2.58%4.15%6.24%13.54%
Other Investment Funds6.18%19.39%-5.66%93.90%



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