Morgan Hedge Fund Indices | February | % Winner |
---|
MHX ABSOLUTE ALPHA INDEX | -- | -- |
MHX UCITS Index | -- | -- |
MHX Aggregate Index | 3.48% | 88.10% |
MHX Hedge Fund Index | 4.48% | 88.46% |
MHX Fund of Funds Index | 2.50% | 100.00% |
MHX CTA Index | 1.83% | 83.33% |
MHX Managed Accounts Index | 1.05% | 83.33% |
Other Investment Funds | 3.24% | 100.00% |
As of: Mar. 19, 2024 - 00:15 CET
Index History Strategy Index MHX ALPHA
Morgan Hedge Index | February | % Winner | 12 Months |
---|
Equity Hedged | 4.23% | 100.00% | 3.63% |
Equity Long only | 4.52% | 100.00% | 19.24% |
Equity Long/Short | 0.02% | 50.00% | 3.50% |
Event Driven | 1.95% | 100.00% | 18.33% |
Forex ( Currencies) | -1.03% | 50.00% | 2.88% |
Global Macro | 2.56% | 100.00% | -16.27% |
Long Bias | 3.49% | 100.00% | 84.14% |
Multi-Strategy/Diversified | 1.59% | 100.00% | 8.55% |
Options/Derivatives Strategies | 2.63% | 100.00% | 12.46% |
Quantitative | 11.03% | 100.00% | 22.72% |
Sector: Real Estate | 0.70% | 100.00% | 8.54% |
Volatility | 0.01% | 100.00% | 7.29% |
Other | 4.81% | 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% |
Historical Index Data
Morgan Hedge Index | YTD | 2023 | 2022 | 2021 |
---|
MHX Aggregate Index | 4.02% | 7.96% | -2.17% | 16.29% |
MHX ABSOLUTE ALPHA | -0.11% | -1.03% | 4.17% | 2.12% |
MHX UCITS Index | 1.14% | 13.33% | -6.35% | 9.81% |
MHX Hedge Fund Index | 4.46% | 8.87% | -3.87% | 13.13% |
MHX Fund of Funds Index | 2.71% | 4.59% | 1.24% | 6.64% |
MHX CTA Index | 4.02% | 2.18% | -6.55% | 4.37% |
MHX Managed Accounts Index | 2.58% | 4.15% | 6.24% | 13.54% |
Other Investment Funds | 6.18% | 19.39% | -5.66% | 93.90% |