Morgan Hedge Fund Indices | March | % Winner |
---|
MHX ABSOLUTE ALPHA INDEX | -- | -- |
MHX UCITS Index | -- | -- |
MHX Aggregate Index | 1.47% | 78.69% |
MHX Hedge Fund Index | 2.37% | 92.86% |
MHX Fund of Funds Index | 1.10% | 100.00% |
MHX CTA Index | -1.06% | 57.14% |
MHX Managed Accounts Index | -1.34% | 16.67% |
Other Investment Funds | 0.76% | 33.33% |
As of: May. 04, 2024 - 00:15 CEST
Index History Strategy Index MHX ALPHA
Morgan Hedge Index | March | % Winner | 12 Months |
---|
Commodities | 6.45% | 100.00% | 2.62% |
Convertible Arbitrage | 3.91% | 100.00% | 14.12% |
Equity Hedged | 3.10% | 100.00% | 9.17% |
Equity Long only | 1.19% | 66.67% | 18.44% |
Equity Long/Short | 0.15% | 60.00% | 3.47% |
Event Driven | 1.51% | 100.00% | 19.53% |
Fixed Income | 1.51% | 100.00% | -- |
Fixed Income Arbitrage | 0.11% | 100.00% | -1.86% |
Forex ( Currencies) | 3.23% | 50.00% | 4.69% |
Global Macro | 3.73% | 100.00% | 1.79% |
Long Bias | 2.50% | 100.00% | 21.35% |
Market Neutral | 1.23% | 100.00% | -0.07% |
Merger Arbitrage | 0.31% | 100.00% | 8.16% |
Multi-Strategy/Diversified | 1.23% | 100.00% | 9.53% |
Options/Derivatives Strategies | 1.80% | 100.00% | 20.43% |
Quantitative | 3.14% | 75.00% | 22.40% |
Sector: Real Estate | 0.70% | 100.00% | 8.54% |
Value | 3.36% | 100.00% | 4.71% |
Volatility | -0.23% | 0.00% | 5.16% |
Other | -6.69% | 0.00% | 6.02% |
Currency (CTA) | -1.10% | 0.00% | 0.56% |
Diversified / Multi Strategy (CTA) | 0.14% | 50.00% | 5.42% |
Stock Index (CTA) | -2.96% | 0.00% | -3.31% |
Systematic / Quantitative (CTA) | 2.96% | 100.00% | 7.78% |
Volatility (CTA) | -11.52% | 0.00% | 3.61% |
Historical Index Data
Morgan Hedge Index | YTD | 2023 | 2022 | 2021 |
---|
MHX Aggregate Index | 4.89% | 8.03% | -2.22% | 16.29% |
MHX ABSOLUTE ALPHA | 0.03% | -1.03% | 4.17% | 2.12% |
MHX UCITS Index | 2.52% | 13.33% | -6.35% | 9.81% |
MHX Hedge Fund Index | 5.73% | 9.08% | -3.92% | 13.13% |
MHX Fund of Funds Index | 3.43% | 3.09% | 1.24% | 6.64% |
MHX CTA Index | 2.44% | 2.18% | -6.55% | 4.37% |
MHX Managed Accounts Index | 1.20% | 4.15% | 6.24% | 13.54% |
Other Investment Funds | 6.98% | 19.39% | -5.66% | 93.90% |