Morgan Hedge Fund Indices | February | % Winner |
---|
MHX ABSOLUTE ALPHA INDEX | -- | -- |
MHX UCITS Index | -- | -- |
MHX Aggregate Index | 2.64% | 80.70% |
MHX Hedge Fund Index | 2.99% | 77.50% |
MHX Fund of Funds Index | 1.92% | 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. 29, 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 | 4.24% | 100.00% | 20.51% |
Equity Long/Short | 0.04% | 60.00% | 3.53% |
Event Driven | 1.95% | 100.00% | 18.33% |
Fixed Income | -0.78% | 0.00% | 8.76% |
Fixed Income Arbitrage | 0.36% | 100.00% | -1.56% |
Forex ( Currencies) | -1.03% | 50.00% | 2.88% |
Global Macro | 0.41% | 40.00% | -15.25% |
Long Bias | 3.49% | 100.00% | 84.14% |
Market Neutral | -1.53% | 0.00% | -0.43% |
Merger Arbitrage | 0.30% | 50.00% | 7.70% |
Multi-Strategy/Diversified | 1.22% | 100.00% | 9.32% |
Options/Derivatives Strategies | 2.63% | 100.00% | 12.46% |
Quantitative | 9.64% | 100.00% | 24.53% |
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 | 3.12% | 8.10% | -2.22% | 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 | 2.92% | 9.08% | -3.92% | 13.13% |
MHX Fund of Funds Index | 2.12% | 4.59% | 1.24% | 6.64% |
MHX CTA Index | 3.78% | 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% |