| Morgan Hedge Fund Indices | August | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | 1.59% | 72.22% |
| MHX Hedge Fund Index | 1.80% | 70.83% |
| MHX Fund of Funds Index | 2.40% | 100.00% |
| MHX CTA Index | 0.65% | 66.67% |
| MHX Managed Accounts Index | 0.68% | 80.00% |
| Other Investment Funds | 2.07% | 66.67% |
As of: Sep. 15, 2025 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | August | % Winner | 12 Months |
|---|
| Equity Hedged | 0.69% | 75.00% | 2.03% |
| Equity Long only | 1.14% | 66.67% | 18.78% |
| Equity Long/Short | -0.76% | 0.00% | 13.44% |
| Forex ( Currencies) | -2.58% | 50.00% | 3.18% |
| Global Macro | 3.97% | 100.00% | -19.79% |
| Long Bias | 9.43% | 100.00% | 46.50% |
| Multi-Strategy/Diversified | 3.69% | 100.00% | 12.99% |
| Quantitative | 1.61% | 100.00% | -8.84% |
| Sector: Real Estate | 0.70% | 100.00% | 9.29% |
| Value | 3.11% | 100.00% | 5.85% |
| Volatility | -0.16% | 0.00% | -3.11% |
| Currency (CTA) | 0.23% | 100.00% | 3.55% |
| Diversified / Multi Strategy (CTA) | -0.37% | 0.00% | -1.24% |
| Stock Index (CTA) | 0.98% | 100.00% | 4.23% |
| Systematic / Quantitative (CTA) | 1.35% | 100.00% | -11.90% |
Historical Index Data
| Morgan Hedge Index | YTD | 2024 | 2023 | 2022 |
|---|
| MHX Aggregate Index | 6.00% | 8.27% | 8.77% | -2.92% |
| MHX ABSOLUTE ALPHA™ | -0.53% | -0.91% | -1.03% | 4.17% |
| MHX UCITS Index | 6.02% | 4.91% | 13.86% | -7.84% |
| MHX Hedge Fund Index | 7.34% | 9.40% | 10.12% | -5.03% |
| MHX Fund of Funds Index | 4.08% | 7.44% | 3.09% | 1.24% |
| MHX CTA Index | -2.13% | 1.81% | 2.58% | -4.91% |
| MHX Managed Accounts Index | -0.34% | 3.69% | 4.15% | 6.24% |
| Other Investment Funds | 15.47% | 18.84% | 19.39% | -5.66% |
