| Morgan Hedge Fund Indices | August | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | -1.05% | 39.62% |
| MHX Hedge Fund Index | -1.77% | 21.88% |
| MHX Fund of Funds Index | 0.46% | 100.00% |
| MHX CTA Index | 0.52% | 42.86% |
| MHX Managed Accounts Index | 0.23% | 88.89% |
| Other Investment Funds | -1.96% | 33.33% |
As of: Sep. 22, 2023 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | August | % Winner | 12 Months |
|---|
| Convertible Arbitrage | 3.77% | 100.00% | 11.35% |
| Equity Hedged | -2.57% | 0.00% | 7.38% |
| Equity Long only | -3.06% | 11.11% | 11.16% |
| Equity Long/Short | -1.97% | 14.29% | -1.34% |
| Event Driven | 0.28% | 50.00% | 13.82% |
| Fixed Income | -0.17% | 50.00% | 1.23% |
| Fixed Income Arbitrage | 0.34% | 100.00% | -2.70% |
| Forex ( Currencies) | 0.10% | 50.00% | 7.24% |
| Global Macro | -3.12% | 0.00% | -16.04% |
| Long Bias | -6.29% | 0.00% | 15.28% |
| Market Neutral | -0.90% | 0.00% | 19.32% |
| Multi-Strategy/Diversified | -1.56% | 66.67% | -0.14% |
| Options/Derivatives Strategies | -0.01% | 66.67% | 6.54% |
| Quantitative | -0.11% | 50.00% | -1.78% |
| Sector: Real Estate | 0.70% | 100.00% | 7.07% |
| Volatility | 1.23% | 100.00% | 0.29% |
| Other | -0.41% | 66.67% | 2.75% |
| Currency (CTA) | 0.54% | 100.00% | 5.94% |
| Diversified / Multi Strategy (CTA) | 0.57% | 50.00% | 4.53% |
| Stock Index (CTA) | 0.27% | 100.00% | 3.22% |
| Systematic / Quantitative (CTA) | -1.62% | 0.00% | -4.77% |
| Volatility (CTA) | 7.10% | 100.00% | 30.03% |
Historical Index Data
| Morgan Hedge Index | YTD | 2022 | 2021 | 2020 |
|---|
| MHX Aggregate Index | 3.77% | -2.56% | 16.33% | 20.76% |
| MHX ABSOLUTE ALPHA™ | -1.04% | 4.17% | 2.12% | 0.91% |
| MHX UCITS Index | 7.43% | -5.59% | 9.81% | 52.60% |
| MHX Hedge Fund Index | 3.98% | -4.49% | 12.85% | 26.70% |
| MHX Fund of Funds Index | 2.20% | 1.24% | 6.64% | 9.89% |
| MHX CTA Index | 1.50% | -7.12% | 4.25% | 5.44% |
| MHX Managed Accounts Index | 1.47% | 6.24% | 13.54% | -9.90% |
| Other Investment Funds | 13.56% | -7.75% | 106.87% | 74.44% |
