| Morgan Hedge Fund Indices | May | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | 3.59% | 85.42% |
| MHX Hedge Fund Index | 4.71% | 90.91% |
| MHX Fund of Funds Index | 0.78% | 100.00% |
| MHX CTA Index | -0.11% | 40.00% |
| MHX Managed Accounts Index | 0.60% | 83.33% |
| Other Investment Funds | 4.34% | 100.00% |
As of: Jul. 08, 2025 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | May | % Winner | 12 Months |
|---|
| Convertible Arbitrage | 1.05% | 100.00% | -0.68% |
| Equity Hedged | 4.36% | 100.00% | 2.49% |
| Equity Long only | 5.38% | 100.00% | 13.31% |
| Equity Long/Short | 3.47% | 100.00% | 21.69% |
| Forex ( Currencies) | 1.29% | 100.00% | 7.48% |
| Global Macro | -1.55% | 25.00% | -19.50% |
| Long Bias | 17.22% | 100.00% | 7.87% |
| Merger Arbitrage | 1.47% | 100.00% | 12.51% |
| Multi-Strategy/Diversified | 1.94% | 100.00% | 9.25% |
| Quantitative | 3.97% | 100.00% | -11.17% |
| Sector: Real Estate | 0.70% | 100.00% | 9.50% |
| Value | 10.42% | 100.00% | -5.21% |
| Volatility | 1.66% | 100.00% | -0.88% |
| Other | -1.52% | 0.00% | 1.21% |
| Currency (CTA) | 0.56% | 100.00% | 1.78% |
| Diversified / Multi Strategy (CTA) | -0.36% | 0.00% | -1.35% |
| Stock Index (CTA) | 1.68% | 100.00% | 13.87% |
| Systematic / Quantitative (CTA) | -1.77% | 0.00% | -16.43% |
Historical Index Data
| Morgan Hedge Index | YTD | 2024 | 2023 | 2022 |
|---|
| MHX Aggregate Index | 1.42% | 8.03% | 8.63% | -3.11% |
| MHX ABSOLUTE ALPHA™ | -0.39% | -0.91% | -1.03% | 4.17% |
| MHX UCITS Index | 5.34% | 4.91% | 13.86% | -7.84% |
| MHX Hedge Fund Index | 1.70% | 9.10% | 9.93% | -5.34% |
| MHX Fund of Funds Index | 0.68% | 7.44% | 3.09% | 1.24% |
| MHX CTA Index | 0.35% | 1.81% | 2.58% | -4.91% |
| MHX Managed Accounts Index | -3.56% | 3.69% | 4.15% | 6.24% |
| Other Investment Funds | 9.09% | 18.84% | 19.39% | -5.66% |
