| Morgan Hedge Fund Indices | September | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | 3.05% | 80.56% |
| MHX Hedge Fund Index | 4.07% | 91.67% |
| MHX CTA Index | 1.94% | 75.00% |
| MHX Managed Accounts Index | 0.27% | 40.00% |
| Other Investment Funds | 0.94% | 66.67% |
As of: Oct. 16, 2025 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | September | % Winner | 12 Months |
|---|
| Convertible Arbitrage | 2.01% | 100.00% | 0.38% |
| Equity Hedged | 2.53% | 75.00% | 3.79% |
| Equity Long only | 5.13% | 88.89% | 20.07% |
| Equity Long/Short | 4.96% | 100.00% | 15.39% |
| Forex ( Currencies) | 0.23% | 50.00% | 1.73% |
| Global Macro | 1.64% | 100.00% | -16.28% |
| Long Bias | 6.99% | 100.00% | 56.78% |
| Merger Arbitrage | 0.66% | 100.00% | 9.61% |
| Multi-Strategy/Diversified | 2.67% | 100.00% | 12.65% |
| Quantitative | 0.43% | 33.33% | -7.60% |
| Sector: Real Estate | 0.70% | 100.00% | 9.09% |
| Value | 5.37% | 100.00% | 7.70% |
| Volatility | 0.55% | 100.00% | -3.05% |
| Currency (CTA) | -0.24% | 0.00% | 3.18% |
| Diversified / Multi Strategy (CTA) | -0.47% | 0.00% | -3.90% |
| Stock Index (CTA) | 0.96% | 100.00% | 0.55% |
| Systematic / Quantitative (CTA) | 3.63% | 100.00% | -7.51% |
Historical Index Data
| Morgan Hedge Index | YTD | 2024 | 2023 | 2022 |
|---|
| MHX Aggregate Index | 10.95% | 8.27% | 8.77% | -2.92% |
| MHX ABSOLUTE ALPHA™ | -0.21% | -0.91% | -1.03% | 4.17% |
| MHX UCITS Index | 8.68% | 4.91% | 13.86% | -7.84% |
| MHX Hedge Fund Index | 14.67% | 9.40% | 10.12% | -5.03% |
| MHX Fund of Funds Index | 3.21% | 7.44% | 3.09% | 1.24% |
| MHX CTA Index | -0.72% | 1.81% | 2.58% | -4.91% |
| MHX Managed Accounts Index | -0.68% | 3.69% | 4.15% | 6.24% |
| Other Investment Funds | 16.56% | 18.84% | 19.39% | -5.66% |
