| Morgan Hedge Fund Indices | June | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | 0.99% | 62.07% |
| MHX Hedge Fund Index | 0.68% | 53.85% |
| MHX Fund of Funds Index | -0.03% | 50.00% |
| MHX CTA Index | 0.83% | 75.00% |
| MHX Managed Accounts Index | 2.11% | 83.33% |
| Other Investment Funds | 3.82% | 100.00% |
As of: Jul. 27, 2024 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | June | % Winner | 12 Months |
|---|
| Equity Hedged | -0.42% | 50.00% | 7.18% |
| Equity Long only | 2.36% | 63.64% | 23.97% |
| Equity Long/Short | 0.25% | 40.00% | 8.39% |
| Event Driven | 0.88% | 100.00% | 14.28% |
| Forex ( Currencies) | 0.01% | 50.00% | 4.57% |
| Global Macro | -1.10% | 20.00% | -12.82% |
| Long Bias | 16.67% | 100.00% | 30.19% |
| Market Neutral | -1.08% | 0.00% | -4.74% |
| Merger Arbitrage | 1.85% | 100.00% | 10.02% |
| Multi-Strategy/Diversified | 0.47% | 80.00% | 6.84% |
| Options/Derivatives Strategies | 2.84% | 100.00% | 23.53% |
| Quantitative | -0.77% | 60.00% | 18.71% |
| Sector: Real Estate | 0.67% | 100.00% | 8.48% |
| Value | 1.16% | 50.00% | 14.40% |
| Volatility | -0.11% | 0.00% | 4.34% |
| Currency (CTA) | 0.68% | 100.00% | -0.06% |
| Diversified / Multi Strategy (CTA) | 0.42% | 50.00% | 5.70% |
| Stock Index (CTA) | 1.85% | 100.00% | 5.58% |
| Systematic / Quantitative (CTA) | -0.42% | 50.00% | 0.87% |
Historical Index Data
| Morgan Hedge Index | YTD | 2023 | 2022 | 2021 |
|---|
| MHX Aggregate Index | 6.76% | 8.71% | -2.81% | 15.69% |
| MHX ABSOLUTE ALPHA™ | -0.57% | -1.03% | 4.17% | 2.12% |
| MHX UCITS Index | 1.59% | 13.57% | -7.03% | 9.81% |
| MHX Hedge Fund Index | 7.35% | 9.22% | -4.30% | 12.97% |
| MHX Fund of Funds Index | 2.64% | 3.09% | 1.24% | 6.64% |
| MHX CTA Index | 2.34% | 3.63% | -6.55% | 4.37% |
| MHX Managed Accounts Index | 5.77% | 7.66% | 3.52% | 10.30% |
| Other Investment Funds | 14.82% | 19.39% | -5.66% | 93.90% |
