Morgan Hedge Fund Indizes | August | % Gewinner |
---|
MHX ABSOLUTE ALPHA INDEX | -- | -- |
MHX UCITS Index | -- | -- |
MHX Composite Index | -1.01% | 40.74% |
MHX Hedge Fonds Index | -1.68% | 24.24% |
MHX Dachfonds Index | 0.46% | 100.00% |
MHX CTA Index | 0.52% | 42.86% |
MHX Managed Accounts Index | 0.23% | 88.89% |
Andere Investment Fonds | -1.96% | 33.33% |
Stand: 28.09.2023 - 00:15 CEST
Index Historie Strategie Index MHX ALPHA
Morgan Hedge Index | August | % Gewinner | 12 Monate |
---|
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% |
Merger Arbitrage | 0.99% | 100.00% | 2.41% |
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% |
Volatilität | 1.23% | 100.00% | 0.29% |
Sonstige | -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% |
Volatilität (CTA) | 7.10% | 100.00% | 30.03% |
Historische Index Daten
Morgan Hedge Index | YTD | 2022 | 2021 | 2020 |
---|
MHX Composite Index | 3.86% | -2.56% | 16.33% | 20.76% |
MHX ABSOLUTE ALPHA | -1.00% | 4.17% | 2.12% | 0.91% |
MHX UCITS Index | 7.43% | -5.59% | 9.81% | 52.60% |
MHX Hedge Fonds Index | 4.21% | -4.49% | 12.85% | 26.70% |
MHX Dachfonds 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% |
Andere Investment Fonds | 13.56% | -7.75% | 106.87% | 74.44% |