Morgan Hedge Fund Indices | April | % Winner |
---|
MHX ABSOLUTE ALPHA INDEX | -- | -- |
MHX UCITS Index | -- | -- |
MHX Aggregate Index | -2.47% | 37.50% |
MHX Hedge Fund Index | -3.50% | 30.00% |
MHX Fund of Funds Index | -1.82% | -- |
MHX CTA Index | 0.88% | 60.00% |
MHX Managed Accounts Index | 0.05% | 75.00% |
Other Investment Funds | -4.86% | -- |
As of: May. 20, 2022 - 00:15 CEST
Index History Strategy Index MHX ALPHA
Morgan Hedge Index | April | % Winner | 12 Months |
---|
Convertible Arbitrage | -8.43% | 0.00% | -10.53% |
Equity Hedged | -3.88% | 0.00% | -15.52% |
Equity Long only | -2.01% | 14.29% | -6.14% |
Equity Long/Short | -3.80% | 16.67% | -9.31% |
Forex ( Currencies) | 0.02% | 50.00% | 9.31% |
Global Macro | -4.77% | 33.33% | 69.69% |
Long Bias | -3.15% | 50.00% | -16.93% |
Merger Arbitrage | -0.26% | 50.00% | 1.45% |
Multi-Strategy/Diversified | -2.56% | 20.00% | 2.77% |
Options/Derivatives Strategies | -10.80% | 0.00% | -7.65% |
Quantitative | 0.70% | 83.33% | -1.08% |
Value | -18.70% | 0.00% | -36.66% |
Volatility | 0.59% | 100.00% | 3.59% |
Currency (CTA) | 0.01% | 100.00% | 3.49% |
Diversified / Multi Strategy (CTA) | 0.27% | 100.00% | 7.82% |
Stock Index (CTA) | 2.03% | 100.00% | 16.55% |
Systematic / Quantitative (CTA) | 1.40% | 50.00% | 8.28% |
Historical Index Data
Morgan Hedge Index | YTD | 2021 | 2020 | 2019 |
---|
MHX Aggregate Index | -3.09% | 18.72% | 22.08% | 17.11% |
MHX ABSOLUTE ALPHA | 3.25% | 2.12% | 0.91% | 1.22% |
MHX UCITS Index | -9.06% | 21.26% | 62.28% | 21.20% |
MHX Hedge Fund Index | -3.33% | 16.29% | 29.28% | 25.64% |
MHX Fund of Funds Index | -2.38% | 5.42% | 9.89% | 6.78% |
MHX CTA Index | -4.76% | 3.45% | 4.96% | 5.17% |
MHX Managed Accounts Index | -0.24% | 13.83% | -11.11% | 11.13% |
Other Investment Funds | -5.08% | 106.87% | 74.44% | 7.24% |