| Morgan Hedge Fund Indices | December | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | -0.45% | 44.93% |
| MHX Hedge Fund Index | -1.79% | 37.50% |
| MHX Fund of Funds Index | 0.13% | 25.00% |
| MHX CTA Index | 0.91% | 40.00% |
| MHX Managed Accounts Index | 1.97% | 73.33% |
| MHX Venture Cap./Priv. Equity Index | 10.88% | 100.00% |
| Other Investment Funds | -1.24% | 25.00% |
As of: Feb. 07, 2023 - 00:15 CET
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | December | % Winner | 12 Months |
|---|
| Convertible Arbitrage | -2.62% | 0.00% | -24.69% |
| Equity Hedged | 1.48% | 50.00% | 6.84% |
| Equity Long only | -0.77% | 44.44% | -13.09% |
| Equity Long/Short | -2.55% | 25.00% | -3.76% |
| Event Driven | 0.91% | 100.00% | -11.22% |
| Fixed Income | 0.58% | 100.00% | -3.28% |
| Fixed Income Arbitrage | -1.74% | 0.00% | 4.09% |
| Forex ( Currencies) | 0.11% | 100.00% | 11.98% |
| Global Macro | -0.80% | 16.67% | 68.52% |
| Long Bias | -24.50% | 0.00% | -61.57% |
| Merger Arbitrage | 0.03% | 50.00% | 9.69% |
| Multi-Strategy/Diversified | -0.55% | 33.33% | 0.13% |
| Options/Derivatives Strategies | -0.89% | 66.67% | -8.08% |
| Private Equity | 10.88% | 100.00% | -- |
| Quantitative | -1.27% | 28.57% | -5.86% |
| Sector: Real Estate | 0.55% | 100.00% | 7.31% |
| Sector: Other | 2.13% | 100.00% | 13.41% |
| Volatility | -2.08% | 0.00% | -5.72% |
| Other | 3.84% | 83.33% | 8.59% |
| Currency (CTA) | -0.03% | 0.00% | 8.33% |
| Stock Index (CTA) | 2.02% | 100.00% | 4.08% |
| Systematic / Quantitative (CTA) | -1.72% | 0.00% | 3.89% |
| Volatility (CTA) | 8.95% | 100.00% | 6.37% |
Historical Index Data
| Morgan Hedge Index | YTD | 2021 | 2020 | 2019 |
|---|
| MHX Aggregate Index | -2.61% | 17.00% | 21.41% | 16.50% |
| MHX ABSOLUTE ALPHA™ | 4.17% | 2.12% | 0.91% | 1.22% |
| MHX UCITS Index | -4.47% | 9.10% | 68.50% | 22.02% |
| MHX Hedge Fund Index | -4.79% | 13.68% | 28.20% | 24.63% |
| MHX Fund of Funds Index | 1.20% | 6.64% | 9.89% | 6.78% |
| MHX CTA Index | -8.26% | 4.25% | 5.44% | 5.19% |
| MHX Managed Accounts Index | 5.96% | 13.54% | -9.90% | 9.77% |
| Other Investment Funds | -7.75% | 106.87% | 74.44% | 7.24% |
