| Morgan Hedge Fund Indices | December | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | 0.57% | 63.16% |
| MHX Hedge Fund Index | 0.95% | 72.73% |
| MHX CTA Index | 0.16% | 57.14% |
| MHX Managed Accounts Index | 0.09% | 50.00% |
| Other Investment Funds | -0.28% | 33.33% |
As of: Jan. 15, 2025 - 00:15 CET
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | December | % Winner | 12 Months |
|---|
| Equity Hedged | -2.27% | 0.00% | 15.71% |
| Equity Long only | 2.40% | 90.00% | 20.47% |
| Equity Long/Short | 1.38% | 100.00% | 12.52% |
| Forex ( Currencies) | 0.34% | 100.00% | 10.76% |
| Global Macro | 0.44% | 50.00% | -3.40% |
| Long Bias | -2.10% | 0.00% | 1.99% |
| Multi-Strategy/Diversified | -2.22% | 0.00% | 9.70% |
| Options/Derivatives Strategies | -1.96% | 0.00% | 22.81% |
| Quantitative | -1.41% | 0.00% | -1.43% |
| Sector: Real Estate | 0.70% | 100.00% | 8.96% |
| Value | 1.73% | 100.00% | 20.53% |
| Volatility | -0.41% | 0.00% | 3.44% |
| Other | 2.53% | 100.00% | 5.56% |
| Currency (CTA) | 0.42% | 100.00% | 2.15% |
| Diversified / Multi Strategy (CTA) | 0.21% | 100.00% | 3.86% |
| Stock Index (CTA) | 0.20% | 33.33% | 7.18% |
| Systematic / Quantitative (CTA) | 0.09% | 100.00% | -0.45% |
| Volatility (CTA) | 2.14% | 100.00% | -14.01% |
Historical Index Data
| Morgan Hedge Index | YTD | 2023 | 2022 | 2021 |
|---|
| MHX Aggregate Index | 8.97% | 9.00% | -2.94% | 15.69% |
| MHX ABSOLUTE ALPHA™ | -0.77% | -1.03% | 4.17% | 2.12% |
| MHX UCITS Index | 4.91% | 13.86% | -7.84% | 9.81% |
| MHX Hedge Fund Index | 10.76% | 10.23% | -4.93% | 12.27% |
| MHX Fund of Funds Index | 7.99% | 3.09% | 1.24% | 6.64% |
| MHX CTA Index | 1.37% | 3.63% | -6.55% | 4.37% |
| MHX Managed Accounts Index | 3.69% | 4.15% | 6.24% | 13.54% |
| Other Investment Funds | 18.84% | 19.39% | -5.66% | 93.90% |
