Morgan Hedge Fund Indices | October | % Winner |
---|
MHX ABSOLUTE ALPHA INDEX | -- | -- |
MHX UCITS Index | -- | -- |
MHX Aggregate Index | -0.44% | 38.10% |
MHX Hedge Fund Index | -1.27% | 27.91% |
MHX Fund of Funds Index | 0.45% | 100.00% |
MHX CTA Index | 1.62% | 42.86% |
MHX Managed Accounts Index | 2.60% | 88.89% |
Other Investment Funds | -2.68% | -- |
As of: Dec. 01, 2023 - 00:15 CET
Index History Strategy Index MHX ALPHA
Morgan Hedge Index | October | % Winner | 12 Months |
---|
Convertible Arbitrage | -5.26% | 0.00% | -0.16% |
Equity Hedged | -5.61% | 0.00% | -1.35% |
Equity Long only | -2.80% | 0.00% | 17.25% |
Equity Long/Short | -1.65% | 10.00% | -0.77% |
Event Driven | -1.95% | 0.00% | 19.01% |
Fixed Income | -1.09% | 0.00% | 1.80% |
Fixed Income Arbitrage | 0.30% | 100.00% | -3.27% |
Forex ( Currencies) | 0.68% | 100.00% | 5.36% |
Global Macro | 2.01% | 60.00% | -25.72% |
Long Bias | -6.17% | 0.00% | 0.48% |
Market Neutral | -4.67% | 0.00% | 8.30% |
Merger Arbitrage | 3.04% | 100.00% | 7.61% |
Multi-Strategy/Diversified | -0.93% | 33.33% | 8.53% |
Options/Derivatives Strategies | 0.46% | 66.67% | 6.55% |
Quantitative | -0.96% | 40.00% | 3.35% |
Sector: Real Estate | 0.90% | 100.00% | 7.69% |
Volatility | 1.24% | 100.00% | 0.92% |
Other | 5.45% | 100.00% | 0.05% |
Currency (CTA) | 0.72% | 100.00% | 4.50% |
Diversified / Multi Strategy (CTA) | 1.01% | 100.00% | 6.29% |
Stock Index (CTA) | -0.75% | 0.00% | -5.25% |
Systematic / Quantitative (CTA) | -0.79% | 0.00% | -6.79% |
Volatility (CTA) | 12.44% | 100.00% | 16.74% |
Historical Index Data
Morgan Hedge Index | YTD | 2022 | 2021 | 2020 |
---|
MHX Aggregate Index | 2.17% | -2.78% | 16.87% | 20.71% |
MHX ABSOLUTE ALPHA | -0.94% | 4.17% | 2.12% | 0.91% |
MHX UCITS Index | 1.39% | -5.59% | 9.81% | 52.60% |
MHX Hedge Fund Index | 1.70% | -4.75% | 13.81% | 26.52% |
MHX Fund of Funds Index | 2.62% | 1.24% | 6.64% | 9.89% |
MHX CTA Index | 2.46% | -7.12% | 4.25% | 5.44% |
MHX Managed Accounts Index | 2.78% | 6.24% | 13.54% | -9.90% |
Other Investment Funds | 9.62% | -7.75% | 106.87% | 74.44% |