Hedge Fund Indices   

• April - Overview
• YTD - Summary
• Strategy Indices

Morgan Hedge Fund Indices	April	% Winner
MHX ABSOLUTE ALPHA™ INDEX	--	--
MHX UCITS Index	--	--
MHX Aggregate Index	0.20%	57.14%
MHX Hedge Fund Index	-0.22%	48.48%
MHX Fund of Funds Index	1.75%	100.00%
MHX CTA Index	0.81%	83.33%
MHX Managed Accounts Index	0.30%	54.55%
Other Investment Funds	1.72%	75.00%

As of: May. 29, 2023 - 00:15 CEST

Index History  Strategy Index  MHX ALPHA™

    Historical Index Data

Morgan Hedge Index	April	% Winner	12 Months
Commodities	0.82%	100.00%	-15.56%
Convertible Arbitrage	-0.83%	0.00%	-11.03%
Equity Hedged	-0.88%	50.00%	6.61%
Equity Long only	-0.22%	37.50%	1.42%
Equity Long/Short	-0.30%	60.00%	-1.51%
Fixed Income	0.28%	50.00%	-0.78%
Forex ( Currencies)	0.17%	50.00%	9.99%
Global Macro	1.23%	100.00%	-16.34%
Long Bias	3.74%	100.00%	-43.34%
Merger Arbitrage	-0.08%	50.00%	8.42%
Multi-Strategy/Diversified	1.10%	66.67%	-4.69%
Options/Derivatives Strategies	0.11%	33.33%	4.01%
Quantitative	-0.75%	20.00%	-0.02%
Sector: Other	0.30%	100.00%	24.16%
Volatility	0.46%	100.00%	-6.05%
Other	-0.36%	40.00%	12.33%
Currency (CTA)	-0.07%	0.00%	8.97%
Diversified / Multi Strategy (CTA)	0.43%	100.00%	5.61%
Stock Index (CTA)	1.06%	100.00%	2.10%
Systematic / Quantitative (CTA)	3.08%	100.00%	-5.36%
Volatility (CTA)	-5.85%	0.00%	15.24%

Morgan Hedge Index	YTD	2022	2021	2020
MHX Aggregate Index	1.46%	-2.41%	16.58%	20.90%
MHX ABSOLUTE ALPHA™	-1.45%	4.17%	2.12%	0.91%
MHX UCITS Index	6.32%	-3.75%	7.63%	62.24%
MHX Hedge Fund Index	1.71%	-4.40%	13.10%	27.23%
MHX Fund of Funds Index	1.67%	1.24%	6.64%	9.89%
MHX CTA Index	0.11%	-7.47%	4.25%	5.44%
MHX Managed Accounts Index	0.03%	6.24%	13.54%	-9.90%
Other Investment Funds	4.93%	-7.75%	106.87%	74.44%

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