| Morgan Hedge Fund Indices | May | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | -1.12% | 32.22% |
| MHX Hedge Fund Index | -1.64% | 21.62% |
| MHX Fund of Funds Index | -0.50% | 30.00% |
| MHX CTA Index | -0.07% | 50.00% |
| MHX Managed Accounts Index | -2.19% | 25.00% |
| MHX Venture Cap./Priv. Equity Index | 1.00% | 100.00% |
| Other Investment Funds | -1.28% | 33.33% |
As of: Jun. 27, 2019 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | May | % Winner | 12 Months |
|---|
| Aggressive Growth | 4.04% | 100.00% | -- |
| Equity Hedged | -3.84% | 0.00% | -9.53% |
| Equity Long only | -3.51% | 12.50% | 0.03% |
| Equity Long/Short | -2.50% | 8.33% | -0.79% |
| Equity Market Neutral | 0.76% | 100.00% | 1.11% |
| Event Driven | -5.79% | 0.00% | 6.28% |
| Fixed Income | -3.61% | 0.00% | 33.95% |
| Fixed Income High Yield | -0.61% | 0.00% | 2.57% |
| Forex ( Currencies) | -0.72% | 0.00% | 2.72% |
| Global Macro | 4.00% | 50.00% | 2.43% |
| Long Bias | -2.60% | 0.00% | -4.41% |
| Merger Arbitrage | -0.06% | 50.00% | 4.88% |
| Fixed Income Mortgages | 0.10% | 100.00% | 4.69% |
| Multi-Strategy/Diversified | -0.36% | 40.00% | 2.08% |
| Options/Derivatives Strategies | 1.86% | 100.00% | 2.76% |
| Private Equity | 1.00% | 100.00% | 14.88% |
| Quantitative | -2.32% | 0.00% | -2.46% |
| Regulation D | -0.84% | 0.00% | 3.70% |
| Value | -6.77% | 0.00% | 9.79% |
| Volatility | -0.67% | 50.00% | 12.90% |
| Other | -5.70% | 50.00% | 5.33% |
| Currency (CTA) | -0.87% | 0.00% | 3.02% |
| Discretionary (CTA) | 6.35% | 100.00% | -6.73% |
| Diversified / Multi Strategy (CTA) | -5.29% | 0.00% | -12.52% |
| Financial (CTA) | 0.71% | 100.00% | 10.99% |
| Interest Rates (CTA) | 0.94% | 100.00% | 5.65% |
| Stock Index (CTA) | -0.85% | 33.33% | -0.58% |
| Systematic / Quantitative (CTA) | -1.34% | 35.71% | 4.74% |
| Volatility (CTA) | 7.19% | 100.00% | -32.16% |
Historical Index Data
| Morgan Hedge Index | YTD | 2018 | 2017 | 2016 |
|---|
| MHX Aggregate Index | 4.51% | -4.41% | 10.38% | 6.97% |
| MHX ABSOLUTE ALPHA™ | 0.79% | 0.38% | 1.00% | 0.42% |
| MHX UCITS Index | 7.04% | -13.86% | 6.84% | -0.48% |
| MHX Hedge Fund Index | 7.71% | -5.89% | 9.25% | 7.37% |
| MHX Fund of Funds Index | 3.63% | -1.73% | 5.00% | 3.80% |
| MHX CTA Index | 0.20% | -5.46% | 5.87% | 4.86% |
| MHX Managed Accounts Index | 3.18% | -2.00% | 8.32% | 9.61% |
| Other Investment Funds | 3.97% | -1.25% | 70.32% | 98.44% |
