Hedge Fund Indices   

• March - Overview
• YTD - Summary
• Strategy Indices

Morgan Hedge Fund Indices	March	% Winner
MHX ABSOLUTE ALPHA™ INDEX	--	--
MHX UCITS Index	--	--
MHX Aggregate Index	0.84%	69.14%
MHX Hedge Fund Index	0.83%	54.55%
MHX Fund of Funds Index	0.42%	87.50%
MHX CTA Index	0.76%	83.33%
MHX Managed Accounts Index	1.00%	72.73%
Other Investment Funds	1.58%	60.00%

As of: Apr. 25, 2019 - 00:15 CEST

Index History  Strategy Index  MHX ALPHA™

    Historical Index Data

Morgan Hedge Index	March	% Winner	12 Months
Activist	-4.38%	0.00%	0.04%
Aggressive Growth	4.98%	100.00%	--
Equity Hedged	-0.58%	0.00%	-13.57%
Equity Long only	2.96%	75.00%	-1.36%
Equity Long/Short	1.41%	90.00%	-1.80%
Event Driven	-1.90%	0.00%	3.90%
Fixed Income	3.78%	100.00%	26.10%
Fixed Income High Yield	1.31%	100.00%	1.46%
Forex ( Currencies)	1.75%	100.00%	1.44%
Global Macro	-0.18%	0.00%	-1.48%
Long Bias	-0.30%	0.00%	-5.09%
Merger Arbitrage	0.38%	50.00%	5.03%
Fixed Income Mortgages	0.41%	100.00%	5.71%
Multi-Strategy/Diversified	0.07%	62.50%	1.36%
Quantitative	-0.45%	28.57%	-3.18%
Regulation D	1.12%	100.00%	2.61%
Value	0.79%	100.00%	7.74%
Volatility	1.54%	100.00%	15.98%
Other	-0.14%	0.00%	6.45%
Currency (CTA)	1.34%	100.00%	1.47%
Discretionary (CTA)	4.98%	100.00%	-2.79%
Diversified / Multi Strategy (CTA)	2.73%	100.00%	-11.36%
Financial (CTA)	0.60%	100.00%	11.54%
Interest Rates (CTA)	0.81%	100.00%	5.46%
Stock Index (CTA)	0.78%	100.00%	0.62%
Systematic / Quantitative (CTA)	1.93%	78.57%	4.27%
Volatility (CTA)	-14.18%	0.00%	-32.24%

Morgan Hedge Index	YTD	2018	2017	2016
MHX Aggregate Index	4.41%	-4.86%	10.38%	6.97%
MHX ABSOLUTE ALPHA™	-0.03%	0.38%	1.00%	0.42%
MHX UCITS Index	8.26%	-16.55%	6.84%	-0.48%
MHX Hedge Fund Index	6.70%	-6.12%	9.31%	7.55%
MHX Fund of Funds Index	4.32%	-1.73%	5.00%	3.80%
MHX CTA Index	0.12%	-5.46%	5.87%	4.86%
MHX Managed Accounts Index	4.86%	-2.00%	8.32%	9.61%
Other Investment Funds	6.55%	-6.95%	80.21%	105.06%

  

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