Hedge Fund Indices   

• February - Overview
• YTD - Summary
• Strategy Indices

Morgan Hedge Fund Indices	February	% Winner
MHX ABSOLUTE ALPHA™ INDEX	--	--
MHX UCITS Index	-4.73%	22.22%
MHX Aggregate Index	-2.25%	36.49%
MHX Hedge Fund Index	-3.44%	25.00%
MHX Fund of Funds Index	-0.15%	50.00%
MHX CTA Index	0.22%	44.44%
MHX Managed Accounts Index	-0.60%	72.73%
MHX Venture Cap./Priv. Equity Index	1.84%	100.00%
Other Investment Funds	-4.91%	--

As of: Apr. 05, 2020 - 00:15 CEST

Index History  Strategy Index  MHX ALPHA™

    Historical Index Data

Morgan Hedge Index	February	% Winner	12 Months
Aggressive Growth	2.62%	100.00%	52.32%
Commodities	-0.60%	0.00%	1.46%
Equity Hedged	-4.74%	0.00%	12.36%
Equity Long only	-4.65%	22.22%	4.50%
Equity Long/Short	-5.11%	10.00%	-0.06%
Event Driven	-9.25%	0.00%	-13.65%
Fixed Income	-24.55%	0.00%	6.00%
Fixed Income High Yield	-0.59%	0.00%	4.05%
Forex ( Currencies)	2.97%	100.00%	1.57%
Global Macro	2.02%	50.00%	35.77%
Merger Arbitrage	-0.36%	0.00%	4.20%
Fixed Income Mortgages	0.44%	100.00%	6.76%
Multi-Strategy/Diversified	0.05%	62.50%	2.27%
Private Equity	1.84%	100.00%	--
Quantitative	-4.93%	0.00%	-8.95%
Regulation D	-0.96%	0.00%	5.86%
Value	-8.04%	0.00%	2.79%
Volatility	-0.74%	66.67%	8.21%
Other	-2.79%	50.00%	6.09%
Currency (CTA)	0.39%	100.00%	-10.74%
Diversified / Multi Strategy (CTA)	-9.49%	0.00%	-4.81%
Stock Index (CTA)	-8.51%	0.00%	-3.91%
Systematic / Quantitative (CTA)	2.77%	66.67%	5.55%

Morgan Hedge Index	YTD	2019	2018	2017
MHX Aggregate Index	-1.70%	9.24%	-3.27%	10.56%
MHX ABSOLUTE ALPHA™	0.64%	1.22%	0.38%	1.00%
MHX UCITS Index	-4.83%	16.15%	-13.86%	6.84%
MHX Hedge Fund Index	-2.44%	13.41%	-3.36%	9.83%
MHX Fund of Funds Index	0.23%	6.79%	-1.73%	5.00%
MHX CTA Index	0.44%	1.32%	-5.19%	5.78%
MHX Managed Accounts Index	-0.55%	10.30%	-1.85%	8.32%
Other Investment Funds	-4.21%	7.36%	-1.25%	70.32%

  

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