| Morgan Hedge Fund Indices | March | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | 0.98% | 56.00% |
| MHX Hedge Fund Index | 2.24% | 88.89% |
| MHX CTA Index | 0.19% | 42.86% |
| MHX Managed Accounts Index | 0.82% | 42.86% |
| Other Investment Funds | -1.40% | -- |
As of: Apr. 11, 2021 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | March | % Winner | 12 Months |
|---|
| Equity Long only | -2.48% | 0.00% | 30.26% |
| Equity Long/Short | 2.56% | 80.00% | 69.66% |
| Forex ( Currencies) | -0.12% | 0.00% | 7.67% |
| Global Macro | 1.54% | 100.00% | 19.11% |
| Merger Arbitrage | 1.03% | 100.00% | 3.55% |
| Multi-Strategy/Diversified | 2.15% | 100.00% | 11.42% |
| Options/Derivatives Strategies | -0.32% | 0.00% | 31.42% |
| Quantitative | 1.96% | 66.67% | 4.41% |
| Volatility | 1.29% | 100.00% | 4.91% |
| Currency (CTA) | -0.01% | 0.00% | 5.45% |
| Diversified / Multi Strategy (CTA) | -0.31% | 0.00% | 10.61% |
| Stock Index (CTA) | -0.37% | 50.00% | 7.28% |
| Systematic / Quantitative (CTA) | 0.31% | 40.00% | 7.29% |
Historical Index Data
| Morgan Hedge Index | YTD | 2020 | 2019 | 2018 |
|---|
| MHX Aggregate Index | 7.18% | 13.38% | 16.00% | 1.02% |
| MHX ABSOLUTE ALPHA™ | 0.54% | 0.91% | 1.22% | 0.38% |
| MHX UCITS Index | 4.06% | 3.82% | 16.15% | -13.86% |
| MHX Hedge Fund Index | 11.93% | 19.47% | 24.42% | 5.18% |
| MHX Fund of Funds Index | 1.90% | 9.89% | 6.79% | -1.73% |
| MHX CTA Index | 0.81% | 4.92% | 5.12% | -4.87% |
| MHX Managed Accounts Index | 0.72% | -6.98% | 10.30% | -1.85% |
| Other Investment Funds | 3.92% | 14.55% | 7.24% | -1.25% |
