| Morgan Hedge Fund Indices | October | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | -0.62% | 36.62% |
| MHX Hedge Fund Index | -0.83% | 24.32% |
| MHX Fund of Funds Index | 0.06% | 55.56% |
| MHX CTA Index | -1.85% | 36.36% |
| MHX Managed Accounts Index | 0.02% | 60.00% |
| MHX Venture Cap./Priv. Equity Index | 4.58% | 100.00% |
| Other Investment Funds | 0.62% | 33.33% |
As of: Dec. 01, 2020 - 00:15 CET
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | October | % Winner | 12 Months |
|---|
| Aggressive Growth | 3.58% | 100.00% | 53.02% |
| Equity Hedged | -2.22% | 0.00% | 8.56% |
| Equity Long only | 0.36% | 37.50% | 4.84% |
| Equity Long/Short | -0.85% | 25.00% | 3.52% |
| Fixed Income High Yield | -1.12% | 0.00% | 0.79% |
| Forex ( Currencies) | -0.09% | 50.00% | 9.12% |
| Global Macro | -2.99% | 0.00% | 21.75% |
| Market Neutral | -0.98% | 0.00% | 25.42% |
| Merger Arbitrage | 0.07% | 50.00% | 0.43% |
| Multi-Strategy/Diversified | 0.30% | 55.56% | 5.21% |
| Options/Derivatives Strategies | -2.18% | 0.00% | 7.72% |
| Private Equity | 4.58% | 100.00% | 70.55% |
| Quantitative | -1.22% | 14.29% | -9.40% |
| Regulation D | 0.22% | 100.00% | 11.26% |
| Value | -2.04% | 0.00% | -17.76% |
| Volatility | 0.07% | 100.00% | 7.70% |
| Other | -0.07% | 50.00% | -2.88% |
| Currency (CTA) | 1.23% | 100.00% | -8.82% |
| Stock Index (CTA) | -0.47% | 50.00% | 8.48% |
| Systematic / Quantitative (CTA) | -2.33% | 22.22% | 7.72% |
| Volatility (CTA) | 1.42% | 100.00% | -28.83% |
Historical Index Data
| Morgan Hedge Index | YTD | 2019 | 2018 | 2017 |
|---|
| MHX Aggregate Index | 5.23% | 15.93% | 1.12% | 13.10% |
| MHX ABSOLUTE ALPHA™ | 1.28% | 1.22% | 0.38% | 1.00% |
| MHX UCITS Index | -3.37% | 16.15% | -13.86% | 6.84% |
| MHX Hedge Fund Index | 8.70% | 25.18% | 5.88% | 14.63% |
| MHX Fund of Funds Index | 4.45% | 6.79% | -1.73% | 5.00% |
| MHX CTA Index | 1.62% | 5.19% | -4.87% | 6.85% |
| MHX Managed Accounts Index | -7.93% | 10.30% | -1.85% | 8.32% |
| Other Investment Funds | 9.55% | 7.36% | -1.25% | 70.32% |
