| Morgan Hedge Fund Indices | July | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | 1.89% | 83.02% |
| MHX Hedge Fund Index | 1.99% | 86.36% |
| MHX Fund of Funds Index | 1.28% | 71.43% |
| MHX CTA Index | 2.86% | 100.00% |
| MHX Managed Accounts Index | 0.19% | 70.00% |
| MHX Venture Cap./Priv. Equity Index | 7.93% | 100.00% |
| Other Investment Funds | 2.92% | 66.67% |
As of: Aug. 14, 2020 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | July | % Winner | 12 Months |
|---|
| Aggressive Growth | 4.48% | 100.00% | 52.94% |
| Equity Long only | 4.73% | 100.00% | 0.97% |
| Equity Long/Short | 2.22% | 83.33% | -0.30% |
| Fixed Income High Yield | 0.76% | 100.00% | 4.15% |
| Forex ( Currencies) | 0.46% | 100.00% | 5.98% |
| Global Macro | 5.95% | 100.00% | 19.34% |
| Fixed Income Mortgages | 1.12% | 100.00% | -15.00% |
| Multi-Strategy/Diversified | 0.98% | 77.78% | 3.94% |
| Options/Derivatives Strategies | 2.15% | 66.67% | 8.46% |
| Private Equity | 7.93% | 100.00% | 42.85% |
| Quantitative | 1.07% | 83.33% | -9.77% |
| Value | 4.21% | 100.00% | -18.05% |
| Volatility | -2.18% | 50.00% | 8.88% |
| Other | -0.58% | 0.00% | -1.20% |
| Currency (CTA) | 0.55% | 100.00% | -9.11% |
| Stock Index (CTA) | 3.11% | 100.00% | 6.41% |
| Systematic / Quantitative (CTA) | 0.39% | 87.50% | 6.31% |
| Volatility (CTA) | 7.63% | 100.00% | -36.96% |
Historical Index Data
| Morgan Hedge Index | YTD | 2019 | 2018 | 2017 |
|---|
| MHX Aggregate Index | 0.53% | 9.23% | -3.27% | 10.56% |
| MHX ABSOLUTE ALPHA™ | 0.92% | 1.22% | 0.38% | 1.00% |
| MHX UCITS Index | -2.06% | 16.15% | -13.86% | 6.84% |
| MHX Hedge Fund Index | 1.62% | 13.38% | -3.36% | 9.83% |
| MHX Fund of Funds Index | 2.61% | 6.79% | -1.73% | 5.00% |
| MHX CTA Index | 2.40% | 1.32% | -5.19% | 5.78% |
| MHX Managed Accounts Index | -8.91% | 10.30% | -1.85% | 8.32% |
| Other Investment Funds | 1.78% | 7.36% | -1.25% | 70.32% |
