Hedge Fund Indices   

• October - Overview
• YTD - Summary
• Strategy Indices

Morgan Hedge Fund Indices	October	% Winner
MHX ABSOLUTE ALPHA™ INDEX	--	--
MHX UCITS Index	--	--
MHX Aggregate Index	-0.44%	38.10%
MHX Hedge Fund Index	-1.27%	27.91%
MHX Fund of Funds Index	0.45%	100.00%
MHX CTA Index	1.62%	42.86%
MHX Managed Accounts Index	2.60%	88.89%
Other Investment Funds	-2.68%	--

As of: Dec. 01, 2023 - 00:15 CET

Index History  Strategy Index  MHX ALPHA™

    Historical Index Data

Morgan Hedge Index	October	% Winner	12 Months
Convertible Arbitrage	-5.26%	0.00%	-0.16%
Equity Hedged	-5.61%	0.00%	-1.35%
Equity Long only	-2.80%	0.00%	17.25%
Equity Long/Short	-1.65%	10.00%	-0.77%
Event Driven	-1.95%	0.00%	19.01%
Fixed Income	-1.09%	0.00%	1.80%
Fixed Income Arbitrage	0.30%	100.00%	-3.27%
Forex ( Currencies)	0.68%	100.00%	5.36%
Global Macro	2.01%	60.00%	-25.72%
Long Bias	-6.17%	0.00%	0.48%
Market Neutral	-4.67%	0.00%	8.30%
Merger Arbitrage	3.04%	100.00%	7.61%
Multi-Strategy/Diversified	-0.93%	33.33%	8.53%
Options/Derivatives Strategies	0.46%	66.67%	6.55%
Quantitative	-0.96%	40.00%	3.35%
Sector: Real Estate	0.90%	100.00%	7.69%
Volatility	1.24%	100.00%	0.92%
Other	5.45%	100.00%	0.05%
Currency (CTA)	0.72%	100.00%	4.50%
Diversified / Multi Strategy (CTA)	1.01%	100.00%	6.29%
Stock Index (CTA)	-0.75%	0.00%	-5.25%
Systematic / Quantitative (CTA)	-0.79%	0.00%	-6.79%
Volatility (CTA)	12.44%	100.00%	16.74%

Morgan Hedge Index	YTD	2022	2021	2020
MHX Aggregate Index	2.17%	-2.78%	16.87%	20.71%
MHX ABSOLUTE ALPHA™	-0.94%	4.17%	2.12%	0.91%
MHX UCITS Index	1.39%	-5.59%	9.81%	52.60%
MHX Hedge Fund Index	1.70%	-4.75%	13.81%	26.52%
MHX Fund of Funds Index	2.62%	1.24%	6.64%	9.89%
MHX CTA Index	2.46%	-7.12%	4.25%	5.44%
MHX Managed Accounts Index	2.78%	6.24%	13.54%	-9.90%
Other Investment Funds	9.62%	-7.75%	106.87%	74.44%

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