| Morgan Hedge Fund Indices | August | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | -0.05% | 60.00% |
| MHX Hedge Fund Index | -0.82% | 50.00% |
| MHX Fund of Funds Index | 0.33% | 60.00% |
| MHX CTA Index | -0.04% | 57.14% |
| MHX Managed Accounts Index | 1.37% | 78.57% |
| MHX Venture Cap./Priv. Equity Index | 1.57% | 100.00% |
| Other Investment Funds | 0.58% | 75.00% |
As of: Sep. 27, 2022 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | August | % Winner | 12 Months |
|---|
| Aggressive Growth | 1.22% | 100.00% | 17.64% |
| Commodities | -1.76% | 0.00% | -5.00% |
| Convertible Arbitrage | -1.67% | 0.00% | -19.24% |
| Equity Hedged | 1.76% | 100.00% | -12.46% |
| Equity Long only | -1.86% | 37.50% | -11.83% |
| Equity Long/Short | 1.77% | 60.00% | -4.27% |
| Fixed Income | -0.51% | 0.00% | -3.64% |
| Fixed Income Arbitrage | 0.56% | 100.00% | 6.86% |
| Forex ( Currencies) | 0.19% | 50.00% | 9.80% |
| Global Macro | -3.23% | 66.67% | 72.27% |
| Long Bias | -13.79% | 0.00% | -53.56% |
| Merger Arbitrage | 0.61% | 100.00% | 7.18% |
| Multi-Strategy/Diversified | 0.60% | 66.67% | 0.01% |
| Options/Derivatives Strategies | -1.28% | 33.33% | -7.32% |
| Quantitative | 0.51% | 57.14% | -3.19% |
| Regulation D | 0.27% | 100.00% | -13.19% |
| Sector: Real Estate | 0.60% | 100.00% | 7.94% |
| Sector: Other | 0.70% | 100.00% | 13.92% |
| Value | 0.10% | 100.00% | -19.20% |
| Venture Capital | 1.57% | 100.00% | 5.22% |
| Volatility | -1.45% | 0.00% | -2.62% |
| Other | 3.62% | 100.00% | 14.21% |
| Currency (CTA) | 1.18% | 100.00% | 5.54% |
| Stock Index (CTA) | 4.15% | 100.00% | 4.29% |
| Systematic / Quantitative (CTA) | -0.57% | 40.00% | 7.94% |
| Volatility (CTA) | -1.06% | 50.00% | -34.97% |
Historical Index Data
| Morgan Hedge Index | YTD | 2021 | 2020 | 2019 |
|---|
| MHX Aggregate Index | -1.78% | 16.85% | 21.71% | 16.63% |
| MHX ABSOLUTE ALPHA™ | 3.47% | 2.12% | 0.91% | 1.22% |
| MHX UCITS Index | -9.14% | 9.10% | 68.50% | 22.02% |
| MHX Hedge Fund Index | -2.22% | 13.56% | 28.70% | 24.88% |
| MHX Fund of Funds Index | -1.47% | 5.42% | 9.89% | 6.78% |
| MHX CTA Index | -8.36% | 4.25% | 5.44% | 5.19% |
| MHX Managed Accounts Index | 4.82% | 13.54% | -9.90% | 9.77% |
| Other Investment Funds | -8.04% | 106.87% | 74.44% | 7.24% |
