| Morgan Hedge Fund Indices | August | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | 2.20% | 75.00% |
| MHX Hedge Fund Index | 2.81% | 75.00% |
| MHX Fund of Funds Index | 1.55% | 100.00% |
| MHX CTA Index | 0.14% | 60.00% |
| MHX Managed Accounts Index | 0.98% | 83.33% |
| Other Investment Funds | 2.07% | 66.67% |
As of: Oct. 01, 2025 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | August | % Winner | 12 Months |
|---|
| Convertible Arbitrage | 0.97% | 100.00% | -1.54% |
| Equity Hedged | 1.70% | 100.00% | 4.22% |
| Equity Long only | 3.19% | 63.64% | 19.87% |
| Equity Long/Short | -0.76% | 0.00% | 13.44% |
| Forex ( Currencies) | -2.58% | 50.00% | 3.18% |
| Global Macro | 5.59% | 100.00% | -16.35% |
| Long Bias | 9.43% | 100.00% | 46.50% |
| Merger Arbitrage | 0.89% | 50.00% | 9.03% |
| Multi-Strategy/Diversified | 2.94% | 100.00% | 12.93% |
| Quantitative | 1.61% | 100.00% | -8.84% |
| Sector: Real Estate | 0.70% | 100.00% | 9.29% |
| Special Situations | 0.70% | 100.00% | 17.47% |
| Value | 3.11% | 100.00% | 5.85% |
| Volatility | -0.16% | 0.00% | -3.11% |
| Other | 2.45% | 100.00% | 4.07% |
| Currency (CTA) | 0.23% | 100.00% | 3.55% |
| Diversified / Multi Strategy (CTA) | -0.37% | 0.00% | -1.24% |
| Stock Index (CTA) | -0.99% | 50.00% | 0.55% |
| Systematic / Quantitative (CTA) | 1.54% | 100.00% | -9.27% |
Historical Index Data
| Morgan Hedge Index | YTD | 2024 | 2023 | 2022 |
|---|
| MHX Aggregate Index | 6.54% | 8.27% | 8.77% | -2.92% |
| MHX ABSOLUTE ALPHA™ | -0.24% | -0.91% | -1.03% | 4.17% |
| MHX UCITS Index | 6.02% | 4.91% | 13.86% | -7.84% |
| MHX Hedge Fund Index | 8.40% | 9.40% | 10.12% | -5.03% |
| MHX Fund of Funds Index | 3.21% | 7.44% | 3.09% | 1.24% |
| MHX CTA Index | -2.62% | 1.81% | 2.58% | -4.91% |
| MHX Managed Accounts Index | -0.94% | 3.69% | 4.15% | 6.24% |
| Other Investment Funds | 15.47% | 18.84% | 19.39% | -5.66% |
