Hedge Fund Indices   

• September - Overview
• YTD - Summary
• Strategy Indices

Morgan Hedge Fund Indices	September	% Winner
MHX ABSOLUTE ALPHA™ INDEX	--	--
MHX UCITS Index	-0.67%	45.45%
MHX Aggregate Index	-0.13%	42.65%
MHX Hedge Fund Index	-0.40%	35.00%
MHX Fund of Funds Index	1.06%	60.00%
MHX CTA Index	-1.16%	50.00%
MHX Managed Accounts Index	0.27%	50.00%
MHX Venture Cap./Priv. Equity Index	11.65%	100.00%
Other Investment Funds	-0.12%	50.00%

As of: Oct. 24, 2021 - 00:15 CEST

Index History  Strategy Index  MHX ALPHA™

    Historical Index Data

Morgan Hedge Index	September	% Winner	12 Months
Aggressive Growth	0.04%	100.00%	112.03%
Commodities	14.74%	100.00%	40.21%
Convertible Arbitrage	-0.95%	0.00%	4.72%
Equity Hedged	-4.33%	0.00%	21.07%
Equity Long only	-3.13%	12.50%	16.46%
Equity Long/Short	-1.71%	40.00%	2,796.29%
Fixed Income	-0.06%	50.00%	4.69%
Fixed Income High Yield	-0.14%	0.00%	5.08%
Forex ( Currencies)	1.12%	100.00%	7.86%
Global Macro	14.21%	75.00%	24.81%
Long Bias	-14.06%	0.00%	--
Merger Arbitrage	-2.08%	0.00%	2.67%
Multi-Strategy/Diversified	0.45%	60.00%	10.65%
Options/Derivatives Strategies	-0.97%	66.67%	10.22%
Private Equity	11.65%	100.00%	--
Quantitative	-1.01%	28.57%	10.20%
Regulation D	-3.78%	0.00%	10.70%
Volatility	1.51%	50.00%	3.47%
Other	0.09%	100.00%	-0.24%
Currency (CTA)	-0.04%	0.00%	7.90%
Diversified / Multi Strategy (CTA)	-7.41%	0.00%	-1.59%
Stock Index (CTA)	-2.80%	50.00%	-0.75%
Systematic / Quantitative (CTA)	0.65%	83.33%	8.32%
Volatility (CTA)	-0.40%	0.00%	-11.40%

Morgan Hedge Index	YTD	2020	2019	2018
MHX Aggregate Index	16.44%	22.23%	16.42%	6.84%
MHX ABSOLUTE ALPHA™	2.05%	0.91%	1.22%	0.38%
MHX UCITS Index	16.38%	62.28%	21.20%	79.69%
MHX Hedge Fund Index	14.55%	28.03%	24.88%	16.71%
MHX Fund of Funds Index	5.91%	9.89%	6.78%	-1.73%
MHX CTA Index	2.45%	5.07%	5.17%	-4.87%
MHX Managed Accounts Index	2.95%	-6.98%	10.30%	-1.85%
Other Investment Funds	111.38%	74.44%	7.24%	-1.25%

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