Hedge Fund Indices   

• January - Overview
• YTD - Summary
• Strategy Indices

Morgan Hedge Fund Indices	January	% Winner
MHX ABSOLUTE ALPHA™ INDEX	--	--
MHX UCITS Index	--	--
MHX Aggregate Index	0.20%	51.52%
MHX Hedge Fund Index	0.62%	44.44%
MHX Fund of Funds Index	0.65%	100.00%
MHX CTA Index	-0.07%	57.89%
MHX Managed Accounts Index	0.05%	36.36%
MHX Venture Cap./Priv. Equity Index	2.10%	100.00%
Other Investment Funds	-1.80%	50.00%

As of: Feb. 18, 2020 - 00:15 CET

Index History  Strategy Index  MHX ALPHA™

    Historical Index Data

Morgan Hedge Index	January	% Winner	12 Months
Aggressive Growth	2.55%	100.00%	57.48%
Commodities	1.65%	100.00%	7.35%
Equity Long only	-1.54%	33.33%	15.61%
Equity Long/Short	0.70%	83.33%	8.55%
Fixed Income	2.78%	100.00%	53.23%
Fixed Income High Yield	0.15%	50.00%	5.95%
Forex ( Currencies)	2.57%	33.33%	3.21%
Global Macro	-1.02%	0.00%	18.05%
Merger Arbitrage	-0.03%	0.00%	4.80%
Multi-Strategy/Diversified	0.38%	80.00%	3.92%
Options/Derivatives Strategies	-0.23%	0.00%	5.69%
Private Equity	2.10%	100.00%	--
Quantitative	-0.89%	0.00%	-0.85%
Value	-3.72%	0.00%	15.76%
Volatility	1.43%	100.00%	12.11%
Other	0.45%	50.00%	8.62%
Currency (CTA)	-0.98%	0.00%	1.96%
Discretionary (CTA)	4.99%	100.00%	13.93%
Diversified / Multi Strategy (CTA)	1.58%	50.00%	3.31%
Financial (CTA)	0.16%	100.00%	8.07%
Interest Rates (CTA)	0.84%	100.00%	8.10%
Stock Index (CTA)	-0.32%	66.67%	-0.26%
Systematic / Quantitative (CTA)	0.26%	55.56%	3.30%
Volatility (CTA)	-4.59%	0.00%	-36.53%

Morgan Hedge Index	YTD	2019	2018	2017
MHX Aggregate Index	0.20%	9.35%	-3.32%	10.62%
MHX ABSOLUTE ALPHA™	-0.00%	1.22%	0.38%	1.00%
MHX UCITS Index	-1.52%	16.60%	-13.86%	6.84%
MHX Hedge Fund Index	0.62%	13.41%	-3.36%	9.83%
MHX Fund of Funds Index	0.65%	6.77%	-1.73%	5.00%
MHX CTA Index	-0.07%	1.55%	-5.50%	5.87%
MHX Managed Accounts Index	0.05%	10.30%	-1.85%	8.32%
Other Investment Funds	-1.02%	7.33%	-1.25%	70.32%

  

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