| Morgan Hedge Fund Indices | May | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | 3.07% | 80.00% |
| MHX Aggregate Index | 1.42% | 78.57% |
| MHX Hedge Fund Index | 1.68% | 82.61% |
| MHX Fund of Funds Index | -1.30% | -- |
| MHX CTA Index | 1.74% | 85.71% |
| MHX Managed Accounts Index | 0.60% | 75.00% |
| MHX Venture Cap./Priv. Equity Index | 2.63% | 100.00% |
| Other Investment Funds | 3.78% | 100.00% |
As of: Jun. 13, 2021 - 00:15 CEST
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | May | % Winner | 12 Months |
|---|
| Aggressive Growth | 3.09% | 100.00% | 127.65% |
| Commodities | 3.20% | 100.00% | 12.84% |
| Equity Long only | 2.30% | 100.00% | 35.69% |
| Equity Long/Short | 0.23% | 57.14% | 72.99% |
| Fixed Income High Yield | 0.12% | 100.00% | 3.06% |
| Forex ( Currencies) | 0.67% | 100.00% | 8.57% |
| Global Macro | 2.14% | 100.00% | 18.65% |
| Multi-Strategy/Diversified | 0.25% | 50.00% | 15.63% |
| Options/Derivatives Strategies | -0.11% | 50.00% | 13.25% |
| Private Equity | 2.63% | 100.00% | 103.88% |
| Quantitative | 1.92% | 85.71% | 5.28% |
| Regulation D | 9.12% | 100.00% | 21.19% |
| Volatility | 1.46% | 100.00% | 4.14% |
| Currency (CTA) | 0.47% | 100.00% | 7.24% |
| Stock Index (CTA) | 6.69% | 100.00% | 4.92% |
| Systematic / Quantitative (CTA) | 0.66% | 71.43% | 4.74% |
Historical Index Data
| Morgan Hedge Index | YTD | 2020 | 2019 | 2018 |
|---|
| MHX Aggregate Index | 9.53% | 18.73% | 16.48% | 6.88% |
| MHX ABSOLUTE ALPHA™ | 1.12% | 0.91% | 1.22% | 0.38% |
| MHX UCITS Index | 17.53% | 69.20% | 21.05% | 79.69% |
| MHX Hedge Fund Index | 13.88% | 28.77% | 25.09% | 16.94% |
| MHX Fund of Funds Index | 2.32% | 9.89% | 6.79% | -1.73% |
| MHX CTA Index | -0.48% | 4.92% | 5.12% | -4.87% |
| MHX Managed Accounts Index | 3.82% | -6.98% | 10.30% | -1.85% |
| Other Investment Funds | 10.86% | 14.55% | 7.24% | -1.25% |
