Morgan Hedge Strategy Indices2026 | MorePlease upgrade to a Premium Membership to view and download the complete 15+ Years index history.
 MHX Aggregate and Category Index
Morgan Hedge MHX ABSOLUTE ALPHA™ INDEXMHX Strategy Index 2026 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Arbitrage | 2.22 | 0.40 | 0.10 | 0.10 | 0.20 | 0.20 | 0.60 | 0.60 | -- | -- | -- | -- | -- | | Equity Hedged | 5.99 | 1.33 | -0.51 | -5.58 | 6.24 | 0.26 | 0.53 | 3.99 | -- | -- | -- | -- | -- | | Equity Long only | 3.67 | 0.99 | -1.87 | -7.88 | 10.06 | 9.57 | -1.82 | -4.09 | -- | -- | -- | -- | -- | | Equity Long/Short | 12.23 | 1.42 | 0.59 | -5.89 | 12.63 | 6.50 | -0.18 | -2.38 | -- | -- | -- | -- | -- | | Forex ( Currencies) | 0.18 | -0.17 | -1.08 | 1.39 | -1.74 | 0.66 | 1.38 | -0.22 | -- | -- | -- | -- | -- | | Global Macro | -6.07 | 10.78 | 4.65 | -6.83 | -8.68 | -0.20 | -1.98 | -2.66 | -- | -- | -- | -- | -- | | Long Bias | 0.35 | 8.34 | -4.45 | -15.91 | 14.15 | 8.93 | 2.62 | -9.65 | -- | -- | -- | -- | -- | | Merger Arbitrage | 4.77 | 0.61 | 0.38 | -0.04 | 0.93 | 1.75 | 0.56 | 0.49 | -- | -- | -- | -- | -- | | Multi-Strategy/Diversified | 11.89 | -0.24 | 1.75 | -5.18 | 8.02 | 8.70 | -0.50 | -0.48 | -- | -- | -- | -- | -- | | Quantitative | 7.39 | 0.45 | 0.21 | -0.91 | 6.97 | 4.61 | 0.40 | -4.17 | -- | -- | -- | -- | -- | | Sector: Real Estate | 4.63 | 0.65 | 0.46 | 0.76 | 0.66 | 0.66 | 0.65 | 0.70 | -- | -- | -- | -- | -- | | Special Situations | 2.72 | 1.78 | 0.92 | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Value | 45.04 | 3.63 | 6.36 | -6.73 | 18.12 | 20.76 | -1.08 | -- | -- | -- | -- | -- | -- | | Volatility | 0.01 | 0.01 | -0.01 | 0.01 | 0.01 | -0.01 | 0.01 | -0.01 | -- | -- | -- | -- | -- | | Other | 5.42 | 2.44 | 1.75 | -1.80 | 1.99 | 1.30 | -0.31 | -- | -- | -- | -- | -- | -- | | Currency (CTA) | 0.71 | -0.05 | -0.62 | 0.29 | 0.77 | 0.17 | -0.10 | 0.25 | -- | -- | -- | -- | -- | | Diversified / Multi Strategy (CTA) | 7.11 | 0.68 | 1.06 | -1.73 | 4.68 | 2.31 | 0.05 | -0.02 | -- | -- | -- | -- | -- | | Stock Index (CTA) | -2.36 | 0.14 | 0.01 | 0.99 | -2.26 | -3.19 | 2.03 | -- | -- | -- | -- | -- | -- | | Systematic / Quantitative (CTA) | 2.65 | 0.93 | 2.93 | -0.07 | 2.19 | -0.03 | -2.27 | -0.96 | -- | -- | -- | -- | -- |
Last updated: 2026-08-15  Login to download the Morgan Hedge Strategy Index |
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