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Morgan Hedge Strategy Indices

2022 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2022
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Convertible Arbitrage-22.54-8.791.771.71-8.43-6.97-6.693.21----------
Equity Hedged-9.02-5.72-1.380.60-2.27-0.71-5.095.62----------
Equity Long only-9.91-2.29-4.22-1.17-2.34-0.73-2.282.80----------
Equity Long/Short-2.81-3.45-1.83-1.64-2.242.96-2.015.69----------
Event Driven-3.29-0.141.21-0.64-0.68-3.05--------------
Fixed Income-5.14-0.82-0.760.65-1.740.35-2.89------------
Fixed Income Arbitrage2.880.380.570.380.330.590.60------------
Fixed Income High Yield-6.95-2.21-0.77-4.11------------------
Forex ( Currencies)6.85-0.411.443.100.020.57-0.112.10----------
Global Macro31.497.118.7717.583.31-4.04-1.48-1.73----------
Long Bias-29.62-13.18-13.406.13-6.03-0.12-33.329.05----------
Merger Arbitrage2.92-0.080.721.44-0.260.52-0.200.77----------
Multi-Strategy/Diversified-2.10-1.010.551.42-0.91-1.39-1.741.01----------
Options/Derivatives Strategies-4.49-4.24-0.491.62-6.582.08-4.157.91----------
Quantitative-2.84-1.510.22-0.560.70-0.70-0.58-0.43----------
Regulation D-12.50-4.69-1.94-0.88-2.52-2.22-0.90------------
Sector: Real Estate3.470.710.670.760.680.60--------------
Sector: Other4.03-3.20-1.21-1.67-4.2213.38-0.011.89----------
Value-34.86-11.080.652.52-18.70-3.22-10.160.44----------
Volatility-3.18-1.070.47-0.510.59-0.63-1.70-0.37----------
Other8.52-2.81-0.931.230.073.28-0.458.21----------
Currency (CTA)4.530.451.25-0.310.021.001.041.01----------
Diversified / Multi Strategy (CTA)1.950.020.160.700.270.300.49------------
Stock Index (CTA)-1.141.912.103.032.03-4.77-5.09------------
Systematic / Quantitative (CTA)3.54-0.291.362.122.01-1.371.17-1.43----------
Volatility (CTA)-37.10-13.15-4.43-15.790.47-12.7010.69-7.31----------

Last updated: 2022-08-13

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