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Morgan Hedge Strategy Indices

2023 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2023
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Commodities1.461.35-3.683.100.82----------------
Convertible Arbitrage12.615.61-2.890.42-0.83-1.493.943.773.77--------
Equity Hedged0.998.02-2.38-4.54-0.861.643.34-1.10-2.57--------
Equity Long only12.467.15-2.482.800.61-0.213.294.15-3.06--------
Equity Long/Short2.332.75-1.450.830.34-1.532.051.41-1.97--------
Event Driven15.244.781.430.441.390.494.740.900.28--------
Fixed Income1.221.91-2.330.350.28-0.540.611.16-0.17--------
Fixed Income Arbitrage-2.680.420.400.420.20-4.890.260.260.34--------
Forex ( Currencies)3.160.870.241.610.172.14-0.03-1.930.10--------
Global Macro-14.62-2.81-2.67-10.621.41-1.7411.07-5.82-3.12--------
Long Bias63.425.25-8.0027.703.743.7823.576.01-6.29--------
Market Neutral9.604.69-2.070.86-1.243.113.151.82-0.90--------
Merger Arbitrage1.18-0.101.01-0.12-0.08-0.881.290.07----------
Multi-Strategy/Diversified1.112.02-1.990.571.03-0.110.011.20-1.56--------
Options/Derivatives Strategies8.482.93-0.291.700.111.470.821.50-0.01--------
Private Equity9.899.89----------------------
Quantitative4.155.94-1.520.97-0.75-2.742.000.54-0.11--------
Regulation D1.481.35-1.330.070.570.010.82------------
Sector: Real Estate5.020.450.470.650.580.750.650.660.70--------
Sector: Other5.041.490.481.070.300.610.500.49----------
Value11.364.59-2.750.80-0.83-0.593.886.06----------
Volatility2.610.01-1.361.130.46-2.605.06-1.171.23--------
Other-1.51-2.520.251.35-0.19-0.441.70-1.20-0.41--------
Currency (CTA)4.681.660.950.66-0.070.081.32-0.540.54--------
Diversified / Multi Strategy (CTA)3.630.090.240.630.180.600.940.340.57--------
Stock Index (CTA)-2.72-0.953.151.011.062.030.87-9.620.27--------
Systematic / Quantitative (CTA)-1.41-0.09-0.79-2.193.101.260.36-1.34-1.62--------
Volatility (CTA)8.63-9.46-1.8912.11-5.8511.500.98-3.927.10--------

Last updated: 2023-09-23

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