Morgan Hedge Strategy Indices2022 | 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 2022 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Convertible Arbitrage | -22.54 | -8.79 | 1.77 | 1.71 | -8.43 | -6.97 | -6.69 | 3.21 | -- | -- | -- | -- | -- | | Equity Hedged | -9.02 | -5.72 | -1.38 | 0.60 | -2.27 | -0.71 | -5.09 | 5.62 | -- | -- | -- | -- | -- | | Equity Long only | -9.91 | -2.29 | -4.22 | -1.17 | -2.34 | -0.73 | -2.28 | 2.80 | -- | -- | -- | -- | -- | | Equity Long/Short | -2.81 | -3.45 | -1.83 | -1.64 | -2.24 | 2.96 | -2.01 | 5.69 | -- | -- | -- | -- | -- | | Event Driven | -3.29 | -0.14 | 1.21 | -0.64 | -0.68 | -3.05 | -- | -- | -- | -- | -- | -- | -- | | Fixed Income | -5.14 | -0.82 | -0.76 | 0.65 | -1.74 | 0.35 | -2.89 | -- | -- | -- | -- | -- | -- | | Fixed Income Arbitrage | 2.88 | 0.38 | 0.57 | 0.38 | 0.33 | 0.59 | 0.60 | -- | -- | -- | -- | -- | -- | | Fixed Income High Yield | -6.95 | -2.21 | -0.77 | -4.11 | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Forex ( Currencies) | 6.85 | -0.41 | 1.44 | 3.10 | 0.02 | 0.57 | -0.11 | 2.10 | -- | -- | -- | -- | -- | | Global Macro | 31.49 | 7.11 | 8.77 | 17.58 | 3.31 | -4.04 | -1.48 | -1.73 | -- | -- | -- | -- | -- | | Long Bias | -29.62 | -13.18 | -13.40 | 6.13 | -6.03 | -0.12 | -33.32 | 9.05 | -- | -- | -- | -- | -- | | Merger Arbitrage | 2.92 | -0.08 | 0.72 | 1.44 | -0.26 | 0.52 | -0.20 | 0.77 | -- | -- | -- | -- | -- | | Multi-Strategy/Diversified | -2.10 | -1.01 | 0.55 | 1.42 | -0.91 | -1.39 | -1.74 | 1.01 | -- | -- | -- | -- | -- | | Options/Derivatives Strategies | -4.49 | -4.24 | -0.49 | 1.62 | -6.58 | 2.08 | -4.15 | 7.91 | -- | -- | -- | -- | -- | | Quantitative | -2.84 | -1.51 | 0.22 | -0.56 | 0.70 | -0.70 | -0.58 | -0.43 | -- | -- | -- | -- | -- | | Regulation D | -12.50 | -4.69 | -1.94 | -0.88 | -2.52 | -2.22 | -0.90 | -- | -- | -- | -- | -- | -- | | Sector: Real Estate | 3.47 | 0.71 | 0.67 | 0.76 | 0.68 | 0.60 | -- | -- | -- | -- | -- | -- | -- | | Sector: Other | 4.03 | -3.20 | -1.21 | -1.67 | -4.22 | 13.38 | -0.01 | 1.89 | -- | -- | -- | -- | -- | | Value | -34.86 | -11.08 | 0.65 | 2.52 | -18.70 | -3.22 | -10.16 | 0.44 | -- | -- | -- | -- | -- | | Volatility | -3.18 | -1.07 | 0.47 | -0.51 | 0.59 | -0.63 | -1.70 | -0.37 | -- | -- | -- | -- | -- | | Other | 8.52 | -2.81 | -0.93 | 1.23 | 0.07 | 3.28 | -0.45 | 8.21 | -- | -- | -- | -- | -- | | Currency (CTA) | 4.53 | 0.45 | 1.25 | -0.31 | 0.02 | 1.00 | 1.04 | 1.01 | -- | -- | -- | -- | -- | | Diversified / Multi Strategy (CTA) | 1.95 | 0.02 | 0.16 | 0.70 | 0.27 | 0.30 | 0.49 | -- | -- | -- | -- | -- | -- | | Stock Index (CTA) | -1.14 | 1.91 | 2.10 | 3.03 | 2.03 | -4.77 | -5.09 | -- | -- | -- | -- | -- | -- | | Systematic / Quantitative (CTA) | 3.54 | -0.29 | 1.36 | 2.12 | 2.01 | -1.37 | 1.17 | -1.43 | -- | -- | -- | -- | -- | | Volatility (CTA) | -37.10 | -13.15 | -4.43 | -15.79 | 0.47 | -12.70 | 10.69 | -7.31 | -- | -- | -- | -- | -- |
Last updated: 2022-08-13  Login to download the Morgan Hedge Strategy Index |
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