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Hedge Fund Database
Morgan Hedge Fund Database
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Morgan Hedge Strategy Indices

2020 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2020
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Aggressive Growth22.702.552.623.054.884.033.71------------
Commodities8.981.65-0.6010.61-1.78-0.72--------------
Equity Hedged-0.24-0.26-4.74-11.3311.186.50--------------
Equity Long only-4.87-0.43-4.65-13.879.343.812.49------------
Equity Long/Short-4.80-0.50-4.87-7.103.773.490.82------------
Event Driven-25.314.34-9.25-21.95-0.531.61--------------
Fixed Income-22.452.78-24.55--------------------
Fixed Income High Yield-0.150.08-0.40-1.521.190.59-0.07------------
Forex ( Currencies)5.602.572.97-0.50-0.10-0.611.20------------
Global Macro22.656.631.988.374.26-1.701.55------------
Merger Arbitrage-2.15-0.04-0.36-2.851.98-0.85--------------
Fixed Income Mortgages-18.021.430.44-24.890.662.483.86------------
Multi-Strategy/Diversified1.640.130.03-3.651.501.522.21------------
Options/Derivatives Strategies7.820.01-11.1719.210.681.12--------------
Private Equity27.502.101.843.255.885.576.25------------
Quantitative-11.08-0.89-4.93-3.331.35-0.65-3.05------------
Regulation D1.741.48-0.96-5.704.252.97--------------
Value-31.92-3.71-7.93-32.868.605.32--------------
Volatility7.821.15-0.742.853.352.07-1.03------------
Other-3.80-0.01-2.16-2.520.830.32-0.28------------
Currency (CTA)-11.02-0.980.39-11.090.61-0.170.23------------
Discretionary (CTA)4.994.99----------------------
Diversified / Multi Strategy (CTA)-4.442.75-9.494.531.902.05-5.47------------
Financial (CTA)2.420.170.20-0.070.950.760.41------------
Interest Rates (CTA)-1.620.841.00-4.180.360.300.15------------
Stock Index (CTA)3.83-0.27-3.693.391.751.691.05------------
Systematic / Quantitative (CTA)4.230.662.391.12-0.441.25-0.78------------
Volatility (CTA)-30.04-4.59-4.89-18.350.33-5.89--------------

Last updated: 2020-07-11

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