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 |
|---|
| Equity Hedged | 5.27 | 1.33 | -0.51 | -5.58 | 6.24 | 0.26 | 3.83 | -- | -- | -- | -- | -- | -- | | Equity Long only | 9.25 | 0.99 | -1.87 | -7.88 | 10.06 | 10.86 | -1.92 | -- | -- | -- | -- | -- | -- | | Equity Long/Short | 22.97 | 1.49 | 0.61 | -6.19 | 16.58 | 8.96 | 1.07 | -- | -- | -- | -- | -- | -- | | Forex ( Currencies) | 0.40 | -0.17 | -1.08 | 1.39 | -1.74 | 0.66 | 1.38 | -- | -- | -- | -- | -- | -- | | Global Macro | 2.09 | 10.78 | 4.65 | -6.83 | -8.68 | -0.20 | 3.71 | -- | -- | -- | -- | -- | -- | | Long Bias | 11.06 | 8.34 | -4.45 | -15.91 | 14.15 | 8.93 | 2.62 | -- | -- | -- | -- | -- | -- | | Merger Arbitrage | 4.26 | 0.61 | 0.38 | -0.04 | 0.93 | 1.75 | 0.56 | -- | -- | -- | -- | -- | -- | | Multi-Strategy/Diversified | 11.48 | -0.24 | 1.75 | -5.18 | 8.02 | 8.70 | -1.35 | -- | -- | -- | -- | -- | -- | | Quantitative | 9.32 | 0.45 | 0.21 | -0.91 | 6.97 | 4.61 | -2.05 | -- | -- | -- | -- | -- | -- | | Sector: Real Estate | 3.95 | 0.65 | 0.46 | 0.76 | 0.66 | 0.66 | 0.70 | -- | -- | -- | -- | -- | -- | | Special Situations | 2.72 | 1.78 | 0.92 | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Value | 59.92 | 3.63 | 6.36 | -6.73 | 18.12 | 20.76 | 9.07 | -- | -- | -- | -- | -- | -- | | Volatility | 0.02 | 0.01 | -0.01 | 0.01 | 0.01 | -0.01 | 0.01 | -- | -- | -- | -- | -- | -- | | Other | 5.74 | 2.44 | 1.75 | -1.80 | 1.99 | 1.30 | -- | -- | -- | -- | -- | -- | -- | | Currency (CTA) | 0.46 | -0.05 | -0.62 | 0.29 | 0.77 | 0.17 | -0.10 | -- | -- | -- | -- | -- | -- | | Diversified / Multi Strategy (CTA) | 7.49 | 0.68 | 1.06 | -1.73 | 4.68 | 2.31 | 0.39 | -- | -- | -- | -- | -- | -- | | Stock Index (CTA) | -2.36 | 0.14 | 0.01 | 0.99 | -2.26 | -3.19 | 2.03 | -- | -- | -- | -- | -- | -- | | Systematic / Quantitative (CTA) | 3.65 | 0.93 | 2.93 | -0.07 | 2.19 | -0.03 | -2.27 | -- | -- | -- | -- | -- | -- |
Last updated: 2026-07-18  Login to download the Morgan Hedge Strategy Index |
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