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Morgan Hedge Strategy Indices

2021 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2021
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Aggressive Growth1,084.30-0.778.553.3825.173.096.952.101.030.042.191.11--
Commodities37.185.815.319.46-8.175.021.142.980.018.957.01-3.96--
Convertible Arbitrage13.431.83-0.22-2.860.95-0.53-1.330.33-0.89-0.951.130.015.85
Equity Hedged6.68-0.212.750.465.08-0.103.211.34-1.25-4.33-0.57-1.552.00
Equity Long only7.273.361.18-0.972.242.180.78-3.111.69-3.213.86-1.400.75
Equity Long/Short70.0020.2310.706.466.488.638.48-1.870.32-1.71-0.58-1.621.02
Event Driven21.884.784.112.352.183.431.82-0.311.070.67------
Fixed Income1.21-0.21-0.35-0.240.850.400.770.190.11-0.06-0.09-0.950.81
Fixed Income Arbitrage3.990.830.760.570.560.560.65------------
Fixed Income High Yield1.50-0.22-0.02-0.070.750.120.960.140.40-0.14-0.511.22-1.12
Forex ( Currencies)8.830.510.852.45-0.120.671.06-1.371.981.120.270.780.36
Global Macro39.130.985.704.282.325.09-6.630.640.719.432.95-2.8412.23
Long Bias44.67------11.242.863.451.055.22-14.0618.008.181.63
Merger Arbitrage-0.020.21-0.22-0.051.540.85-0.150.480.15-0.710.39-0.25-2.21
Multi-Strategy/Diversified7.020.211.910.561.851.080.33-0.27-0.12-0.051.94-0.820.24
Options/Derivatives Strategies9.850.441.220.871.310.092.310.351.17-0.972.81-0.910.81
Private Equity23.432.664.800.021.532.630.48-3.401.0411.650.070.46--
Quantitative6.33-0.024.640.811.380.260.080.170.36-1.280.08-0.520.30
Regulation D8.13-0.571.99-0.561.414.331.780.420.84-3.789.40-6.59--
Venture Capital7.92--------0.010.010.023.0012.20-9.322.94--
Volatility11.82-1.33-1.371.290.940.786.9111.34-1.161.51-6.60-1.731.73
Other7.010.150.22-0.10-0.100.20-0.08-0.090.365.810.880.11-0.42
Currency (CTA)4.820.980.05-0.011.670.470.750.600.44-0.04-0.95-0.511.30
Diversified / Multi Strategy (CTA)2.02-0.540.810.10-0.851.720.321.170.19-3.260.930.560.95
Stock Index (CTA)-1.96-2.471.82-0.37-1.544.480.500.161.28-2.802.08-6.652.02
Systematic / Quantitative (CTA)4.09-0.660.13-1.311.910.630.491.080.32-0.702.960.44-1.20
Volatility (CTA)4.370.942.17-6.04-5.473.344.611.045.13-0.402.23-5.372.98

Last updated: 2022-01-22

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