Morgan Hedge Strategy Indices2025 | 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 2025 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Convertible Arbitrage | 1.78 | 1.07 | -0.20 | -2.29 | -2.91 | 1.05 | 1.04 | 1.14 | 0.97 | 2.01 | -- | -- | -- | | Equity Hedged | 4.39 | 4.89 | -3.34 | -5.21 | -2.37 | 4.18 | 2.62 | -0.29 | 1.80 | 2.52 | -- | -- | -- | | Equity Long only | 30.93 | 2.33 | 4.48 | 1.58 | -2.89 | 5.29 | 2.46 | 2.46 | 3.86 | 8.14 | -- | -- | -- | | Equity Long/Short | 12.51 | 2.57 | 0.84 | -1.86 | 0.32 | 3.47 | 2.38 | 0.06 | -0.71 | 4.98 | -- | -- | -- | | Forex ( Currencies) | -0.22 | 0.28 | 0.98 | -2.25 | 1.92 | 1.29 | -0.51 | 0.50 | -2.58 | 0.23 | -- | -- | -- | | Global Macro | -8.70 | 8.30 | -4.32 | -1.72 | -12.63 | -1.55 | -2.04 | -1.77 | 5.63 | 2.54 | -- | -- | -- | | Long Bias | 54.80 | 1.50 | 1.63 | -4.95 | 0.58 | 17.22 | 12.66 | 0.97 | 9.44 | 6.99 | -- | -- | -- | | Merger Arbitrage | 7.95 | 0.94 | 3.72 | -0.26 | -0.88 | 1.47 | 0.64 | 0.99 | 0.89 | 0.25 | -- | -- | -- | | Multi-Strategy/Diversified | 11.23 | 1.84 | 1.16 | 1.23 | 0.34 | 0.66 | 1.53 | 1.45 | 2.91 | -0.37 | -- | -- | -- | | Options/Derivatives Strategies | 5.62 | 2.66 | 1.51 | 1.36 | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Quantitative | -3.27 | -3.01 | -1.23 | -4.93 | -1.86 | 3.97 | 2.13 | 1.49 | 0.64 | -0.21 | -- | -- | -- | | Sector: Real Estate | 6.32 | 0.76 | 0.75 | 0.75 | 0.65 | 0.76 | 0.55 | 0.67 | 0.56 | 0.70 | -- | -- | -- | | Special Situations | 12.65 | 2.30 | 1.78 | 1.93 | 1.90 | 1.61 | 1.29 | 0.28 | 0.70 | 0.22 | -- | -- | -- | | Value | 17.61 | -3.03 | -2.54 | -8.81 | -3.36 | 10.42 | 10.83 | 1.71 | 3.11 | 10.03 | -- | -- | -- | | Volatility | -1.29 | -0.26 | 0.12 | 0.35 | -2.14 | 1.66 | -1.45 | 0.08 | -0.16 | 0.55 | -- | -- | -- | | Other | -0.98 | -2.12 | -0.20 | 0.31 | -0.17 | -0.49 | 2.04 | -1.45 | 1.15 | -- | -- | -- | -- | | Currency (CTA) | 0.83 | 0.49 | 0.07 | -3.95 | 2.63 | 0.56 | 0.18 | 0.97 | 0.23 | -0.24 | -- | -- | -- | | Diversified / Multi Strategy (CTA) | 1.63 | 0.27 | 0.35 | 0.53 | 0.86 | 0.27 | -0.25 | -0.41 | 0.16 | -0.15 | -- | -- | -- | | Stock Index (CTA) | -0.44 | 1.51 | 1.13 | 2.58 | 0.78 | 1.68 | -6.91 | -0.42 | -0.95 | 0.48 | -- | -- | -- | | Systematic / Quantitative (CTA) | -5.45 | 0.70 | -2.60 | -1.84 | -5.19 | -1.78 | -0.31 | 0.53 | 1.53 | 3.64 | -- | -- | -- |
Last updated: 2025-11-01  Login to download the Morgan Hedge Strategy Index |
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