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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
Activist-21.751.66-5.46-23.091.374.52-0.08------------
Aggressive Growth46.612.552.623.054.884.033.714.495.125.033.58----
Commodities6.811.65-0.6010.61-1.78-0.72-1.713.55-0.76-2.97------
Equity Hedged0.54-0.26-4.74-11.3311.186.50-1.903.483.17-1.58-2.22----
Equity Long only1.07-0.43-4.65-13.879.343.811.653.894.74-1.910.36----
Equity Long/Short2.41-0.50-4.87-7.103.773.391.201.632.623.74-0.85----
Event Driven-24.934.34-9.25-21.95-0.531.61-3.896.96-2.23--------
Fixed Income-22.452.78-24.55--------------------
Fixed Income High Yield-1.770.08-0.40-1.521.190.59-0.070.760.50-1.75-1.12----
Forex ( Currencies)7.782.572.97-0.50-0.10-0.611.200.461.120.56-0.09----
Global Macro69.5313.3012.6816.5212.88-1.70-2.8912.120.96-3.69-2.99----
Market Neutral24.822.820.09-2.997.95-1.109.802.683.201.65-0.98----
Merger Arbitrage-1.25-0.04-0.36-2.851.98-0.850.350.140.070.290.08----
Fixed Income Mortgages-14.981.430.44-24.890.662.483.160.583.270.52------
Multi-Strategy/Diversified3.640.130.03-3.651.501.521.701.100.910.170.30----
Options/Derivatives Strategies10.420.01-11.1719.210.681.12-1.472.152.131.85-2.18----
Private Equity68.022.101.843.255.885.576.257.937.648.464.58----
Quantitative-11.18-0.89-4.93-3.331.35-0.65-3.051.30-0.09-0.10-1.22----
Regulation D8.831.48-0.96-5.704.252.971.562.762.120.160.22----
Value-23.46-3.53-8.35-34.0911.817.602.794.216.14-1.98-2.04----
Volatility5.611.15-0.742.853.352.07-1.03-2.180.09-0.030.07----
Other-4.46-0.01-2.16-2.540.840.320.48-0.12-0.43-0.81-0.07----
Currency (CTA)-9.11-0.980.39-11.090.61-0.170.230.550.270.081.23----
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)6.54-0.27-3.693.391.751.640.913.132.60-2.38-0.47----
Systematic / Quantitative (CTA)4.212.302.661.100.901.74-1.041.22-0.79-1.50-2.33----
Volatility (CTA)-31.02-4.59-4.89-18.350.33-5.89-9.747.630.47-0.411.42----

Last updated: 2020-11-28

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