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Morgan Hedge Strategy Indices

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

MHX Strategy Index  2021
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Aggressive Growth1,046.20-0.778.553.3825.173.096.952.101.030.04------
Commodities40.265.575.319.46-8.175.021.142.980.0114.74------
Convertible Arbitrage5.961.83-0.22-2.860.95-0.53-1.330.33-0.89-0.95------
Equity Hedged6.82-0.212.750.465.08-0.103.211.34-1.27-4.33------
Equity Long only4.063.361.18-0.972.242.180.78-3.111.69-3.13------
Equity Long/Short72.0520.2310.706.466.488.638.48-1.870.32-1.71------
Event Driven25.906.263.522.772.433.543.260.291.39--------
Fixed Income1.46-0.21-0.35-0.240.850.400.770.190.11-0.06------
Fixed Income Arbitrage3.990.830.760.570.560.560.65------------
Fixed Income High Yield1.93-0.22-0.02-0.070.750.120.960.140.40-0.14------
Forex ( Currencies)7.320.510.852.45-0.120.671.06-1.371.981.12------
Global Macro30.450.985.704.282.325.09-6.630.611.5914.22------
Long Bias11.51------11.242.863.451.055.22-14.06------
Merger Arbitrage0.690.21-0.22-0.051.540.85-0.150.480.15-2.08------
Multi-Strategy/Diversified6.220.211.910.561.851.080.33-0.21-0.120.45------
Options/Derivatives Strategies6.970.441.220.871.310.092.310.351.17-0.97------
Private Equity22.772.664.800.021.532.630.48-3.401.0411.65------
Quantitative6.77-0.024.640.811.380.260.080.170.36-1.01------
Regulation D5.81-0.571.99-0.561.414.331.780.420.84-3.78------
Volatility19.77-1.33-1.371.290.940.786.9111.34-1.161.51------
Other1.100.150.22-0.10-0.100.20-0.08-0.090.790.10------
Currency (CTA)5.000.980.05-0.011.670.470.750.600.44-0.04------
Diversified / Multi Strategy (CTA)-6.64-1.481.23-0.31-2.082.56-0.281.78-0.50-7.41------
Stock Index (CTA)0.28-2.471.25-0.37-1.544.480.500.161.28-2.80------
Systematic / Quantitative (CTA)3.25-0.660.13-1.311.910.630.491.080.320.65------
Volatility (CTA)4.760.942.17-6.04-5.473.344.611.045.13-0.40------

Last updated: 2021-10-23

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