Morgan Hedge Strategy Indices2021 | 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 2021 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Aggressive Growth | 1,046.20 | -0.77 | 8.55 | 3.38 | 25.17 | 3.09 | 6.95 | 2.10 | 1.03 | 0.04 | -- | -- | -- | | Commodities | 40.26 | 5.57 | 5.31 | 9.46 | -8.17 | 5.02 | 1.14 | 2.98 | 0.01 | 14.74 | -- | -- | -- | | Convertible Arbitrage | 5.96 | 1.83 | -0.22 | -2.86 | 0.95 | -0.53 | -1.33 | 0.33 | -0.89 | -0.95 | -- | -- | -- | | Equity Hedged | 6.82 | -0.21 | 2.75 | 0.46 | 5.08 | -0.10 | 3.21 | 1.34 | -1.27 | -4.33 | -- | -- | -- | | Equity Long only | 4.06 | 3.36 | 1.18 | -0.97 | 2.24 | 2.18 | 0.78 | -3.11 | 1.69 | -3.13 | -- | -- | -- | | Equity Long/Short | 72.05 | 20.23 | 10.70 | 6.46 | 6.48 | 8.63 | 8.48 | -1.87 | 0.32 | -1.71 | -- | -- | -- | | Event Driven | 25.90 | 6.26 | 3.52 | 2.77 | 2.43 | 3.54 | 3.26 | 0.29 | 1.39 | -- | -- | -- | -- | | Fixed Income | 1.46 | -0.21 | -0.35 | -0.24 | 0.85 | 0.40 | 0.77 | 0.19 | 0.11 | -0.06 | -- | -- | -- | | Fixed Income Arbitrage | 3.99 | 0.83 | 0.76 | 0.57 | 0.56 | 0.56 | 0.65 | -- | -- | -- | -- | -- | -- | | Fixed Income High Yield | 1.93 | -0.22 | -0.02 | -0.07 | 0.75 | 0.12 | 0.96 | 0.14 | 0.40 | -0.14 | -- | -- | -- | | Forex ( Currencies) | 7.32 | 0.51 | 0.85 | 2.45 | -0.12 | 0.67 | 1.06 | -1.37 | 1.98 | 1.12 | -- | -- | -- | | Global Macro | 30.45 | 0.98 | 5.70 | 4.28 | 2.32 | 5.09 | -6.63 | 0.61 | 1.59 | 14.22 | -- | -- | -- | | Long Bias | 11.51 | -- | -- | -- | 11.24 | 2.86 | 3.45 | 1.05 | 5.22 | -14.06 | -- | -- | -- | | Merger Arbitrage | 0.69 | 0.21 | -0.22 | -0.05 | 1.54 | 0.85 | -0.15 | 0.48 | 0.15 | -2.08 | -- | -- | -- | | Multi-Strategy/Diversified | 6.22 | 0.21 | 1.91 | 0.56 | 1.85 | 1.08 | 0.33 | -0.21 | -0.12 | 0.45 | -- | -- | -- | | Options/Derivatives Strategies | 6.97 | 0.44 | 1.22 | 0.87 | 1.31 | 0.09 | 2.31 | 0.35 | 1.17 | -0.97 | -- | -- | -- | | Private Equity | 22.77 | 2.66 | 4.80 | 0.02 | 1.53 | 2.63 | 0.48 | -3.40 | 1.04 | 11.65 | -- | -- | -- | | Quantitative | 6.77 | -0.02 | 4.64 | 0.81 | 1.38 | 0.26 | 0.08 | 0.17 | 0.36 | -1.01 | -- | -- | -- | | Regulation D | 5.81 | -0.57 | 1.99 | -0.56 | 1.41 | 4.33 | 1.78 | 0.42 | 0.84 | -3.78 | -- | -- | -- | | Volatility | 19.77 | -1.33 | -1.37 | 1.29 | 0.94 | 0.78 | 6.91 | 11.34 | -1.16 | 1.51 | -- | -- | -- | | Other | 1.10 | 0.15 | 0.22 | -0.10 | -0.10 | 0.20 | -0.08 | -0.09 | 0.79 | 0.10 | -- | -- | -- | | Currency (CTA) | 5.00 | 0.98 | 0.05 | -0.01 | 1.67 | 0.47 | 0.75 | 0.60 | 0.44 | -0.04 | -- | -- | -- | | Diversified / Multi Strategy (CTA) | -6.64 | -1.48 | 1.23 | -0.31 | -2.08 | 2.56 | -0.28 | 1.78 | -0.50 | -7.41 | -- | -- | -- | | Stock Index (CTA) | 0.28 | -2.47 | 1.25 | -0.37 | -1.54 | 4.48 | 0.50 | 0.16 | 1.28 | -2.80 | -- | -- | -- | | Systematic / Quantitative (CTA) | 3.25 | -0.66 | 0.13 | -1.31 | 1.91 | 0.63 | 0.49 | 1.08 | 0.32 | 0.65 | -- | -- | -- | | Volatility (CTA) | 4.76 | 0.94 | 2.17 | -6.04 | -5.47 | 3.34 | 4.61 | 1.04 | 5.13 | -0.40 | -- | -- | -- |
Last updated: 2021-10-23  Login to download the Morgan Hedge Strategy Index |
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