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Morgan Hedge Fund Database
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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 Growth34.762.552.623.054.884.033.714.495.12--------
Commodities10.921.65-0.6010.61-1.78-0.72-1.713.55----------
Equity Hedged4.48-0.26-4.74-11.3311.186.50-1.903.483.17--------
Equity Long only2.98-0.43-4.65-13.879.343.811.653.895.05--------
Equity Long/Short-1.52-0.50-4.87-7.103.773.391.201.631.50--------
Event Driven-23.214.34-9.25-21.95-0.531.61-3.896.96----------
Fixed Income-22.452.78-24.55--------------------
Fixed Income High Yield1.110.08-0.40-1.521.190.59-0.070.760.50--------
Forex ( Currencies)7.272.572.97-0.50-0.10-0.611.200.461.12--------
Global Macro33.166.631.988.374.26-1.70-2.8912.121.26--------
Merger Arbitrage-1.55-0.04-0.36-2.851.98-0.850.350.140.13--------
Fixed Income Mortgages-17.411.430.44-24.890.662.483.160.580.84--------
Multi-Strategy/Diversified3.110.130.03-3.651.501.521.701.090.87--------
Options/Derivatives Strategies12.570.01-11.1719.210.681.12-1.462.153.73--------
Private Equity48.132.101.843.255.885.576.257.937.64--------
Quantitative-10.54-0.89-4.93-3.331.35-0.65-3.051.07-0.45--------
Regulation D6.171.48-0.96-5.704.252.971.562.76----------
Value-20.29-3.53-8.35-34.0911.817.602.794.216.14--------
Volatility5.571.15-0.742.853.352.07-1.03-2.180.09--------
Other-4.66-0.01-2.16-2.540.840.320.48-0.21-1.43--------
Currency (CTA)-10.29-0.980.39-11.090.61-0.170.230.550.27--------
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)9.65-0.27-3.693.391.751.640.913.132.60--------
Systematic / Quantitative (CTA)8.332.302.661.100.901.74-1.041.22-0.78--------
Volatility (CTA)-32.03-4.59-4.89-18.350.33-5.89-9.747.63----------

Last updated: 2020-09-19

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