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Morgan Hedge Strategy Indices

2021 | More

MHX Aggregate and Category Index

ABSOLUTE ALPHA™ INDEX

MHX Strategy Index 2021

Strategy	YTD	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Aggressive Growth	1,084.30	-0.77	8.55	3.38	25.17	3.09	6.95	2.10	1.03	0.04	2.19	1.11	--
Commodities	37.18	5.81	5.31	9.46	-8.17	5.02	1.14	2.98	0.01	8.95	7.01	-3.96	--
Convertible Arbitrage	13.43	1.83	-0.22	-2.86	0.95	-0.53	-1.33	0.33	-0.89	-0.95	1.13	0.01	5.85
Equity Hedged	6.68	-0.21	2.75	0.46	5.08	-0.10	3.21	1.34	-1.25	-4.33	-0.57	-1.55	2.00
Equity Long only	7.27	3.36	1.18	-0.97	2.24	2.18	0.78	-3.11	1.69	-3.21	3.86	-1.40	0.75
Equity Long/Short	70.00	20.23	10.70	6.46	6.48	8.63	8.48	-1.87	0.32	-1.71	-0.58	-1.62	1.02
Event Driven	21.88	4.78	4.11	2.35	2.18	3.43	1.82	-0.31	1.07	0.67	--	--	--
Fixed Income	1.21	-0.21	-0.35	-0.24	0.85	0.40	0.77	0.19	0.11	-0.06	-0.09	-0.95	0.81
Fixed Income Arbitrage	3.99	0.83	0.76	0.57	0.56	0.56	0.65	--	--	--	--	--	--
Fixed Income High Yield	1.50	-0.22	-0.02	-0.07	0.75	0.12	0.96	0.14	0.40	-0.14	-0.51	1.22	-1.12
Forex ( Currencies)	8.83	0.51	0.85	2.45	-0.12	0.67	1.06	-1.37	1.98	1.12	0.27	0.78	0.36
Global Macro	39.13	0.98	5.70	4.28	2.32	5.09	-6.63	0.64	0.71	9.43	2.95	-2.84	12.23
Long Bias	44.67	--	--	--	11.24	2.86	3.45	1.05	5.22	-14.06	18.00	8.18	1.63
Merger Arbitrage	-0.02	0.21	-0.22	-0.05	1.54	0.85	-0.15	0.48	0.15	-0.71	0.39	-0.25	-2.21
Multi-Strategy/Diversified	7.02	0.21	1.91	0.56	1.85	1.08	0.33	-0.27	-0.12	-0.05	1.94	-0.82	0.24
Options/Derivatives Strategies	9.85	0.44	1.22	0.87	1.31	0.09	2.31	0.35	1.17	-0.97	2.81	-0.91	0.81
Private Equity	23.43	2.66	4.80	0.02	1.53	2.63	0.48	-3.40	1.04	11.65	0.07	0.46	--
Quantitative	6.33	-0.02	4.64	0.81	1.38	0.26	0.08	0.17	0.36	-1.28	0.08	-0.52	0.30
Regulation D	8.13	-0.57	1.99	-0.56	1.41	4.33	1.78	0.42	0.84	-3.78	9.40	-6.59	--
Venture Capital	7.92	--	--	--	--	0.01	0.01	0.02	3.00	12.20	-9.32	2.94	--
Volatility	11.82	-1.33	-1.37	1.29	0.94	0.78	6.91	11.34	-1.16	1.51	-6.60	-1.73	1.73
Other	7.01	0.15	0.22	-0.10	-0.10	0.20	-0.08	-0.09	0.36	5.81	0.88	0.11	-0.42
Currency (CTA)	4.82	0.98	0.05	-0.01	1.67	0.47	0.75	0.60	0.44	-0.04	-0.95	-0.51	1.30
Diversified / Multi Strategy (CTA)	2.02	-0.54	0.81	0.10	-0.85	1.72	0.32	1.17	0.19	-3.26	0.93	0.56	0.95
Stock Index (CTA)	-1.96	-2.47	1.82	-0.37	-1.54	4.48	0.50	0.16	1.28	-2.80	2.08	-6.65	2.02
Systematic / Quantitative (CTA)	4.09	-0.66	0.13	-1.31	1.91	0.63	0.49	1.08	0.32	-0.70	2.96	0.44	-1.20
Volatility (CTA)	4.37	0.94	2.17	-6.04	-5.47	3.34	4.61	1.04	5.13	-0.40	2.23	-5.37	2.98

Last updated: 2022-01-22

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