Morgan Hedge Strategy Indices2025 | 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 2025 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Convertible Arbitrage | -3.31 | 1.07 | -0.20 | -2.29 | -2.91 | 1.05 | -- | -- | -- | -- | -- | -- | -- | | Equity Hedged | -1.98 | 4.85 | -3.25 | -5.21 | -2.30 | 4.33 | -- | -- | -- | -- | -- | -- | -- | | Equity Long only | 6.79 | 2.22 | 1.71 | -0.51 | -1.15 | 5.38 | -- | -- | -- | -- | -- | -- | -- | | Equity Long/Short | 5.37 | 2.57 | 0.84 | -1.86 | 0.32 | 3.47 | -- | -- | -- | -- | -- | -- | -- | | Forex ( Currencies) | 2.19 | 0.28 | 0.98 | -2.25 | 1.92 | 1.29 | -- | -- | -- | -- | -- | -- | -- | | Global Macro | -13.77 | 8.30 | -4.32 | -1.72 | -12.63 | -3.09 | -- | -- | -- | -- | -- | -- | -- | | Long Bias | 15.59 | 1.50 | 1.63 | -4.95 | 0.58 | 17.22 | -- | -- | -- | -- | -- | -- | -- | | Merger Arbitrage | 5.03 | 0.94 | 3.72 | -0.26 | -0.88 | 1.47 | -- | -- | -- | -- | -- | -- | -- | | Multi-Strategy/Diversified | 2.14 | 0.46 | 0.69 | -0.19 | -0.76 | 1.94 | -- | -- | -- | -- | -- | -- | -- | | Options/Derivatives Strategies | 5.62 | 2.66 | 1.51 | 1.36 | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Quantitative | -7.07 | -3.01 | -1.23 | -4.93 | -1.86 | 3.97 | -- | -- | -- | -- | -- | -- | -- | | Sector: Real Estate | 3.66 | 0.76 | 0.75 | 0.75 | 0.65 | 0.70 | -- | -- | -- | -- | -- | -- | -- | | Value | -8.03 | -3.03 | -2.54 | -8.81 | -3.36 | 10.42 | -- | -- | -- | -- | -- | -- | -- | | Volatility | -0.31 | -0.26 | 0.12 | 0.35 | -2.14 | 1.66 | -- | -- | -- | -- | -- | -- | -- | | Other | 1.81 | -2.12 | -0.20 | 0.31 | -0.17 | -1.52 | -- | -- | -- | -- | -- | -- | -- | | Currency (CTA) | -0.31 | 0.49 | 0.07 | -3.95 | 2.63 | 0.56 | -- | -- | -- | -- | -- | -- | -- | | Diversified / Multi Strategy (CTA) | -1.03 | -0.11 | -0.27 | -0.04 | -0.25 | -0.36 | -- | -- | -- | -- | -- | -- | -- | | Stock Index (CTA) | 7.90 | 1.51 | 1.13 | 2.58 | 0.78 | 1.68 | -- | -- | -- | -- | -- | -- | -- | | Systematic / Quantitative (CTA) | -10.31 | 0.70 | -2.60 | -1.84 | -5.19 | -1.76 | -- | -- | -- | -- | -- | -- | -- |
Last updated: 2025-07-01  Login to download the Morgan Hedge Strategy Index |
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