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Morgan Hedge Fund Database
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Morgan Hedge Strategy Indices

2023 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2023
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Commodities-13.311.35-3.683.100.824.65-10.00-4.66-3.23-1.68------
Convertible Arbitrage-2.585.61-2.890.42-0.83-1.493.943.77-2.50-2.81-5.26----
Equity Hedged-4.878.02-2.38-4.54-0.861.643.33-1.10-2.60-0.17-5.61----
Equity Long only6.627.15-2.482.800.61-0.213.294.15-3.06-2.47-2.80----
Equity Long/Short-0.492.38-1.260.950.26-1.411.961.24-1.04-1.64-1.82----
Event Driven14.794.781.430.441.390.494.740.900.281.60-1.95----
Fixed Income-0.781.91-2.330.350.28-0.540.611.16-0.17-0.90-1.09----
Fixed Income Arbitrage-2.060.420.400.420.20-4.890.260.260.340.340.30----
Forex ( Currencies)3.480.870.241.610.172.14-0.03-1.930.10-0.370.68----
Global Macro-13.57-2.81-2.67-10.621.41-1.7411.07-5.82-7.243.142.51----
Long Bias29.135.25-8.0027.703.743.7823.576.01-6.29-15.79-6.17----
Market Neutral1.574.69-2.070.86-1.243.113.151.82-0.77-2.91-4.67----
Merger Arbitrage10.65-0.101.01-0.12-0.08-0.881.290.071.851.236.07----
Multi-Strategy/Diversified3.323.14-1.422.041.110.620.891.38-1.29-2.14-0.93----
Options/Derivatives Strategies6.952.93-0.291.700.111.470.821.50-0.01-1.870.46----
Private Equity9.899.89----------------------
Quantitative3.655.94-1.520.97-0.75-2.742.002.02-0.42-0.30-1.32----
Regulation D1.481.35-1.330.070.570.010.82------------
Sector: Real Estate6.610.450.470.650.580.750.650.660.650.660.90----
Sector: Other5.041.490.481.070.300.610.500.49----------
Value3.344.59-2.750.80-0.83-0.593.886.06-7.20--------
Volatility2.680.01-1.361.130.46-2.605.06-1.171.23-1.161.24----
Other2.75-2.520.251.35-0.19-0.441.70-1.20-0.27-1.205.45----
Currency (CTA)4.121.660.950.66-0.070.081.32-0.540.54-1.250.72----
Diversified / Multi Strategy (CTA)5.480.090.240.630.180.600.940.340.570.771.01----
Stock Index (CTA)-7.22-0.953.151.011.062.030.87-9.620.27-3.91-0.75----
Systematic / Quantitative (CTA)-1.28-0.09-0.79-2.193.101.260.36-1.34-1.620.93-0.79----
Volatility (CTA)16.00-9.46-1.8912.11-5.8511.500.98-3.927.10-5.0312.44----

Last updated: 2023-11-25

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