Morgan Hedge Strategy Indices2020 | 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 2020 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Activist | -21.75 | 1.66 | -5.46 | -23.09 | 1.37 | 4.52 | -0.08 | -- | -- | -- | -- | -- | -- | | Aggressive Growth | 34.76 | 2.55 | 2.62 | 3.05 | 4.88 | 4.03 | 3.71 | 4.49 | 5.12 | -- | -- | -- | -- | | Commodities | 10.92 | 1.65 | -0.60 | 10.61 | -1.78 | -0.72 | -1.71 | 3.55 | -- | -- | -- | -- | -- | | Equity Hedged | 4.48 | -0.26 | -4.74 | -11.33 | 11.18 | 6.50 | -1.90 | 3.48 | 3.17 | -- | -- | -- | -- | | Equity Long only | 2.98 | -0.43 | -4.65 | -13.87 | 9.34 | 3.81 | 1.65 | 3.89 | 5.05 | -- | -- | -- | -- | | Equity Long/Short | -1.52 | -0.50 | -4.87 | -7.10 | 3.77 | 3.39 | 1.20 | 1.63 | 1.50 | -- | -- | -- | -- | | Event Driven | -23.21 | 4.34 | -9.25 | -21.95 | -0.53 | 1.61 | -3.89 | 6.96 | -- | -- | -- | -- | -- | | Fixed Income | -22.45 | 2.78 | -24.55 | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Fixed Income High Yield | 1.11 | 0.08 | -0.40 | -1.52 | 1.19 | 0.59 | -0.07 | 0.76 | 0.50 | -- | -- | -- | -- | | Forex ( Currencies) | 7.27 | 2.57 | 2.97 | -0.50 | -0.10 | -0.61 | 1.20 | 0.46 | 1.12 | -- | -- | -- | -- | | Global Macro | 33.16 | 6.63 | 1.98 | 8.37 | 4.26 | -1.70 | -2.89 | 12.12 | 1.26 | -- | -- | -- | -- | | Merger Arbitrage | -1.55 | -0.04 | -0.36 | -2.85 | 1.98 | -0.85 | 0.35 | 0.14 | 0.13 | -- | -- | -- | -- | | Fixed Income Mortgages | -17.41 | 1.43 | 0.44 | -24.89 | 0.66 | 2.48 | 3.16 | 0.58 | 0.84 | -- | -- | -- | -- | | Multi-Strategy/Diversified | 3.11 | 0.13 | 0.03 | -3.65 | 1.50 | 1.52 | 1.70 | 1.09 | 0.87 | -- | -- | -- | -- | | Options/Derivatives Strategies | 12.57 | 0.01 | -11.17 | 19.21 | 0.68 | 1.12 | -1.46 | 2.15 | 3.73 | -- | -- | -- | -- | | Private Equity | 48.13 | 2.10 | 1.84 | 3.25 | 5.88 | 5.57 | 6.25 | 7.93 | 7.64 | -- | -- | -- | -- | | Quantitative | -10.54 | -0.89 | -4.93 | -3.33 | 1.35 | -0.65 | -3.05 | 1.07 | -0.45 | -- | -- | -- | -- | | Regulation D | 6.17 | 1.48 | -0.96 | -5.70 | 4.25 | 2.97 | 1.56 | 2.76 | -- | -- | -- | -- | -- | | Value | -20.29 | -3.53 | -8.35 | -34.09 | 11.81 | 7.60 | 2.79 | 4.21 | 6.14 | -- | -- | -- | -- | | Volatility | 5.57 | 1.15 | -0.74 | 2.85 | 3.35 | 2.07 | -1.03 | -2.18 | 0.09 | -- | -- | -- | -- | | Other | -4.66 | -0.01 | -2.16 | -2.54 | 0.84 | 0.32 | 0.48 | -0.21 | -1.43 | -- | -- | -- | -- | | Currency (CTA) | -10.29 | -0.98 | 0.39 | -11.09 | 0.61 | -0.17 | 0.23 | 0.55 | 0.27 | -- | -- | -- | -- | | Discretionary (CTA) | 4.99 | 4.99 | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Diversified / Multi Strategy (CTA) | -4.44 | 2.75 | -9.49 | 4.53 | 1.90 | 2.05 | -5.47 | -- | -- | -- | -- | -- | -- | | Financial (CTA) | 2.42 | 0.17 | 0.20 | -0.07 | 0.95 | 0.76 | 0.41 | -- | -- | -- | -- | -- | -- | | Interest Rates (CTA) | -1.62 | 0.84 | 1.00 | -4.18 | 0.36 | 0.30 | 0.15 | -- | -- | -- | -- | -- | -- | | Stock Index (CTA) | 9.65 | -0.27 | -3.69 | 3.39 | 1.75 | 1.64 | 0.91 | 3.13 | 2.60 | -- | -- | -- | -- | | Systematic / Quantitative (CTA) | 8.33 | 2.30 | 2.66 | 1.10 | 0.90 | 1.74 | -1.04 | 1.22 | -0.78 | -- | -- | -- | -- | | Volatility (CTA) | -32.03 | -4.59 | -4.89 | -18.35 | 0.33 | -5.89 | -9.74 | 7.63 | -- | -- | -- | -- | -- |
Last updated: 2020-09-19  Login to download the Morgan Hedge Strategy Index |
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