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Morgan Hedge Strategy Indices

2022 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2022
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Aggressive Growth13.291.434.42-11.922.0110.465.460.961.22--------
Commodities4.36-3.43-2.537.05-1.76-1.657.051.92-1.76--------
Convertible Arbitrage-23.84-8.791.771.71-8.43-6.97-6.693.21-1.67--------
Equity Hedged-10.60-5.72-1.380.60-2.27-2.27-6.204.841.76--------
Equity Long only-12.03-2.29-4.22-1.17-2.34-0.73-2.502.40-1.75--------
Equity Long/Short-3.10-2.82-1.64-1.25-1.821.72-2.023.091.77--------
Event Driven-3.29-0.141.21-0.64-0.68-3.05--------------
Fixed Income-3.51-0.82-0.760.65-1.740.35-2.892.23-0.51--------
Fixed Income Arbitrage4.110.380.570.380.330.590.600.630.56--------
Fixed Income High Yield-6.95-2.21-0.77-4.11------------------
Forex ( Currencies)7.05-0.411.443.100.020.57-0.112.100.19--------
Global Macro27.627.118.7717.583.31-4.04-1.48-1.43-3.23--------
Long Bias-39.32-13.18-13.406.13-6.03-0.12-33.329.05-13.79--------
Merger Arbitrage8.91-0.080.721.44-0.260.52-0.205.990.61--------
Multi-Strategy/Diversified-1.27-1.010.551.42-0.91-1.12-1.740.990.59--------
Options/Derivatives Strategies-8.41-4.22-0.481.62-6.560.85-2.494.25-1.28--------
Quantitative0.26-1.300.19-0.480.60-0.60-1.592.990.51--------
Regulation D-11.81-4.69-1.94-0.88-2.52-2.22-0.900.520.27--------
Sector: Real Estate5.290.710.670.760.680.600.600.550.60--------
Sector: Other4.76-3.20-1.21-1.67-4.2213.38-0.011.890.70--------
Value-18.96-3.69-0.482.06-10.80-0.86-6.830.440.10--------
Venture Capital-1.49-1.43-0.43-0.20-0.04-0.73-0.09-0.121.57--------
Volatility-4.58-1.070.47-0.510.59-0.63-1.70-0.37-1.45--------
Other6.56-2.43-1.000.290.471.371.033.173.62--------
Currency (CTA)5.760.451.25-0.310.021.001.041.011.18--------
Diversified / Multi Strategy (CTA)1.950.020.160.700.270.300.49------------
Stock Index (CTA)0.911.912.103.032.03-4.77-5.09-1.994.15--------
Systematic / Quantitative (CTA)3.36-0.291.362.122.01-1.371.17-1.04-0.57--------
Volatility (CTA)-37.76-13.15-4.43-15.790.47-12.7010.69-7.31-1.06--------

Last updated: 2022-09-24

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