Morgan Hedge Strategy Indices2023 | 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 2023 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Commodities | -13.31 | 1.35 | -3.68 | 3.10 | 0.82 | 4.65 | -10.00 | -4.66 | -3.23 | -1.68 | -- | -- | -- | | Convertible Arbitrage | -2.58 | 5.61 | -2.89 | 0.42 | -0.83 | -1.49 | 3.94 | 3.77 | -2.50 | -2.81 | -5.26 | -- | -- | | Equity Hedged | -4.87 | 8.02 | -2.38 | -4.54 | -0.86 | 1.64 | 3.33 | -1.10 | -2.60 | -0.17 | -5.61 | -- | -- | | Equity Long only | 6.62 | 7.15 | -2.48 | 2.80 | 0.61 | -0.21 | 3.29 | 4.15 | -3.06 | -2.47 | -2.80 | -- | -- | | Equity Long/Short | -0.49 | 2.38 | -1.26 | 0.95 | 0.26 | -1.41 | 1.96 | 1.24 | -1.04 | -1.64 | -1.82 | -- | -- | | Event Driven | 14.79 | 4.78 | 1.43 | 0.44 | 1.39 | 0.49 | 4.74 | 0.90 | 0.28 | 1.60 | -1.95 | -- | -- | | Fixed Income | -0.78 | 1.91 | -2.33 | 0.35 | 0.28 | -0.54 | 0.61 | 1.16 | -0.17 | -0.90 | -1.09 | -- | -- | | Fixed Income Arbitrage | -2.06 | 0.42 | 0.40 | 0.42 | 0.20 | -4.89 | 0.26 | 0.26 | 0.34 | 0.34 | 0.30 | -- | -- | | Forex ( Currencies) | 3.48 | 0.87 | 0.24 | 1.61 | 0.17 | 2.14 | -0.03 | -1.93 | 0.10 | -0.37 | 0.68 | -- | -- | | Global Macro | -13.57 | -2.81 | -2.67 | -10.62 | 1.41 | -1.74 | 11.07 | -5.82 | -7.24 | 3.14 | 2.51 | -- | -- | | Long Bias | 29.13 | 5.25 | -8.00 | 27.70 | 3.74 | 3.78 | 23.57 | 6.01 | -6.29 | -15.79 | -6.17 | -- | -- | | Market Neutral | 1.57 | 4.69 | -2.07 | 0.86 | -1.24 | 3.11 | 3.15 | 1.82 | -0.77 | -2.91 | -4.67 | -- | -- | | Merger Arbitrage | 10.65 | -0.10 | 1.01 | -0.12 | -0.08 | -0.88 | 1.29 | 0.07 | 1.85 | 1.23 | 6.07 | -- | -- | | Multi-Strategy/Diversified | 3.32 | 3.14 | -1.42 | 2.04 | 1.11 | 0.62 | 0.89 | 1.38 | -1.29 | -2.14 | -0.93 | -- | -- | | Options/Derivatives Strategies | 6.95 | 2.93 | -0.29 | 1.70 | 0.11 | 1.47 | 0.82 | 1.50 | -0.01 | -1.87 | 0.46 | -- | -- | | Private Equity | 9.89 | 9.89 | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Quantitative | 3.65 | 5.94 | -1.52 | 0.97 | -0.75 | -2.74 | 2.00 | 2.02 | -0.42 | -0.30 | -1.32 | -- | -- | | Regulation D | 1.48 | 1.35 | -1.33 | 0.07 | 0.57 | 0.01 | 0.82 | -- | -- | -- | -- | -- | -- | | Sector: Real Estate | 6.61 | 0.45 | 0.47 | 0.65 | 0.58 | 0.75 | 0.65 | 0.66 | 0.65 | 0.66 | 0.90 | -- | -- | | Sector: Other | 5.04 | 1.49 | 0.48 | 1.07 | 0.30 | 0.61 | 0.50 | 0.49 | -- | -- | -- | -- | -- | | Value | 3.34 | 4.59 | -2.75 | 0.80 | -0.83 | -0.59 | 3.88 | 6.06 | -7.20 | -- | -- | -- | -- | | Volatility | 2.68 | 0.01 | -1.36 | 1.13 | 0.46 | -2.60 | 5.06 | -1.17 | 1.23 | -1.16 | 1.24 | -- | -- | | Other | 2.75 | -2.52 | 0.25 | 1.35 | -0.19 | -0.44 | 1.70 | -1.20 | -0.27 | -1.20 | 5.45 | -- | -- | | Currency (CTA) | 4.12 | 1.66 | 0.95 | 0.66 | -0.07 | 0.08 | 1.32 | -0.54 | 0.54 | -1.25 | 0.72 | -- | -- | | Diversified / Multi Strategy (CTA) | 5.48 | 0.09 | 0.24 | 0.63 | 0.18 | 0.60 | 0.94 | 0.34 | 0.57 | 0.77 | 1.01 | -- | -- | | Stock Index (CTA) | -7.22 | -0.95 | 3.15 | 1.01 | 1.06 | 2.03 | 0.87 | -9.62 | 0.27 | -3.91 | -0.75 | -- | -- | | Systematic / Quantitative (CTA) | -1.28 | -0.09 | -0.79 | -2.19 | 3.10 | 1.26 | 0.36 | -1.34 | -1.62 | 0.93 | -0.79 | -- | -- | | Volatility (CTA) | 16.00 | -9.46 | -1.89 | 12.11 | -5.85 | 11.50 | 0.98 | -3.92 | 7.10 | -5.03 | 12.44 | -- | -- |
Last updated: 2023-11-25  Login to download the Morgan Hedge Strategy Index |
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