Morgan Hedge Strategy Indices2022 | 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 2022 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Aggressive Growth | 13.29 | 1.43 | 4.42 | -11.92 | 2.01 | 10.46 | 5.46 | 0.96 | 1.22 | -- | -- | -- | -- | | Commodities | 4.36 | -3.43 | -2.53 | 7.05 | -1.76 | -1.65 | 7.05 | 1.92 | -1.76 | -- | -- | -- | -- | | Convertible Arbitrage | -23.84 | -8.79 | 1.77 | 1.71 | -8.43 | -6.97 | -6.69 | 3.21 | -1.67 | -- | -- | -- | -- | | Equity Hedged | -10.60 | -5.72 | -1.38 | 0.60 | -2.27 | -2.27 | -6.20 | 4.84 | 1.76 | -- | -- | -- | -- | | Equity Long only | -12.03 | -2.29 | -4.22 | -1.17 | -2.34 | -0.73 | -2.50 | 2.40 | -1.75 | -- | -- | -- | -- | | Equity Long/Short | -3.10 | -2.82 | -1.64 | -1.25 | -1.82 | 1.72 | -2.02 | 3.09 | 1.77 | -- | -- | -- | -- | | Event Driven | -3.29 | -0.14 | 1.21 | -0.64 | -0.68 | -3.05 | -- | -- | -- | -- | -- | -- | -- | | Fixed Income | -3.51 | -0.82 | -0.76 | 0.65 | -1.74 | 0.35 | -2.89 | 2.23 | -0.51 | -- | -- | -- | -- | | Fixed Income Arbitrage | 4.11 | 0.38 | 0.57 | 0.38 | 0.33 | 0.59 | 0.60 | 0.63 | 0.56 | -- | -- | -- | -- | | Fixed Income High Yield | -6.95 | -2.21 | -0.77 | -4.11 | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Forex ( Currencies) | 7.05 | -0.41 | 1.44 | 3.10 | 0.02 | 0.57 | -0.11 | 2.10 | 0.19 | -- | -- | -- | -- | | Global Macro | 27.62 | 7.11 | 8.77 | 17.58 | 3.31 | -4.04 | -1.48 | -1.43 | -3.23 | -- | -- | -- | -- | | Long Bias | -39.32 | -13.18 | -13.40 | 6.13 | -6.03 | -0.12 | -33.32 | 9.05 | -13.79 | -- | -- | -- | -- | | Merger Arbitrage | 8.91 | -0.08 | 0.72 | 1.44 | -0.26 | 0.52 | -0.20 | 5.99 | 0.61 | -- | -- | -- | -- | | Multi-Strategy/Diversified | -1.27 | -1.01 | 0.55 | 1.42 | -0.91 | -1.12 | -1.74 | 0.99 | 0.59 | -- | -- | -- | -- | | Options/Derivatives Strategies | -8.41 | -4.22 | -0.48 | 1.62 | -6.56 | 0.85 | -2.49 | 4.25 | -1.28 | -- | -- | -- | -- | | Quantitative | 0.26 | -1.30 | 0.19 | -0.48 | 0.60 | -0.60 | -1.59 | 2.99 | 0.51 | -- | -- | -- | -- | | Regulation D | -11.81 | -4.69 | -1.94 | -0.88 | -2.52 | -2.22 | -0.90 | 0.52 | 0.27 | -- | -- | -- | -- | | Sector: Real Estate | 5.29 | 0.71 | 0.67 | 0.76 | 0.68 | 0.60 | 0.60 | 0.55 | 0.60 | -- | -- | -- | -- | | Sector: Other | 4.76 | -3.20 | -1.21 | -1.67 | -4.22 | 13.38 | -0.01 | 1.89 | 0.70 | -- | -- | -- | -- | | Value | -18.96 | -3.69 | -0.48 | 2.06 | -10.80 | -0.86 | -6.83 | 0.44 | 0.10 | -- | -- | -- | -- | | Venture Capital | -1.49 | -1.43 | -0.43 | -0.20 | -0.04 | -0.73 | -0.09 | -0.12 | 1.57 | -- | -- | -- | -- | | Volatility | -4.58 | -1.07 | 0.47 | -0.51 | 0.59 | -0.63 | -1.70 | -0.37 | -1.45 | -- | -- | -- | -- | | Other | 6.56 | -2.43 | -1.00 | 0.29 | 0.47 | 1.37 | 1.03 | 3.17 | 3.62 | -- | -- | -- | -- | | Currency (CTA) | 5.76 | 0.45 | 1.25 | -0.31 | 0.02 | 1.00 | 1.04 | 1.01 | 1.18 | -- | -- | -- | -- | | Diversified / Multi Strategy (CTA) | 1.95 | 0.02 | 0.16 | 0.70 | 0.27 | 0.30 | 0.49 | -- | -- | -- | -- | -- | -- | | Stock Index (CTA) | 0.91 | 1.91 | 2.10 | 3.03 | 2.03 | -4.77 | -5.09 | -1.99 | 4.15 | -- | -- | -- | -- | | Systematic / Quantitative (CTA) | 3.36 | -0.29 | 1.36 | 2.12 | 2.01 | -1.37 | 1.17 | -1.04 | -0.57 | -- | -- | -- | -- | | Volatility (CTA) | -37.76 | -13.15 | -4.43 | -15.79 | 0.47 | -12.70 | 10.69 | -7.31 | -1.06 | -- | -- | -- | -- |
Last updated: 2022-09-24  Login to download the Morgan Hedge Strategy Index |
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