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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
Convertible Arbitrage-13.55-8.791.771.71-8.43----------------
Equity Hedged-14.38-7.15-1.80-2.31-3.88----------------
Equity Long only-9.32-2.29-4.22-1.17-1.96----------------
Equity Long/Short-10.31-3.45-1.83-1.64-3.80----------------
Event Driven0.43-0.141.21-0.64------------------
Fixed Income-2.65-0.82-0.760.65-1.74----------------
Fixed Income Arbitrage1.340.380.570.38------------------
Fixed Income High Yield-6.95-2.21-0.77-4.11------------------
Forex ( Currencies)4.17-0.411.443.100.02----------------
Global Macro33.977.829.8318.80-4.77----------------
Long Bias-0.12-13.18-13.406.13-3.16----------------
Merger Arbitrage1.60-0.080.501.44-0.26----------------
Multi-Strategy/Diversified-1.64-1.010.551.42-2.56----------------
Options/Derivatives Strategies-15.77-6.78-1.202.52-10.80----------------
Quantitative-1.16-1.510.22-0.560.70----------------
Regulation D-7.36-4.69-1.94-0.88------------------
Sector: Other-4.37-3.20-1.21--------------------
Value-25.40-11.080.652.52-18.70----------------
Volatility-0.51-1.070.47-0.510.59----------------
Other-2.54-2.81-0.931.23------------------
Currency (CTA)1.410.451.25-0.310.02----------------
Diversified / Multi Strategy (CTA)1.150.020.160.700.27----------------
Stock Index (CTA)9.381.912.103.032.03----------------
Systematic / Quantitative (CTA)2.89-0.651.130.991.40----------------
Volatility (CTA)-30.10-13.15-4.43-15.79------------------

Last updated: 2022-05-21

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