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Morgan Hedge Fund Database
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Morgan Hedge Strategy Indices

2026 | More
  Hedge Fund Index  MHX Aggregate and Category Index
  Hedge Fund Index  Morgan Hedge MHX ABSOLUTE ALPHA™ INDEX

MHX Strategy Index  2026
StrategyYTDJanFebMarAprMayJunJulAugSepOctNovDec
Equity Hedged1.311.31----------------------
Equity Long only1.771.77----------------------
Equity Long/Short0.910.91----------------------
Forex ( Currencies)-0.35-0.35----------------------
Global Macro2.322.32----------------------
Long Bias8.348.34----------------------
Merger Arbitrage-0.07-0.07----------------------
Multi-Strategy/Diversified3.303.30----------------------
Quantitative-1.45-1.45----------------------
Value1.061.06----------------------
Volatility0.010.01----------------------
Currency (CTA)-0.05-0.05----------------------
Diversified / Multi Strategy (CTA)1.311.31----------------------
Stock Index (CTA)0.140.14----------------------
Systematic / Quantitative (CTA)0.940.94----------------------

Last updated: 2026-02-21

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