Morgan Hedge Strategy Indices2025 | MorePlease upgrade to a Premium Membership to view and download the complete 15+ Years index history.
 MHX Aggregate and Category Index
ABSOLUTE ALPHA™ INDEXMHX Strategy Index 2025 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Aggressive Growth | 1,375,750.00 | 70.00 | 85.00 | 100.00 | 140.00 | 320.00 | 400.00 | 520.00 | 600.00 | -- | -- | -- | -- | | Convertible Arbitrage | 1.78 | 1.07 | -0.20 | -2.29 | -2.91 | 1.05 | 1.04 | 1.14 | 0.97 | 2.01 | -- | -- | -- | | Equity Hedged | 5.15 | 4.89 | -3.34 | -5.21 | -2.37 | 4.18 | 2.62 | -0.29 | 1.80 | 2.58 | -0.47 | 0.45 | 0.70 | | Equity Long only | 30.96 | 2.32 | 3.77 | 1.13 | -1.78 | 5.70 | 2.35 | 2.69 | 3.50 | 8.63 | -0.34 | -1.17 | 0.94 | | Equity Long/Short | 27.09 | -1.27 | 9.04 | -5.69 | 3.00 | 6.33 | -0.79 | -1.91 | 2.02 | 12.76 | 2.57 | -1.69 | 1.25 | | Forex ( Currencies) | -1.06 | 0.28 | 0.98 | -2.25 | 1.92 | 1.29 | -0.51 | 0.50 | -2.58 | 0.23 | -0.71 | 0.06 | -0.19 | | Global Macro | 7.14 | 8.30 | -4.32 | -1.72 | -12.63 | -1.55 | -2.04 | -1.77 | 5.63 | 2.53 | 2.88 | 4.06 | 9.62 | | Long Bias | 60.41 | 1.50 | 1.63 | -4.95 | 0.58 | 17.22 | 12.66 | 0.97 | 9.44 | 6.99 | 6.18 | 1.32 | -3.68 | | Merger Arbitrage | 8.71 | 0.94 | 3.72 | -0.26 | -0.88 | 1.47 | 0.64 | 0.99 | 0.89 | 0.25 | -0.22 | 0.67 | 0.26 | | Multi-Strategy/Diversified | 9.27 | 2.81 | -0.64 | -1.28 | 0.24 | 0.42 | 2.79 | 2.18 | 3.29 | 1.13 | 0.82 | -2.62 | -0.09 | | Options/Derivatives Strategies | 5.62 | 2.66 | 1.51 | 1.36 | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Quantitative | 9.19 | -0.44 | 0.62 | -1.74 | 0.01 | 3.42 | 1.90 | 1.59 | 1.04 | 1.22 | 0.41 | 0.00 | 0.88 | | Sector: Real Estate | 8.27 | 0.76 | 0.75 | 0.75 | 0.65 | 0.76 | 0.55 | 0.67 | 0.56 | 0.65 | 0.66 | 0.65 | 0.56 | | Special Situations | 16.27 | 2.30 | 1.78 | 1.93 | 1.90 | 1.61 | 1.29 | 0.28 | 0.70 | 0.22 | 0.54 | 1.07 | 1.58 | | Value | 20.29 | -3.03 | -2.54 | -8.81 | -3.36 | 10.42 | 10.83 | 1.71 | 3.11 | 10.03 | 4.86 | -3.63 | 1.21 | | Volatility | -1.27 | -0.26 | 0.12 | 0.35 | -2.14 | 1.66 | -1.45 | 0.08 | -0.16 | 0.55 | 0.00 | 0.11 | -0.08 | | Other | 1.42 | -2.12 | -0.20 | 0.31 | -0.17 | -0.49 | 2.04 | -1.45 | 1.15 | 0.83 | 0.31 | 1.27 | -- | | Currency (CTA) | 1.25 | 0.49 | 0.07 | -3.95 | 2.63 | 0.56 | 0.18 | 0.97 | 0.23 | -0.24 | 0.37 | 0.29 | -0.24 | | Diversified / Multi Strategy (CTA) | 3.65 | 0.27 | 0.35 | 0.53 | 0.86 | 0.27 | -0.25 | -0.41 | 0.16 | -0.15 | 1.30 | 0.53 | 0.16 | | Stock Index (CTA) | 3.06 | 1.51 | 1.13 | 2.58 | 0.78 | 1.68 | -6.91 | -0.42 | -0.95 | 0.48 | 0.62 | 1.47 | 1.39 | | Systematic / Quantitative (CTA) | -3.47 | 0.70 | -2.60 | -1.84 | -5.19 | -1.78 | -0.31 | 0.53 | 1.53 | 3.64 | 0.85 | -0.86 | 2.12 |
Last updated: 2026-01-31  Login to download the Morgan Hedge Strategy Index |
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