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
Morgan Hedge MHX ABSOLUTE ALPHA™ INDEXMHX Strategy Index 2025 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Convertible Arbitrage | -1.19 | 1.07 | -0.20 | -2.29 | -2.91 | 1.05 | 1.04 | 1.14 | -- | -- | -- | -- | -- | | Equity Hedged | -0.06 | 4.89 | -3.34 | -5.21 | -2.37 | 4.18 | 2.62 | -0.37 | -- | -- | -- | -- | -- | | Equity Long only | 14.12 | 2.28 | 3.20 | 0.61 | -2.09 | 5.33 | 2.12 | 2.02 | -- | -- | -- | -- | -- | | Equity Long/Short | 7.94 | 2.57 | 0.84 | -1.86 | 0.32 | 3.47 | 2.38 | 0.06 | -- | -- | -- | -- | -- | | Forex ( Currencies) | 2.18 | 0.28 | 0.98 | -2.25 | 1.92 | 1.29 | -0.51 | 0.50 | -- | -- | -- | -- | -- | | Global Macro | -15.69 | 8.30 | -4.32 | -1.72 | -12.63 | -1.55 | -2.04 | -1.76 | -- | -- | -- | -- | -- | | Long Bias | 32.22 | 1.50 | 1.63 | -4.95 | 0.58 | 17.22 | 12.66 | 0.97 | -- | -- | -- | -- | -- | | Merger Arbitrage | 6.74 | 0.94 | 3.72 | -0.26 | -0.88 | 1.47 | 0.64 | 0.99 | -- | -- | -- | -- | -- | | Multi-Strategy/Diversified | 8.48 | 1.84 | 1.16 | 1.23 | 0.34 | 0.66 | 1.53 | 1.44 | -- | -- | -- | -- | -- | | Options/Derivatives Strategies | 5.62 | 2.66 | 1.51 | 1.36 | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Quantitative | -3.68 | -3.01 | -1.23 | -4.93 | -1.86 | 3.97 | 2.13 | 1.49 | -- | -- | -- | -- | -- | | Sector: Real Estate | 5.02 | 0.76 | 0.75 | 0.75 | 0.65 | 0.76 | 0.55 | 0.70 | -- | -- | -- | -- | -- | | Special Situations | 11.31 | 2.30 | 1.78 | 1.93 | 1.90 | 1.61 | 1.29 | -- | -- | -- | -- | -- | -- | | Value | -3.88 | -3.03 | -2.54 | -8.81 | -3.36 | 10.42 | 2.76 | 1.71 | -- | -- | -- | -- | -- | | Volatility | -1.68 | -0.26 | 0.12 | 0.35 | -2.14 | 1.66 | -1.45 | 0.08 | -- | -- | -- | -- | -- | | Other | -0.68 | -2.12 | -0.20 | 0.31 | -0.17 | -0.49 | 2.04 | -- | -- | -- | -- | -- | -- | | Currency (CTA) | 0.83 | 0.49 | 0.07 | -3.95 | 2.63 | 0.56 | 0.18 | 0.97 | -- | -- | -- | -- | -- | | Diversified / Multi Strategy (CTA) | -2.33 | -0.11 | -0.27 | -0.04 | -0.25 | -0.36 | -0.74 | -0.58 | -- | -- | -- | -- | -- | | Stock Index (CTA) | 0.03 | 1.51 | 1.13 | 2.58 | 0.78 | 1.68 | -6.91 | -0.42 | -- | -- | -- | -- | -- | | Systematic / Quantitative (CTA) | -10.14 | 0.70 | -2.60 | -1.84 | -5.19 | -1.78 | -0.31 | 0.53 | -- | -- | -- | -- | -- |
Last updated: 2025-08-30  Login to download the Morgan Hedge Strategy Index |
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