| Morgan Hedge Fund Indices | November | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | 1.50% | 80.77% |
| MHX Hedge Fund Index | 1.52% | 75.76% |
| MHX Fund of Funds Index | 1.75% | 100.00% |
| MHX CTA Index | 1.11% | 87.50% |
| MHX Managed Accounts Index | 2.15% | 100.00% |
| Other Investment Funds | 0.92% | 66.67% |
As of: Dec. 21, 2024 - 00:15 CET
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | November | % Winner | 12 Months |
|---|
| Equity Hedged | 3.70% | 100.00% | 18.85% |
| Equity Long only | -0.40% | 63.64% | 20.54% |
| Equity Long/Short | -0.22% | 50.00% | 12.33% |
| Event Driven | 3.16% | 100.00% | 19.83% |
| Forex ( Currencies) | 0.66% | 100.00% | 11.81% |
| Global Macro | 1.13% | 75.00% | -7.74% |
| Long Bias | 18.76% | 100.00% | 18.43% |
| Merger Arbitrage | 0.48% | 100.00% | 7.89% |
| Multi-Strategy/Diversified | 0.87% | 80.00% | 10.98% |
| Options/Derivatives Strategies | 3.73% | 100.00% | 24.34% |
| Quantitative | -0.12% | 66.67% | 4.61% |
| Sector: Real Estate | 0.70% | 100.00% | 8.85% |
| Value | 6.86% | 100.00% | 21.61% |
| Volatility | 2.52% | 100.00% | 3.88% |
| Other | 4.48% | 100.00% | 3.54% |
| Currency (CTA) | 0.91% | 100.00% | 1.46% |
| Diversified / Multi Strategy (CTA) | -1.29% | 0.00% | 3.91% |
| Stock Index (CTA) | 1.45% | 100.00% | 6.94% |
| Systematic / Quantitative (CTA) | 0.94% | 100.00% | -1.41% |
| Volatility (CTA) | 1.62% | 100.00% | -22.74% |
Historical Index Data
| Morgan Hedge Index | YTD | 2023 | 2022 | 2021 |
|---|
| MHX Aggregate Index | 8.16% | 8.81% | -2.94% | 15.69% |
| MHX ABSOLUTE ALPHA™ | -0.76% | -1.03% | 4.17% | 2.12% |
| MHX UCITS Index | 4.55% | 13.86% | -7.84% | 9.81% |
| MHX Hedge Fund Index | 9.30% | 9.97% | -4.93% | 12.27% |
| MHX Fund of Funds Index | 7.99% | 3.09% | 1.24% | 6.64% |
| MHX CTA Index | 1.21% | 3.63% | -6.55% | 4.37% |
| MHX Managed Accounts Index | 3.60% | 4.15% | 6.24% | 13.54% |
| Other Investment Funds | 19.18% | 19.39% | -5.66% | 93.90% |
