Morgan Hedge Strategy Indices2024 | 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 2024 | Strategy | YTD | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|
| Commodities | 23.01 | 9.30 | 5.72 | 6.45 | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Convertible Arbitrage | 6.25 | 1.29 | 3.44 | 3.91 | -4.95 | 0.74 | 0.25 | 2.51 | 0.49 | 0.06 | -1.99 | 6.13 | -5.18 | | Equity Hedged | 9.79 | -0.66 | 3.00 | 3.29 | -1.87 | 3.22 | -1.02 | 2.73 | -0.55 | 2.70 | -2.77 | 4.65 | -2.94 | | Equity Long only | 20.65 | -0.83 | 5.65 | 2.60 | -0.00 | 5.76 | 2.36 | -1.26 | 0.44 | 5.97 | -3.27 | -0.40 | 2.40 | | Equity Long/Short | 8.57 | 1.07 | 0.17 | 0.63 | 0.67 | 0.47 | 0.25 | 4.57 | 0.19 | 2.18 | -2.94 | -0.22 | 1.38 | | Event Driven | 14.70 | 0.87 | 1.92 | 1.52 | -0.29 | 1.43 | 0.88 | 0.86 | 0.83 | 1.78 | 0.88 | 3.17 | -- | | Fixed Income | 1.20 | 0.47 | -0.78 | 1.51 | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Fixed Income Arbitrage | 1.98 | 0.35 | 0.36 | 0.11 | 0.25 | 0.27 | 0.20 | 0.13 | 0.29 | -- | -- | -- | -- | | Forex ( Currencies) | 10.61 | 0.18 | -1.03 | 3.23 | 2.13 | 0.20 | 0.01 | 0.44 | 1.38 | 1.66 | 0.99 | 0.67 | 0.34 | | Global Macro | -8.60 | -2.02 | 0.68 | 3.24 | -2.24 | -1.84 | -1.93 | 1.55 | -1.50 | 1.94 | -5.21 | 0.62 | -1.94 | | Long Bias | 1.99 | 9.89 | 3.49 | 2.50 | -14.83 | 17.93 | 16.67 | -15.26 | -5.81 | -15.71 | -4.55 | 18.76 | -2.10 | | Market Neutral | 1.03 | 0.77 | 0.10 | 0.70 | 0.75 | -0.24 | -0.10 | -0.95 | -- | -- | -- | -- | -- | | Merger Arbitrage | 7.13 | 0.01 | 0.31 | 0.32 | 0.24 | -0.14 | 1.86 | 3.29 | 0.47 | -0.06 | 0.59 | 0.49 | -0.38 | | Multi-Strategy/Diversified | 5.38 | 0.64 | 1.38 | 1.19 | -0.47 | 0.37 | 0.82 | 0.64 | 1.05 | 1.06 | -0.03 | 0.87 | -2.22 | | Options/Derivatives Strategies | 14.32 | 1.71 | 2.63 | 1.80 | -0.19 | 4.33 | 2.84 | -0.57 | -0.76 | -0.10 | 0.22 | 3.73 | -1.96 | | Private Equity | 4.73 | 4.73 | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Quantitative | 0.57 | -0.44 | 7.71 | 2.43 | -4.46 | 1.13 | -0.77 | 1.73 | 2.57 | -3.79 | -1.02 | -2.18 | -1.74 | | Sector: Real Estate | 8.96 | 0.76 | 0.65 | 0.65 | 0.66 | 0.65 | 0.67 | 0.85 | 0.65 | 0.75 | 0.87 | 0.75 | 0.70 | | Value | 12.64 | -3.24 | 2.69 | 3.05 | -6.00 | 9.67 | 1.17 | -3.95 | -1.46 | 2.51 | 0.03 | 6.86 | 1.73 | | Volatility | 4.48 | -0.73 | 0.01 | 0.78 | -0.20 | 1.65 | -0.11 | -0.05 | 2.28 | 0.48 | -1.75 | 2.52 | -0.41 | | Other | 7.12 | 2.40 | 1.67 | -1.84 | -0.45 | -1.39 | 0.14 | 0.39 | -1.04 | 1.86 | 1.42 | 1.33 | 2.53 | | Currency (CTA) | 2.15 | 0.69 | -0.03 | -1.10 | -0.09 | 0.10 | 0.68 | -1.76 | 1.26 | 0.11 | 0.99 | 0.91 | 0.42 | | Diversified / Multi Strategy (CTA) | 2.03 | 0.26 | -0.72 | 0.14 | 0.74 | 0.73 | 0.42 | 0.68 | -1.21 | 1.29 | 0.80 | -1.29 | 0.21 | | Stock Index (CTA) | 7.26 | 0.78 | 2.09 | -0.07 | -0.62 | 1.56 | 1.85 | -1.39 | 0.44 | 1.49 | -0.67 | 1.45 | 0.20 | | Systematic / Quantitative (CTA) | -1.38 | 0.53 | 5.10 | 2.97 | 1.66 | -2.97 | -0.43 | -1.23 | -4.46 | 1.65 | -4.78 | 0.95 | 0.09 | | Volatility (CTA) | -14.01 | 9.89 | 1.25 | -11.52 | -10.84 | -6.23 | -0.01 | -0.16 | -2.25 | 1.88 | 1.24 | 1.62 | 2.14 |
Last updated: 2025-01-18  Login to download the Morgan Hedge Strategy Index |
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