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
Morgan Hedge MHX 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 | 7.72 | 1.29 | 3.44 | 3.91 | -4.95 | 0.74 | 0.25 | 2.51 | 0.49 | 0.06 | -- | -- | -- | | Equity Hedged | 9.58 | -0.42 | 3.34 | 2.93 | -1.75 | 3.12 | -0.43 | 2.39 | -0.17 | 3.35 | -2.92 | -- | -- | | Equity Long only | 17.85 | -0.83 | 5.65 | 2.60 | -0.00 | 5.76 | 2.36 | -1.26 | 0.44 | 5.97 | -3.63 | -- | -- | | Equity Long/Short | 7.99 | 1.07 | 0.17 | 0.63 | 0.67 | 0.47 | 0.25 | 4.57 | 0.17 | 2.09 | -2.24 | -- | -- | | Event Driven | 10.21 | 0.87 | 1.92 | 1.52 | -0.29 | 1.43 | 0.88 | 0.86 | 0.83 | 1.78 | -- | -- | -- | | 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) | 9.51 | 0.18 | -1.03 | 3.23 | 2.13 | 0.20 | 0.01 | 0.44 | 1.38 | 1.66 | 0.99 | -- | -- | | Global Macro | -4.45 | -2.02 | 0.68 | 3.24 | -2.24 | -1.84 | -1.93 | 1.55 | -1.50 | 1.94 | -2.22 | -- | -- | | Long Bias | -12.28 | 9.89 | 3.49 | 2.50 | -14.83 | 17.93 | 16.67 | -15.26 | -5.81 | -15.71 | -4.55 | -- | -- | | Market Neutral | 1.03 | 0.77 | 0.10 | 0.70 | 0.75 | -0.24 | -0.10 | -0.95 | -- | -- | -- | -- | -- | | Merger Arbitrage | 7.82 | 0.01 | 0.31 | 0.32 | 0.24 | -0.14 | 1.86 | 3.29 | 0.47 | -0.06 | 1.34 | -- | -- | | Multi-Strategy/Diversified | 6.44 | 0.64 | 1.38 | 1.19 | -0.47 | 0.37 | 0.82 | 0.64 | 1.05 | 1.06 | -0.41 | -- | -- | | Options/Derivatives Strategies | 12.31 | 1.71 | 2.63 | 1.80 | -0.19 | 4.33 | 2.84 | -0.57 | -0.76 | 0.03 | -- | -- | -- | | Private Equity | 4.73 | 4.73 | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | | Quantitative | 5.19 | -0.44 | 7.71 | 2.43 | -4.46 | 1.13 | -0.77 | 1.73 | 2.57 | -3.79 | -0.49 | -- | -- | | Sector: Real Estate | 6.52 | 0.76 | 0.65 | 0.65 | 0.66 | 0.65 | 0.67 | 0.85 | 0.65 | 0.80 | -- | -- | -- | | Value | 3.62 | -3.24 | 2.69 | 3.05 | -6.00 | 9.67 | 1.17 | -3.95 | -1.46 | 2.51 | 0.03 | -- | -- | | Volatility | 2.33 | -0.73 | 0.01 | 0.78 | -0.20 | 1.65 | -0.11 | -0.05 | 2.28 | 0.48 | -1.75 | -- | -- | | Other | 1.66 | 2.40 | 1.67 | -1.84 | -0.45 | -1.39 | 0.14 | 0.39 | -1.04 | 1.86 | -- | -- | -- | | Currency (CTA) | 0.80 | 0.69 | -0.03 | -1.10 | -0.09 | 0.10 | 0.68 | -1.76 | 1.26 | 0.11 | 0.99 | -- | -- | | Diversified / Multi Strategy (CTA) | 3.15 | 0.26 | -0.72 | 0.14 | 0.74 | 0.73 | 0.42 | 0.68 | -1.21 | 1.29 | 0.80 | -- | -- | | Stock Index (CTA) | 6.79 | 0.78 | 2.09 | -0.07 | -0.62 | 1.56 | 1.85 | -1.39 | 0.44 | 1.49 | 0.53 | -- | -- | | Systematic / Quantitative (CTA) | -2.27 | 0.53 | 5.10 | 2.97 | 1.66 | -2.97 | -0.43 | -1.23 | -4.46 | 1.65 | -4.66 | -- | -- | | Volatility (CTA) | -18.17 | 9.89 | 1.25 | -11.52 | -10.84 | -6.23 | -0.01 | -0.16 | -2.25 | 1.88 | -- | -- | -- |
Last updated: 2024-11-16  Login to download the Morgan Hedge Strategy Index |
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