Parker FX Index dips 0.58% in July
The index lost 0.39% in July on a risk-adjusted basis. The median return for the month was 0.10%, with performance ranging from a high of 8.52% to a low of -13.51%.
The index's year-to-date performance is up by 2.22%.
Managers using discretionary trading strategies reported a positive result of 0.36%, while managers using systematic trading strategies reported a loss of 0.97%. On a risk-adjusted basis, the Parker discretionary index lost -0.04% in July, while the Parker systematic index was down
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