Parker FX Index back on track in May
Of the 76 managers reporting into the index, 42 produced positive results and 34 incurred losses. On a risk-adjusted basis, the index lost 0.03%. The median return for the month was 0.08%, while May performance ranged from a high of 5.18% to a low of -4.80%. The index's year-to-date performance is up 2.32%.
The Stamford-based index provider said the currency market volatility of previous months subsided in May, with the JP Morgan Volatility Index falling to -8.35%.
Parker's May rebound coincided
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