ParkerFX makes small gain in May
Of the 69 currency managers reporting into the index, 39 generated positive results while 30 incurred losses. On a risk-adjusted basis, the index reached 0.05% in May with a median return of 0.36%. Performance was wide-ranging, from a high of 9.62% to a low of –12.35%. Year to date, the Parker FX Index has gained 1.39%.
The systematic index, which tracks managers whose decision process is rule-based, fared better than the discretionary index, which tracks managers whose decision process is
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