Parker index rose in May
The index was down 0.04% for the month on a risk-adjusted basis, while the median return was 0.29%. The performance of funds during the month varied from a high of 8.88% to a low of –4.42%. On a year-to-date basis, the index is up 1.49%.
Systematic trading was up 0.59% in May, while discretionary trades dropped by 0.46%. On a risk-adjusted basis, the systematic trading was up 0.07%, and discretionary trading down 0.56%.
The top three performing funds in May on a reported basis were Dublin's
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