Poor returns for Parker FX in August
STAMFORD, CT - The Parker FX index reported a -0.11% return in August, during which the dollar lost against G-6 currencies but gained against Asian, eastern European and Latin American currencies.
Of the 62 currency managers that reported into the index, 34 incurred losses, 27 were up and one was flat. On a risk-adjusted basis, the index was down, at -0.05%, in August. The median return for the month was -0.15%, while the performance for August ranged from 6.08% to -4.20%.
The systematic index
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