Parker index rises on risk-adjusted basis

NEWS

The index was up 0.62% in April on a risk-adjusted basis, gathering a median return of 0.87%. The month's performance range stood between a high of 10.05% and low of –4.21%, boosting year-to-date index performance to 1.18%.

Systematic trading stood at 2.78%, and discretionary trades at 0.23%. On a risk-adjusted basis, the former was 0.77%, the latter down 0.12%.

The Appleton 25% Risk Program was the best performing fund in April, up 10.05%, and closely tailed by the Putnam Investments Currency

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to FX Markets? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: