Parker index hits new high
The index was up 0.39% in June on a risk-adjusted basis, while the median return for the month was 0.97%. Performance by the reporting managers ranged from a high of +8.26% to a low of –5.24%. The index's year-to-date performance was up by 2.91%.
Managers using systematic trading strategies reported a positive result of 1.89%, while discretionary traders stood at 0.20%. On a risk-adjusted basis, systematic trading was up 0.49% for the month, while discretionary trading was down by 0.13% in June.
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