Parker FX down in December
Of the 78 managers reporting into the index, 42 had negative results and 36 were up for the month. On a risk-adjusted basis, the index was down -0.26% in December. The median return for the month was -0.10%, and performance ranged from a high of 4.56% to a low of -5.68%. The index was up 2.4% for the year.
The Stamford-based index provider said managers suffered from increased volatility, mainly due to a continued unwinding of the yen carry trade, which had driven the returns of many foreign
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