Currency funds see fifth month of positive returns

Systematic strategies had the edge on both a reported and risk-adjusted basis

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Currency funds registered a fifth-consecutive month of positive returns in November 2014, according to the Parker FX Index, which reported a 0.68% return, representing a 3.02% increase on the previous three months.

According to data from Parker Global Strategies, 22 of the 36 funds in the firm's FX Index reported growth in November, with a median return of 0.50%. Nine funds reported losses while five others did not present any results. The results are an improvement on October's 0.18% average

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