Mixed results for currency managers
STAMFORD, CT – The Parker FX Index made a loss of –0.18% in November, during which the US dollar moved from a position of weakness to strength as risk aversion resurfaced in the market.
Of the 58 programs reporting into the index, 30 reported positive results while 28 incurred losses. On a risk-adjusted basis, the index was down –0.08% in November. The median return for the month was up +0.03%, while the performance for November ranged from a high of +2.83% to a low of –4.38%.
The systematic
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