Parker FX Index doubles returns in June
Of the 79 managers that reported into the index, 48 were up while 30 reported negative results, with one manager reporting no change. On a risk-adjusted basis, the index gained 0.01%. The median return for the month was 0.26%, while returns ranged from 3.52% to a loss of 5.79%. On a year-to-date basis, the index returned 2.37%.
The Stamford-based index provider said that during June the dollar was particularly volatile, rising as high as 1.74% against a basket of G-6 currencies, but ended the
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