April a pleasant month for ParkerFX
Of the 65 currency managers reporting into the index in April, 44 reported positive results, 20 incurred losses and one was flat. On a risk-adjusted basis, the index returned 0.21% in April. The median return for the month was 0.45%, while the performance for April ranged from a high of 6.15% to a low of –4.82%. Year to date, the index made 1.30%.
The systematic index, which tracks managers whose decision process is rule-based, returned 0.59%, while the discretionary index, which tracks managers
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