It has continued to be a difficult year for currency funds, according to Parker FX index data for October.
The index, published this week, reports a –0.12% return for October, while year-to-date is up 1.94%. In addition to the broad index, there are two style-driven sub-indices: the Parker Systematic Index and the Parker Discretionary Index. Systems did slightly better than human judgement, both in October and year to date. During the month, the systematic index was –0.03%
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