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Foreign Exchange

Parker on the up

The Parker FX Index reported a 1.44% return for the month of October. Parker says 73 programs reported results, of which 56 were positive and 17 negative. On a risk-adjusted basis, the index was up 0.43% in October. The median return for the month was 0.73%, while the performance for October ranged from a high of 10.65% to a low of –4.34%.

The top three performing funds on a reported basis were: John W. Henry International Foreign Exchange Program of Boca Raton, FL (+10.65%), the Morgan Stanley Managed Futures Cornerstone Fund IV of New York, NY (+6.83%) and the Morgan Stanley Managed Futures Spectrum Currency Fund of New York, NY (+6.48%). The top three performers on a risk-adjusted basis were: the Oppenheim Tactical Currency Fund (+2.61%), the Spectrum Currency Program (+2.35%), and the Rhicon Strategic Fund (+2.17%).

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