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Foreign Exchange

The Parker FX Index: Parker hits high

The Parker FX Index, which reports on the performance of 79 funds, showed a gain of 1.41% in June. There were 58 gainers and 21 losers. The median return for the month was 0.97%, while the funds’ performances ranged from a positive 8.26% to a negative 5.24%. The top-three performing funds on a reported basis were the Stark Quantitative Investments Currency Fund of St. Francis, WI (+8.26%); the Portage Currency Fund of New York (+6.77%) and the Stonebrook FX Carry Program (2.5x Leverage) of New York (+5.82%). The top three performers on a risk-adjusted basis were: the Putnam Investments Currency Program (+4.38%); the Stark Quantitative Investments Currency Fund (+2.91%) and the ABN Amro Currency Fund (+2.58%).

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