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Foreign Exchange

Parker up in March

The Parker FX Index has reported a 1.17% return for March. Of the 83 programs in the index, 53 reported positive results, 28 racked up losses and two were flat. On a risk-adjusted basis, the index was up 0.42%; the median return was 0.54% and performance ranged from a high of 13.97% to a low of –12.39%. Year-to-date, the index is up 2.28%.

The top three performing funds on a reported basis were: John W. Henry & Co. –

International Forex Program of Boca Raton, Fl (+13.97%); the Appleton 25% Risk Program of Dublin, Ireland (+12.30%); and the Morgan Stanley Managed Futures – Cornerstone Fund IV of New York, NY(+8.53%). The top three performers on a risk-adjusted basis were: the GLBFX Icelandic Foreign Exchange Fund (+3.73%); the Millennium Global Alpha Fund (+2.89%); and the Appleton 25% Risk Program (+2.73%).

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