Parker index falls in August
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Foreign Exchange

Parker index falls in August

The Parker FX Index, made up of 70 investment funds, fell 0.73% in August. Just 28 managers reported positive results, while 42 incurred losses. On a risk-adjusted basis, the index was down 0.35% in August. Performance s ranged from a high of +16.55% to a low of -16.27%. Year-to-date, the index is up a paltry 1.58%. The top-three performing funds for the month on a reported basis, were: Trigon FX Program of New York, (+16.55%); the UBS O’Connor Currency and Rates Portfolio of London, (+9.43%) and the Richmond Group Global Currency Fund of Richmond (+6.42%). The top-three performers on a risk-adjusted basis were: Trigon FX Program (+6.59%); Capricorn FXG10 Strategy (+6.25%) and the Rhicon Strategic Fund (+5.18%).

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