Parker FX: Rules-based currency managers rule in September

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Of the 62 managers that reported into the index, 48 generated profits, 13 incurred losses and one was flat. On a risk-adjusted basis, the index was up 0.68% in September. The median return for the month was 1.17%, while performance ranged from a high of 13.87% to a low of –6.21%. On a year-to-date basis, the index made 2.28%.

The systematic index, which tracks managers whose decision process is rules-based, fared better than the discretionary index, which tracks managers whose decision processes

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