Parker FX index positive in February
STAMFORD, CT - The Parker FX index made 0.02% in returns in February, in a market marked by continued US dollar appreciation.
Of the 62 programmes reporting into the index, 29 generated positive results while 32 incurred losses and one was flat. On a risk-adjusted basis, the index was flat in February and the median return was -0.02%, while the performance ranged from a high of 5.38% to a low of -4.08%.
The Parker systematic index, which tracks managers whose decision processes is rules-based
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe
You are currently unable to print this content. Please contact customer services - www.fx-markets.com/static/contact-us to find out more.
You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@fx-markets.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email info@fx-markets.com
More on Indexes
Artificial intelligence to drive new BNP Paribas alpha FX index
Bank expects it to be of particular interest to investors seeking low-risk alpha from FX markets
FX funds begin 2016 on a positive note
Parker FX Index meanders into positive territory in January
Parker FX: currency funds up in November
Following a lacklustre October, the index was back in the black
Bloomberg launches US dollar benchmark
New US dollar index will represent 10 currencies, including Chinese renminbi and the Australian dollar
Benchmark overhaul brings substantial improvement, says Lenny Feder
In the aftermath of the Libor scandal, Singapore’s financial industry has opted to overhaul its existing benchmarks to focus on transaction data
HSBC launches algo carry index
The Global FX Carry Index, launched by HSBC yesterday, considers 32 currencies for investment, including G-10 and emerging markets
ANZ launches China-centric commodity index
Australian bank unveils commodity index in bid to better reflect China market influence
FTSE Cürex FX indexes will help transparency, participants say
FTSE and Cürex enter FX index space – and market participants say the indexes will help improve transparency in the foreign exchange markets
