Parker FX down in December

STAMFORD, CT – The Parker FX index reported a 0.44% loss in December, as traders were caught out by the US dollar reversal.

Of the 63 fund managers reporting into the index in December, 33 made losses, 29 reported positive results and one was flat. On a risk-adjusted basis, the index was down, at –0.17% in December. The median return for the month was –0.06%, while performance ranged from a high of 4.04% to a low of –7.51%. Year to date, the index reached 0.08%.

The systematic index, which

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