Parker down in October
Of the 64 programmes reporting into the index in October, 30 reported positive results, while 33 incurred losses and one was flat. On a risk-adjusted basis, the index was down, at –0.05%, in October. The median return for the month was –0.06%, while the performance for October ranged from a high of 6.81% to a low of –4.27%. On a year-to-date basis, the index is at 1.94%.
The systematic index, which tracks managers whose decision process is rules based, fared marginally better than the
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