Dollar weakness hampers Parker FX Index results in July
STAMFORD, CT - The Parker FX Index reported a return of -0.06% for July, during which the US dollar weakened against majors, as better-than-expected US data sparked a risk rally.
Of the 54 managers reporting into the index, 26 were up, 27 incurred losses and one was flat. On a risk-adjusted basis, the index returned -0.03% while the median return was -0.05%. Performance ranged from a high of 5.20% to a low of -6.85%. On a year-to-date basis, the index reached 0.02%.
The discretionary index
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