A performance-based benchmark that measures both the reported and the risk-adjusted returns of global currency managers. It is the first index to analyze unleveraged, or risk-adjusted, manager performance to calculate their alpha, or incremental performance added, of managers. It is equal weighted to preclude unrepresentative distortions from large-manager performance. The Parker FX Index currently includes 66 programs managed by 45 firms located in the U.S., Canada, UK, Ireland, and Switzerland. These programs manage over $15.7 billion in currency assets split between 46 systematic and 20 discretionary traders.
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