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| Capricorn in the News | » Back | | | | -- Capricorn strategy included in Parker Global FX Index
Parker Global Strategies has included the Capricorn fxST (Aggressive) strategy in the Parker FX Discretionary Index.
REGENSDORF, November 01, 2006 (PRWEB) -- The Capricorn flagship short-term, discretionary currency strategy has been included the Parker FX Index. Since 1986 the index tracks the performance, or value-added, that managers have generated from positioning long or short foreign currencies. The Index is equally weighted, as opposed to capitalization weighted, to preclude very large managers from swaying the performance in a direction that may not be representative of the currency manager universe. Parker Global Strategies applies its model to the performance of a representative currency portfolio or composite, net of fees, and excluding interest for each currency manager.
The Parker FX Index currently includes 78 programs managed by 63 firms located in the US, Canada, UK, Ireland, Germany, France, Switzerland and Australia. The 78 programs include a combination of 55 programs that are systematic and 23 programs that are discretionary. The 78 programs manage over $25 billion in currency assets. The Index also includes the performance of currency managers who are no longer trading in order to address survivorship bias. Disciplines include technical, fundamental, and quantitative.
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