帕克指数显示，31个项目中有29个项目有所下降，9月只有8项报告利润。
帕克外汇指数,全球主要货币基金基准跟踪,2015年8月到9月的月增率为-0.8%,只有26%的项目在索引中显示积极的结果。
帕克全球战略有限责任公司（PGS）是一家另类的投资管理集团。公司直接通过业主有限合伙制企业直接投资。尤其是PGS作为代理经理有与外汇有关，所以有了一套为外汇投资经理指数。
上个月，帕克外汇指数好不容易月增率达到了0.4%，,以55%的项目在其指数显示积极的结果。
然而，2015年9月，在其最新发布的指数却非常的疲软，31个项目中有29个利润收益，21项招致损失。在风险调整的基础上，该指数9月份下降了0.35%，然而月中又回到了-0.5%。仔细看看2015年9月的项目数据，指数最高也不过1.59%，负增长达到-0.5%。
外汇指数构成
帕克外汇指数还跟踪经理的表现,都源自其长期和短期外汇订单。指数等同于加权指数——而不是资本加权指数——控制异常值或摇摆的性能并且可能不是代表货币经理。
受压制的主要表现是在2015年9月期间，主要决定因素是美联储的挥之不去的幽灵虚拟货币政策举措。此外，美元明显将风险偏好水平抬的更高，同样令人沮丧的是几个新兴市场的表现不佳。
当前,帕克外汇指数共有31个项目包括由27个公司坐落在像美国这样的国家,加拿大、英国、德国、瑞士、瑞典、法国、爱尔兰、新加坡和澳大利亚的项目管理近450亿美元的外汇策略资产。
Parker FX Index Dips in September as Programs Underperform
The Parker Index showed returns on 29 out of 31 programs, with just 8 reporting profits in September.
The Parker FX Index, a worldwide benchmark that tracks the performance of leading currency funds, has incurred a decline of -0.8% MoM for the month of September 2015 from August, with only 26% of programs in the index showing positive results.
Parker Global Strategies LLC (PGS) is an alternative investment management group that is proficient in the direct investments via Master Limited Partnerships (MLPs). In particular, PGS also acts as an agent of managers for a variety of initiatives involving FX, having erected a suite of investable manager indices for FX.
Last month, the Parker FX Index orchestrated a climb of 0.4% MoM during August 2015, with 55% of the programs in its index showing positive results.
In its latest release in September 2015 however, the index was far less robust, yielding returns on 29 out of 31 programs, with 21 incurring losses. On a risk-adjusted basis, the Index was down -0.35% in September, while the median return for the month was -0.5%. A closer look at the panel of programs in September 2015 indicated a high of just +1.59% and a low of -5.0% by performance.
FX Index Composition
The Parker FX Index also tracks the performance of managers that are derived from positioning both long or shorts of foreign currencies. The Index is equally weighted – as opposed to capitalization weighted – and controls for outliers or swaying in the performance that may not be representative of the currency manager universe.
A few major determinants of the downtrodden performance during September 2015 were the lingering specter of the Federal Reserve’s hypothesized monetary policy moves. Moreover, the USD was notably higher on mitigated levels of risk appetite, which also pointed to uninspiring performances by several emerging markets (EM) currencies.
At present, the Parker FX Index includes a total of 31 programs managed by 27 firms located across such countries as the United States, Canada, the UK, Germany, Switzerland, Sweden, France, Ireland, Singapore and Australia, whose programs manage nearly $45 billion in currency strategy assets.
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