B
Evidence Grade B
Graded
under review
Safe to Cite
Dated
0.18%
0.18% -- quarterly return for macro/CTA funds (Q1 2013)
Attribution:
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Lighthouse Research Team
Last verified:
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Source verified
Evidence graded
Value
0.18%
Unit
Percentage
Data Vintage
Q1 2013
Entity
Evidence Quality
B
Strong, reliable evidence
Sourced from a well-regarded research firm or industry leader with transparent methodology and a reasonably large sample.
Single source - not yet corroborated
Score breakdown
Extraction
50
Source Trust
50
Citation Chain
60
Independence
30
Methodology
45
Freshness
95
Source
CNBC
Primary
Tier C
https://www.cnbc.com/2013/03/15/sp-500-rebalancing-at-close-hedge-funds-underperform-again.html ↗
Source Article
S&P 500 Rebalancing at Close; Hedge Funds Underperform...Again!
Markets: heavy volume on quadruple witching, but volatility low. Markets dropped in the first half hour — paid out a dividend last night, so some might have sold at the open.
Big trade this afternoon will be the quarterly rebalancing in the S&P 500...three big names will have stock to sell at the cl…
Original Research
CNBC
· Original study ↗
Methodology
Average return of macro/CTA hedge funds as of the end of Q1 2013
Segmentation
Industrymarketing
Cite this stat
Plain Text
macro/CTA funds: 0.18% quarterly return. Source: CNBC (Q1 2013). Via Lighthouse Intelligence -- https://lighthousedata.io/data/macro_cta_funds_q1_2013_return
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<blockquote cite="https://lighthousedata.io/data/macro_cta_funds_q1_2013_return" style="border-left:3px solid #2563eb;padding:12px 16px;margin:16px 0;font-family:system-ui,sans-serif;background:#f0f4ff;"><strong>0.18%</strong> -- quarterly return for macro/CTA funds<br><small>Source: CNBC (Q1 2013) · <a href="https://lighthousedata.io/data/macro_cta_funds_q1_2013_return" target="_blank" rel="noopener">Lighthouse Intelligence</a></small></blockquote>
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