Well this morning the NTA is starting to reflect last weeks market uptick!
Exactly how many days between actually daily market end of day movements & when that days action might be reflected in LSF daily NTA?
I would of thought in this day & age, the data could reflect EOD data, usually reported @ approx. 8:30am, half an after the US market closes!?
Obviously the daily data does have a time lag of two OR three days?
Ann: Net Tangible Asset Backing, page-6
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