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Equity Fund Sector Flows

Equity Fund Sector Flows. Method of Calculation. Equity Fund Sector Flows (New) ………………………………………………………………………………………………. Our Sector Flows combine our Fund Flow and Sector Weightings data to track the flow of money into various sectors.

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Equity Fund Sector Flows

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  1. Equity Fund Sector Flows Method of Calculation

  2. Equity Fund Sector Flows (New)………………………………………………………………………………………………. • Our Sector Flows combine our Fund Flow and Sector Weightings data to track the flow of money into various sectors. • Our fund flow reports track the amount of cash flowing into and out of the thousands of investment funds we monitor world-wide. • Our sector weightings report tracks fund manager allocations at month-end across the various sectors they invest in. By combining these two data sets, we are able to estimate the flow of cash into and out of various sectors. Data sourced directly from managers or administrators Value-added datasets = + Sector Allocations Sector Flows Fund Flows

  3. In our database, fund sector and industry allocations are based on the Global Industry Classification Standard (GICS) sector and industry groupings developed by MSCI and S&P, which are outlined in the table on the left.

  4. Example: Sector Weightings………………………………………………..…………... At each month-end, we use the average manager weighting (for example to Financials) for each of the fund groups that can invest in this sector. *Assumption: manager weightings from month to month do not vary significantly for the entire population of funds (individual manager weightings can certainly vary quite a bit from month to month, but all funds taken together do not show extreme changes).

  5. Example: Sector Flows……………………………………………………. To calculate Sector Flow for Financials, we multiply these Sector Weightings by each fund group’s net Fund Flows for the period. The resulting Sector Flow is an estimate of how much new investor money will be put to work in Financials.

  6. Sample reports and pricing information are available athttp://www.epfr.com/feedback.aspx or please feel free to contact us By Email: marketing@epfr.comBy Phone: +1.617.864.4999 Or, visit EPFR website at http://www.epfr.com

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