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EPFR Global 1 Equity Fund Sector Flows Method of Calculation.

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Presentation on theme: "EPFR Global 1 Equity Fund Sector Flows Method of Calculation."— Presentation transcript:

1 EPFR Global 1 Equity Fund Sector Flows Method of Calculation

2 EPFR Global 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. Data sourced directly from managers or administrators Value-added datasets Fund Flows Sector Allocations Sector Flows By combining these two data sets, we are able to estimate the flow of cash into and out of various sectors.

3 EPFR Global 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. Global Industry Classification Standard (GICS) SectorIndustry Group Energy Materials Industrials Capital Goods Commercial & Professional Services Transportation Consumer Discretionary Automobiles & Components Consumer Durables & Apparel Consumer Services Media Retailing Consumer Staples Food & Staples Retailing Food, Beverage & Tobacco Household & Personal Products Health Care Health Care Equipment & Services Pharmaceuticals, Biotechnology & Life Sciences Financials Banks Diversified Financials Insurance Real Estate Information Technology Software & Services Technology Hardware & Equipment Semiconductors & Semiconductor Equipment Telecommunication Services Utilities

4 EPFR Global 4 Fund Category Manager Simple Avg Allocation % Global17.66 Global ex-US24.48 Global Emerging Markets24.52 Asia ex-Japan Regional35.56 Latin America Regional20.32 EMEA Regional19.82 MENA Regional38.72 Europe Regional21.19 Europe ex-UK Regional24.45 USA15.35 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. Example: Sector Weightings ………………………………………………..…………... *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 EPFR Global 5 Example: Sector Flows ……………………………………………………. To calculate Sector Flow for Financials, we multiply these Sector Weightings by each fund groups 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. Date Asset Class Weekly Flow US$mill (a) Latest available avg Weighting % (b) Estimated Sector Flows US$mill (a) x (b) 11/18/2009 Global(32.98)17.66%(5.82) 11/18/2009 Global ex-US % /18/2009 Global Emerging Markets1, % /18/2009 Asia ex-Japan Regional % /18/2009 Latin America Regional % /18/2009 EMEA Regional % /18/2009 Emerging Europe Regional Funds % /18/2009 MENA Regional Funds(5.28)38.72%(2.04) 11/18/2009 Europe Regional Funds(33.90)21.19%(7.18) 11/18/2009 Europe ex-UK Regional Funds % /18/2009 USA Funds2, % /18/2009 Financial Sector Funds %48.37 Total Estimated Flows into Financials

6 EPFR Global 6 Sample reports and pricing information are available at or please feel free to contact us By By Phone: Or, visit EPFR website at


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