EPFR Fund Flows and Allocations data shows signals of changing investor sentiment and behaviour, indicating the availability of liquidity from sources of capital and signals shifts in momentum, with the potential to move markets.
EPFR Fund Flow and Allocation Daily and Monthly Datasets
EPFR provides comprehensive datasets that track investor sentiment and behavior through mutual fund and ETF flows and positioning data across global markets. These datasets are available in both daily and monthly formats, covering five key categories:
Daily and Monthly Dataset Datasets :
1. Active Funds
- Captures flows and allocations for actively managed investment funds
- Provides insights into where professional fund managers are directing capital
- Shows trends in active investment strategies
2. Aggregate Funds
- Combines data across all fund types to provide a comprehensive market view
- Tracks over $34 trillion in total assets
- Available at aggregate, manager, fund, and share class levels
- Delivery timeline: Daily (T+1), Weekly (T+1), Monthly (T+16)
3. ETF (Exchange-Traded Funds)
- Monitors flows specifically for ETF products
- Highlights the growing trend of ETF investing
- Allows comparison between ETF and traditional mutual fund flows
4. Mutual Funds
- Focuses on traditional mutual fund capital flows
- Can be filtered by retail/institutional investors
- Provides insights into more established investment vehicles
5. Passive Funds
- Tracks index-following and passive investment strategies
- Helps analyze the ongoing shift from active to passive investing
- Shows which market segments are seeing increased passive allocation
Key Data Derivatives:
The datasets also generate valuable derivative metrics including:
- Country Flows: Tracking capital movements into specific countries and regions
- Sector Flows: Monitoring investments across different market sectors
- Industry Flows: Analyzing capital flows into specific industries
- Stock Flows: Measuring capital directed to individual securities
These datasets help portfolio managers, asset allocators, strategists, and research teams understand market movements, generate alpha, make top-down allocation decisions, and develop bottom-up stock screening strategies.
EPFR = Emerging Portfolio Fund Research