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Company Overview ...

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... complete picture of institutional and individual investor flows and fund manager ... Calculates 'Net Flows' (investor. contributions/redemptions) for individual ... – PowerPoint PPT presentation

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Title: Company Overview ...


1
(No Transcript)
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Company Overview...

EPFR Global provides fund flow and asset
allocation data to financial institutions around
the world. EPFR Global delivers a complete
picture of institutional and individual investor
flows and fund manager allocation driving global
markets.
  • Data sourced through direct relationships with
    fund managers and administrators
  • The EPFR universe covers 11 trillion in
    globally domiciled funds.
  • Daily, weekly, monthly updates plus historical
    time series

3
EPFR Global Data Services
............................................
.....
Core EPFR datasets(based on data sourced
directly from managers or administrators)
Derived datasets
Fund Flows
Fund Allocations
Country/Sector/Industry Flows

Fund manager allocations at month-end across the
countries or sectors they invest in.
The amount of cash flowing into and out of funds
world-wide.


Distribution of fund flows by country or sector.
Combines data from fund flows and fund
allocations.
  • Fund Country Weightings Monthly
  • Sector/Industry Weightings Monthly
  • Equity/Bond Fund Holdings Monthly
  • Country/Sector/Industry Flows
    Daily/Weekly/Monthly
  • Equity/Bond Fund Flows
    Daily/Weekly/Monthly also includes AUM,
    Performance
  • Regional packages available
    Daily/Weekly/Monthly

4
Users of EPFR Global Data
...........
Government/Central Banks
Banking and Brokerage
  • Strategists
  • Capital Markets
  • Research Analysts
  • Types of usage
  • Proprietary trading
  • Directional calls for clients
  • Targeting sales efforts
  • Market analysis
  • Regulators
  • Monetary Authorities
  • Types of usage
  • Cross-border flow analysis
  • Flows impact on currency as well as local
    equity/debt markets

Asset Managers
Hedge Funds
  • Fund Managers
  • Portfolio Analysts
  • Marketing and Product Development
  • Types of usage
  • Factor in investment process
  • Competitive analysis, product dev
  • Asset allocation
  • Quantitative analysis
  • Global Macro/EM/Discretionary
  • Quantitative Investors
  • Types of usage
  • Momentum trading
  • Liquidity analysis
  • Market timing

5
Fund Flows Overview
...
Net inflows/outflows after removing market
performance and currency impact
Weekly flows as a of AUM
Image from UI of a standard rep
(A)
6
Fund Flows Top down views of countries, sectors,
style / capitalization
.
....
(includes Global US )
7
Fund Flows Drill down to detail view
..
..
8
Country Weightings Overview

Actual country and regional weightings (in of
AUM)
9
Sector/Industry Allocations Overview

..
Actual sector and industry weightings (in of
AUM)
Industry Allocations (GICS Level II)
Sector Allocations (GICS Level I)
10
New! High Frequency Data Country/Sector/Industry
Flows
...
Country Flows
Sector / Industry Flows (GICS Level I II)
11
Universe Coverage Equity Fund Flows


  • Calculates Net Flows (investor
    contributions/redemptions) for individual
    funds and for various fund categories
  • Net Flows calculations exclude portfolio
    performance and currency fluctuations
  • Reports are organized by fund category
  • History sheet shows weekly/monthly aggregate
    flows year- to-date by fund category
  • Includes funds registered globally (including
    US-registered funds) and tracks global
    investor flows rather than just that of US
    investors
  • Other value-added qualitative
  • fields include
  • Benchmark/Index
  • Currency of funds
  • Domicile
  • Advisor name

12
Universe Coverage Bond Fund Flows
  • Calculates Net Flows (investor
    contributions/redemptions) for individual
    funds and for various fund categories
  • Net Flows calculations exclude portfolio
    performance and currency fluctuations
  • Reports are organized by fund category
  • History sheet shows weekly/monthly aggregate
    flows year- to-date by fund category
  • Includes funds registered globally (including
    US-registered funds) and tracks global
    investor flows rather than just that of US
    investors
  • Other value-added qualitative
  • fields include
  • Benchmark/Index
  • Currency of funds
  • Domicile
  • Advisor name

13
Universe Coverage Global Sector Fund
Flows
..
  • Calculates Net Flows (investor
    contributions/redemptions) for individual
    funds and for various fund categories
  • Net Flows calculations exclude portfolio
    performance and currency fluctuations
  • Reports are organized by fund category
  • History sheet shows weekly/monthly aggregate
    flows year- to-date by fund category
  • Includes funds registered globally (including
    US-registered funds) and tracks global
    investor flows rather than just that of US
    investors
  • Other value-added qualitative
  • fields include
  • Benchmark/Index
  • Currency of funds
  • Domicile
  • Advisor name

14
Universe Coverage Equity/Bond Fund Country
Weightings
..
  • Individual funds grouped by fund category (GEM
    Equity, Global Equity, Asia ex-Japan Equity,
    Latin America Equity, EMEA Equity, Pacific
    region, Global Equity, EM Bond, Global Bond)
  • Average weightings of all individual funds and
    by investment manager (with multiple funds)
  • History tabs each month show year-to-date
    historical country, regional and sector weighting
    aggregates by fund category


15
Universe Coverage Equity Fund Sector
Weightings
..
  • Individual funds grouped by fund category (GEM
    Equity, Global Equity, Asia ex-Japan Equity,
    Latin America Equity, EMEA Equity, Pacific
    region, Global Equity, EM Bond, Global Bond)
  • Average weightings of all individual funds and by
    investment manager (with multiple funds)
  • History tabs each month show year-to-date
    historical country, regional and sector weighting
    aggregates by fund category


16
Data History
17
Usage Example Fund Flows Data

Managers use EPFR Global fund flows data to boost
return and increase alpha by
  • Forecasting Market movements
  • Values derived from fund flows are valuable in
    asset allocation decision making and serve as an
    early warning of upturns and downturns in
    markets. Flows are also a critical tool in
    measuring liquidity.
  • Enhancing Models
  • Build portfolio strategies based on aggregate
    net flow data for regions, sectors or asset
    classes.
  • Market timing
  • Enter early into sectors that show an
    opportunity for large future inflows. Use flows
    data to monitor changes in underlying demand for
    the sector.
  • Monitoring FX markets
  • Leverage the predictive power of fund flows to
    anticipate currency movements.
  • Flows as a predictive Indicator
  • ING Investment strategist Brian Gendreau
    illustrates the predictive power of weekly flows.
  • Using EPFR flow data for emerging markets,
    Gendreau developed a trading strategy.
  • When back tested this strategy earned annualized
    gross returns of 35 vs. 16 for the index.

18
Usage Example Country Sector Weightings
Data
..
  • Find the inflection points
  • Future market movements and valuation.
  • Tracking smart money and what it can reveal?
  • Identify liquidity opportunities
  • Valuable information on the changing risk
    appetite of fund managers.
  • Analyze market peers
  • Identify industry leading allocation strategies
    to enhance your own positioning.

19
Sample Clients
"The flow data from EPFR has proved to be a
useful source of added value in some quantitative
models of equity markets we have constructed. It
provides an extra dimension of information to
that available from the typical equity market
databases used by quants and so affords an edge
in performance over much of the competition." Dr.
Stephen Rees Head of Investment Process
Research Schroders, London
Sell Side
Buy Side
Government/Media
Emerging market mutual funds' country
allocations appear to contain information on
future equity returns beyond that contained in
standard valuation and momentum
indicators. Analyst Global Asset Allocation
Research Team Salomon Smith Barney
I find the EPFR Global Country Weightings Report
to be an invaluable tool in helping me track my
competitors' regional and country allocations on
a monthly basis. The Report is timely and very
comprehensive. Brad Aham Portfolio Manager State
Street Global Advisors
20
Company History ..
EPFR Global founded Cambridge, Massachusetts USA
1994
EPFR Global launches Russia Portfolio, Central
Europe Portfolio and Brazil Portfolio
publications serving more than 600 institutional
investor clients worldwide.
1995-1999
EPFR Global launches Research and Analysis
Services, providing independent research services
for investment management firms.
2000
EPFR Global acquires Emerging Market Funds
Research, Inc., a database of global equity and
fixed income funds.
2001
EPFR Global expands fund database by four-fold to
more than 15,000 equity and fixed income funds
with 10 trillion in assets. Client base expanded
by nearly 10-fold and includes leading
institutional investors, global equity and fixed
income analysts, strategists, investment
managers, hedge funds, central bankers, etc.
2001-2007
2008
EPFR Global launches new Web Interface, new
Country Flows data set, and Web Services for
automated data delivery in trading and investment
models.
Key Contacts ..
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