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Equity/Bond Fund Country Flows
Method of Calculation
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Equity/Bond Fund Country Flows (New)
……………………………………………………………………………………………….
Our Country Flows combine our Fund Flow and Country Weightings
data to track the flow of money into world stock markets.
 Our fund flow reports track the amount of cash flowing into and out
of the thousands of investment funds we monitor world-wide.
 Our country weightings report tracks fund manager allocations at
month-end across the various markets they invest in.
By combining these two data sets, we are able to estimate the flow of cash
into and out of various stock markets.
Data sourced directly from managers or
administrators
Fund
Flows
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Fund
Allocations
Value-added datasets
Country/Sector/
Industry Flows
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Example : Fund Flows
……………………………..………………..
China is included in the
investment mandates of the
fund asset classes that we track
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The Fund flow amounts for the week
chosen are indicated in
the Flow US$ column
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Example: Fund Weightings
………………………………………………..…………...
At each month-end, we use the average manager weighting (for example to China) for each
of the fund groups that can invest in China (for China dedicated funds we assume a 100%
allocation to China).
Fund Category
Manager
Simple Avg
Allocation %
Global Emerging Markets
15.1863
Asia ex-Japan Regional
24.8013
Pacific Regional
8.2625
Global ex-US
3.1472
Global
2.1478
BRIC
34.6900
Greater China
56.8500
China
100.0000
*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).
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Example: Country Flows
………………………………………………..……….
To calculate China Country Flow, we multiply these China Fund Weightings by each
fund group’s net Fund Flows for the period. The resulting China Country Flow is an
estimate of how much new investor money will be put to work in China.
Date
Asset Class
Weekly Flow
US$mill
Latest available
avg Weighting %
Estimated
Country
Flows US$mill
(a)
(b)
(a) x (b)
6/10/2009
Asia ex-Japan Regional
803.48
24.8013%
199.27
6/10/2009
BRIC Funds
215.55
34.6900%
74.77
6/10/2009
China Funds
404.89
100.0000%
404.89
6/10/2009
Global Emerging Market Funds
1,123.15
15.1863%
170.56
6/10/2009
Global ex-US Funds
146.62
3.1472%
4.61
6/10/2009
Global Funds
454.09
2.1478%
9.75
6/10/2009
Greater China Funds
122.7
56.8500%
69.75
6/10/2009
Pacific Regional Funds
81.79
8.2625%
6.76
Total Estimated Flows into China Stocks
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940.38
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Equity Fund Country Flows (Standard Report)
……………………………..………………………………………………………………...
Total Estimated allocation of money
in absolute dollar terms
at the beginning of period
Flow of money into/out of
world stock markets in
absolute dollar terms
Flow of money into/out of
world stock markets in
percentage terms
Total Estimated allocation of money
in absolute dollar terms
at the end of period
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Sample reports and pricing information are available at
http://www.epfr.com/feedback.aspx
or please feel free to contact us
By Email: [email protected]
By Phone: 1-617-864-4999
Or, visit EPFR website at
http://www.epfr.com
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