FUND FLOWS IN A BEAR MARKET

Calastone Global Fund Flows Report

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Overview

  • Inflation and economic contagion are driving a bear market
  • Fixed income – risk dispersion is back and is driving big changes in investor behaviour
  • Equity markets – risk aversion hits long-term growth plays as investors turn to cash-generative blue chips
  • Property has some defensive characteristics but is not immune
  • Alternatives – wide variety of asset types mean very different impact

Fixed Income

  • Fixed income funds are a much smaller asset class than equities – 19% of global AUM v 47% and turnover levels (buy trades v sells) are roughly proportional
  • But bond funds saw bigger net inflows 2019-2021 - $74.1bn v $71.6bn
  • All change in 2022 as risk aversion and rising yields have driven a bond-fund sell-off – net outflow of $9.7bn by end of May
  • Consistent investor behaviour across different territories
  • Shedding risk is the key motivator behind large outflows

Equities

  • Bear market is driving ‘the big switch’ in equity funds, but not (yet) significant outflows compared to fixed income or previous periods of outflows
  • Outflows reached $1.6bn between January and May 2022, compared to $28.7bn inflow in same period of 2021
  • Risk shedding is driving a switch out of smaller companies, tech and US equities
  • Concerns over Chinese economy is pushing capital out of China-focused funds
  • Income funds enjoy a long-awaited moment in the sun as investors almost everywhere add to holdings
  • ESG funds are beneficiaries of the big switch - by the end of May, ESG equity funds had seen net inflows of $4.9bn in 2022, compared to outflows of $7.2bn for non-ESG funds
  • ESG funds are not inherently any less risky than regular equities, but are coming from a very low base
  • Active funds are being hit harder by negative investor sentiment, though ESG is providing support
  • Other asset classes are adjusting according to their risk profiles

Investor attitudes to equity funds show some key regional differences, but exhibit similar motivation

  • Outflows from European equity funds were driven by local investors, while UK investors were more interested in switching to income and ESG
  • Australian investors have bought equity funds in 2022 – reflecting income bias of domestic stock market
  • Asian investors have been more positive on equity funds than investors elsewhere but they have been more negative on fixed income

 

 

 

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