$46T+

AUM of tracked assets

93%

AUM coverage of all equity fund products globally

150K+

Share classes

$7T+

Money market funds tracked globally

25+

Years of experience

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Sell in May and go away until 2025?

Sell in May and go away until 2025?

The final week of April ended with US markets closing the books on their worst month since September, the price of Bitcoin down some 17% from its mid-March high, Russia on the offensive in Ukraine and US interest rate cuts nowhere in sight. Against this backdrop, flows to most EPFR-tracked fund groups remained subdued for the second week running.

Surprising value in the space between expected and delivered

Surprising value in the space between expected and delivered

This Quant’s Corner will explore the gap between destination and arrival in the investment process using EPFR’s Stock Flows & Holdings data, and create a new quantitative factor – called Share Surprise (ShsSurp) for the purpose of this piece – that unlocks additional value.

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Sell in May and go away until 2025?

Sell in May and go away until 2025?

The final week of April ended with US markets closing the books on their worst month since September, the price of Bitcoin down some 17% from its mid-March high, Russia on the offensive in Ukraine and US interest rate cuts nowhere in sight. Against this backdrop, flows to most EPFR-tracked fund groups remained subdued for the second week running.

read more