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July 2014 in Brief

European investors try to chase alpha with asset allocation products

The European mutual fund industry enjoyed overall net inflows of €41bn into long-term mutual funds for July 2014. Once again, the majority of these flows were gathered by bond funds (+€18.6bn), followed by mixed-asset products (+€13bn) and equity funds (+€11.8bn) as well as commodity funds (+€0.1bn). On the other hand, alternative/hedge funds (-€0.4bn), property funds (-€0.5bn), and funds from the “other” peer group (-€1.1bn) suffered net outflows.

Money market products enjoyed net inflows for July, with money market funds gathering €10.8bn while enhanced money market funds gathered €0.2bn.

With regard to long-term funds, asset allocation products (+€6.6bn) were once again the best selling asset-class, followed by bonds EUR (+€4.1bn) and mixed-asset balanced (+€3.1bn) as well as equities Pacific ex Japan (+€3.0bn) and bonds global currencies (+€2.9bn). At the other end of the spectrum bonds USD corporate high yield suffered net outflows (-€5.0bn), bettered by guaranteed funds (-€1bn) as well as equities Europe (-€0.9bn), bonds global high yield (-€0.8bn), and convertible bonds and options (-€0.7bn). Read more.

European Fund Market Mid-Year Review - 2014 Edition

Lipper's annual review of the European funds industry provides 20 pages packed with sales and assets data on activity in different markets, as well as a look at which groups and products prospered in 2013. The report includes unique data on cross-border activity, as well as commentary on various issues that impact the industry over the near term and long term.

You can view the report by clicking here