Global Investing

Rotation schmotation

March 21, 2013

We’re at risk of labouring this point, but there has been some more evidence that this year’s equity rally has not been spurred by a shift away from fixed income. The latest data from our corporate cousins at Lipper offer pretty definitive proof that there has been no Great Rotation, at least not from bonds to stocks.

What flows out, must flow in?

January 22, 2013

Much has been made of the flows into U.S. equities this month. Funds have rolled out the red carpet for a record $11.3 billion or so in net inflows over the first two weeks of the year, more when you factor in ETFs.

Survival of the fattest?

October 19, 2012

Is there room only for the biggest, most aggressively-marketed funds in crisis-hit Europe?

Winners, losers and the decline of fear

October 10, 2012

Lipper has released its monthly look at fund flow trends in Europe, and as ever, it throws up some intriguing results.

Funds will find a chill Wind in the Willows: Lipper

October 5, 2012

“Asset managers are emerging from their comfortable burrow to face a battery of lights.”

LIPPER-ETF tiddlers for the chop?

August 8, 2012

(The author is Head of EMEA Research at Thomson Reuters fund research firm Lipper. The views expressed are his own.)

Lipper: Getting serious about giving

July 9, 2012

“Wouldn’t you rather your donations achieve a lot rather than a little? Then you’ll need to get serious and proactive. If you do it wrong, you can easily waste your entire donation.”

The ETF ‘Death List’

June 11, 2012

Our colleagues at Lipper have put together some eye-catching data on developments in the ETF industry. You can read the slides here.

Lipper: Active vs. Passive, Round 3,462

June 7, 2012

Our team at Lipper spent much of the first quarter handing out awards to fund managers round the world who have delivered exceptional performance to their investors. Since then, I’ve had time to take a step back and assess just how good the wider European industry has been at outperforming over the longer term.

The Naked Truth

February 1, 2011

Do independent asset managers perform better than bank-run funds?

Lipper was recently approached to analyse the difference in performance between funds operated by broader financial services companies (banks and insurers) and those managed by ‘pure play’ asset managers.