Fixed income absorbed $8.4B this week. The flood reversed a bruising quarter for stocks. Equity funds bled $7.9B over seven days even as the three-month tally showed $492B inflows. The weekly shift signaled fresh defensive positioning.
Commodities hemorrhaged $12.1B in one week. The asset class suffered the largest outflow of any category on a percentage basis. Oil price chaos from the Iran war triggered the flight. Crude above $95 and the Strait of Hormuz closure created violent commodity volatility investors refused to chase.
U.S. funds lost $29.8B this week. The exodus reversed three-month dominance when domestic equity absorbed $119B. Japan grabbed $17.5B showing aggressive buying pressure. Flow imbalance hit 68.1% indicating strong conviction.
Taiwan seized $3.5B with 91.3% flow imbalance. Hong Kong added $2.5B as Asian markets attracted defensive rotation. China bled $1.9B weekly yet the three-month hemorrhage totaled $98.6B showing sustained capital flight from mainland exposure.
Canada drew $1B with 71% flow imbalance. Developed Europe shed $1.3B reversing the $22.1B three-month haul. Emerging markets lost $1.1B weekly but absorbed $45.1B quarterly demonstrating recent sentiment shift.
Tech funds bled $4.9B in the largest weekly sector outflow. Flow imbalance crashed to 37% showing heavy selling pressure. The reversal came despite quarterly outflows of just $6.8B suggesting accelerating exits.
Materials dumped $2.2B with just 23.4% flow imbalance. The commodity proxy faced brutal pressure. Industrials lost $925M reversing the $23.8B three-month surge that topped all sectors.
Financials grabbed $1.1B showing rare resilience. Energy seized $383M riding oil volatility with 54.9% flow imbalance. Consumer discretionary added $439M with 67% flow imbalance suggesting selective rotation into defensive consumption names.
Vanilla strategies dominated with $29.1B in weekly inflows. The passive approach held 55.6% flow imbalance. Active funds seized $6.9B showing 78.8% buying pressure as investors favored manager selection.
Fundamental strategies hemorrhaged $22.1B. The value-focused approach showed just 4.4% flow imbalance indicating capitulation. Dividend funds lost $6B as yield strategies faced systematic exits. ESG bled $2.8B with 32.2% flow imbalance.
Growth and value both shed roughly $4.3B each. The balanced exodus suggested no clear factor preference. Investors simply fled equity exposure regardless of style.
ORTEX Market Intelligence content is generated by AI from a snapshot of ORTEX's proprietary data. Content is informational only and does not constitute investment advice.
