Equity funds bled $68.7B last week. Investors rotated hard into commodities as $27.6B flowed in. Fixed income added $7.7B showing modest haven demand. The asset class breakdown reveals risk-off positioning accelerated sharply.
Japan suffered the largest outflow at $57B down from a $62.5B inflow over three months. The reversal marks a dramatic sentiment shift. US funds lost $15.5B weekly despite pulling $90.4B over the quarter. Taiwan grabbed $3B in fresh money with 89.1% flow imbalance.
China outflows persisted at $2.2B weekly. The trend extended a brutal three-month $97.5B exodus. Emerging markets excluding China attracted $1B showing selective positioning. South Korea pulled $1.5B weekly extending its $26.6B quarterly inflow.
Canada added $804M continuing momentum from an $11.3B three-month gain. Europe lost $1.7B reversing recent strength. Global funds attracted just $409M down from $88.8B over three months.
Energy dominated with $2.3B in weekly inflows and 80.2% flow imbalance. The sector pulled $19B over three months. Industrials added $453M extending a massive $24.1B quarterly rally. Materials bled $519M weekly despite a $10.6B three-month gain.
Technology shed $943M last week. The sector absorbed outflows despite grinding higher long term. Financials lost $1.4B continuing weakness. Healthcare dropped $1B as defensive rotation bypassed the sector.
Commodities flow imbalance hit 77.5% signaling strong conviction. The $27.6B weekly surge followed a $22.5B three-month gain. Active strategies grabbed $7.6B with 76.6% imbalance. Vanilla passive funds bled $65.6B as investors fled broad beta.
ESG strategies lost $8B weekly extending a $5.9B quarterly outflow. Dividend funds added $1.4B showing income hunger. Value shed $1.6B while growth funds lost just $80M.
The data screams defensive rotation into hard assets and active management.
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.
