US funds grabbed $4.1B this week. Institutional money poured in showing confidence despite volatility. China absorbed massive $629M outflows from Hong Kong alone. Asia-Pacific ex-Japan shed $497M creating dramatic regional divergence.
The contrast with the 3-month trend proved stunning. China bled $98.7B over three months as investors fled Chinese exposure. The week's outflows continued sustained capital flight. US pulled $96.7B in quarterly inflows demonstrating persistent strength.
South Korea captured $472M weekly inflows with 80.7% flow imbalance. Taiwan grabbed $449M showing Asian money rotating into developed markets. Global funds added $394M while developed markets took $359M.
Hong Kong led outflows at $629M suggesting China contagion fears. Asia-Pacific ex-Japan dropped $497M continuing sharp reversal. Israel shed $184M and India lost $177M as emerging market pressure mounted.
Japan showed resilience with $216M in weekly inflows. The trend held across both periods. Japan pulled $59.3B over three months ranking fourth globally behind US, Global, and Emerging Markets categories.
Tech grabbed $383M weekly as investors returned after quarterly selloff. Energy surged $219M with 88% flow imbalance showing conviction. Consumer Staples added $107M defensively.
The 3-month picture told different stories. Industrials dominated with $23B in quarterly inflows topping all sectors. Energy followed at $18.5B. Materials took $9.4B.
Tech reversed completely. The sector bled $5.1B over three months yet grabbed $383M this week alone. Bears capitulated as AI momentum returned. Financials shed $95M weekly and $3.4B quarterly showing sustained pressure.
Healthcare dropped $109M this week continuing quarterly $815M outflow. Consumer Discretionary stayed weak losing $2.2B quarterly.
Equity funds dominated both periods. $4.4B flowed in weekly. $383B poured in over three months representing the largest asset class move globally.
Fixed Income grabbed $1.7B weekly with 65.5% imbalance. The bond rally persisted across $228B in quarterly inflows. Commodities surged $669M this week with 83.5% imbalance as oil spiked.
Vanilla strategies took $3.3B weekly and $166B quarterly. Active funds pulled $890M this week showing renewed conviction. Dividend strategies grabbed $259M with 97.6% imbalance as investors hunted yield.
Value collapsed. The strategy shed $402M this week reversing the $8.8B quarterly inflow. Growth stayed flat weekly but captured $9.7B over three months. ESG faced redemptions losing $116M weekly and $6.1B quarterly showing waning interest.
Risk-on sentiment dominated. Money fled China into US equities and commodities.
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.
