Managed equity funds have seen the worst quarter in five years, with outflows across all fund types totalling a net $2.80 billion in Q2, according to the latest Fund Flow Index from global funds network Calastone.

Australian investors have fled the funds for the perceived safety of fixed income and cash, Calastone concluded

Q2 marked the first time Calastone recorded two consecutive quarters of net outflows from managed funds. Riskier assets – such as equities, property, and mixed asset funds – saw outflows, while fixed income funds, offering their best yields in years, saw strong inflows. These trends are similar to what Calastone has seen in other markets across its global network.

Equity funds saw the largest outflows, totalling $1.65 billion between April and June, easily the worst quarter on Calastone’s record. To illustrate how strong 2023’s anti-equity trend is, all the worst individual months for managed equity funds in Calastone’s data have been since February.

Global equity funds bore the brunt of the selling in the second quarter, shedding a net $1.52 billion. Domestically focused Australian equity funds saw a net outflow of just $59 million, however.

Investors were strongly negative on other classes of riskier assets in Q2 too. Mixed asset funds saw record quarterly outflows of $544 million, while property funds also suffered their worst quarter on record, shedding $173 million.

Meanwhile, fixed-income funds offering attractive yields saw net inflows of $582 million in the second quarter. This stands in stark contrast to trends in riskier assets. The RBA’s rate rise in June pushed bond prices down, slowing the inflows; however, with yields now having reset at even more attractive levels, this slowing may prove temporary.

Q2’s trend extends a shift in investor behaviour that began last spring and has since intensified steadily. So far this year, they have added $1.25 billion to their fixed-income holdings and withdrawn $2.16 billion from equities, $655 million from mixed assets and $203 million from property funds.

Calastone analysed over half a million buy and sell orders every month from January 2019, tracking capital from advisers, platforms and as it flows into and out of managed funds. Data is collected until the close of business on the last day of each month.

A single order is usually the aggregated value of several trades from underlying investors, passed, for example, from a platform via Calastone to the fund manager. Therefore, the index analyses the impact of millions of investor decisions each month.

Over 95 per cent of Australian-managed fund flows pass across the Calastone network each month. All these trades are included in the FFI. To avoid double-counting, however, Calastone has excluded deals representing transactions where funds of funds are buying those that comprise the portfolio.

The index is a measure of investor conviction, placing the net flow of capital into the context of overall trading volumes.

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