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Mid-Month Update... Cyclical Flows Moving Off-Sides:
Dec 17, 2020
ETF Flow Monitor Thursday, December 17, 2020 Strategas Securities, LLC Strategas ETF Flow Monitor - Please Do Not Redistribute Todd Sohn, CMT (646) 292-7958 ... Fixed Income vs. Precious Metal ETF Flows Cumulative Since 3/23/20, $MM Equity Fixed Income Precious Metals MID-MONTH UPDATE... CYCLICAL FLOWS MOVING OFF-SIDES We always find the relationship between aggressive or off-sides sentiment and future performance interesting. Gold and Fixed Income ETF flows ...
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Constructing the Strategas Bond Model Portfolios in ETF Form:
Feb 15, 2017 reproduced easily from existing ETFs. The answer to that is yes, though there will be some tracking error vs our in house model portfolios. Still, both of our fixed income strategies can be easily reproduced using baskets of ETFs. What's more, our very own ... HY in rising yield environments, can also be reproduced via ETFs. In today's Fixed Income Strategy Report, we highlight the specific ETF weightings for our ETF-based Core and Go Anywhere strategies and note ...
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Thomas Tzitzouris (202) 223-7646 ttzitzouris@strategasrp.com |
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Flows Update... Persistent Bond Inflows, Energy vs. Tech Dichotomy:
Oct 18, 2022
ETF Flow Monitor Tuesday, October 18, 2022 Strategas ETF Research Todd Sohn, CMT (646) 292-7958 tsohn@strategasrp.com Strategas ETF Research See Appendix for Important Disclosures Please Do Not Redistribute FLOWS UPDATE... PERSISTENT BOND INFLOWS, ENERGY vs. TECH DICHOTOMY With roughly two and a half months left in the year, today's note highlights our most important high level flows charts. A traditional 60/40 portfolio is down -21% YTD, yet ETFs continue to see strong ...
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Flows Update... Sentiment Reset for Value & Cyclicals:
Jul 20, 2021
ETF Flow Monitor Tuesday, July 20, 2021 Strategas Securities, LLC Strategas ETF Flow Monitor - Please Do Not Redistribute Todd Sohn, CMT (646) 292-7958 ... to 6/30/21 $63,099 $75,589 $42,613 -$2,469 -$7,419 6/30/21 to Present -$1,853 -$4,414 -$1,475 $1,978 $1,452 ETF Flows: Post-Election Day to 6/30/21 vs. ... Notably, this has yet to translate over to Europe equities, with ETF flows still in aggressive territory (not to mention the recent bullish Barron's ...
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Flows Update... Defensive & Tech Inflows Accelerating:
Dec 21, 2021
ETF Flow Monitor Tuesday, December 21, 2021 Strategas Securities, LLC Strategas ETF Flow Monitor - Please Do Not Redistribute Todd Sohn, CMT (646) 292-7958 tsohn@strategasrp.com Please See ... $0 $10,000 $20,000 $30,000 $40,000 $50,000 '16 '17 '18 '19 '20 '21 Defensive ETF Flows (Treasuries + Low Vol + C. Staples + Utilities) Rolling 40-Day Sum, $MM FLOWS UPDATE... DEFENSIVE & TECH INFLOWS ACCELERATING With global equity markets under pressure, ETF flows towards defensive (e.g. ...
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Energy Flows Diverging From Price; Bond Flows Mystery:
Apr 19, 2022
ETF Flow Monitor Tuesday, April 19, 2022 Strategas ETF Research Todd Sohn, CMT (914) 261-5060 tsohn@strategasrp.com Strategas ETF Research See Appendix for Important Disclosures Please Do Not Redistribute ENERGY FLOWS DIVERGING FROM PRICE; BOND FLOWS MYSTERY The most interesting chart in our fund flows deck right now is the persistent outflows from the primary Energy equity ETF (XLE), despite the sector continuing to chart new price highs. Notably, the fund posted a record ...
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Historic Drawdown For Treasuries; ARK vs. Energy Flows:
May 17, 2022
ETF Flow Monitor Tuesday, May 17, 2022 Strategas ETF Research Todd Sohn, CMT (914) 261-5060 tsohn@strategasrp.com Strategas ETF Research See Appendix for Important Disclosures Please Do Not Redistribute HISTORIC DRAWDOWN FOR TREASURIES; ARK vs. ENERGY FLOWS It's only ... It's a trait historically consistent with difficult equity environments (e.g. 2000, 2008), and helpful towards explaining where the bulk of investor ETF allocations are being directed. Over the last ...
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Bull Or Bear Market, Equity Inflows Still Top $200 Bn In 1H:
Jul 5, 2022
ETF Flow Monitor Tuesday, July 5, 2022 Strategas ETF Research Todd Sohn, CMT (914) 261-5060 tsohn@strategasrp.com Strategas ETF Research See Appendix for Important Disclosures Please Do Not Redistribute Rank Ticker Focus Inflows ($ Bn) Performance 1. BIL Cash-Like ... OR BEAR MARKET, EQUITY ETF INFLOWS STILL TOP $200 BN IN 1H With the conclusion of a challenging first half, we were surprised to open up our flows database and see equity ETFs tally over +$200 Bn inflows. ...
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Early, But "Peak U.S. Dollar" Plays Key Role For 4Q ETF Risk Rally:
Sep 13, 2022
ETF Flow Monitor Tuesday, September 13, 2022 Strategas ETF Research Todd Sohn, CMT (646) 292-7958 tsohn@strategasrp.com Strategas ETF Research See Appendix for Important Disclosures Please Do Not Redistribute EARLY, BUT "PEAK U.S. DOLLAR" PLAYS KEY ROLE FOR 4Q ETF RISK RALLY As my colleagues Jason Trennert and Ryan Grabinski wrote recently, the U.S. Dollar's impact on risk assets remains significant, particularly given its relative strength this year. Importantly, while the ...
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Pivot Or No Pivot, Record Year For Growth ETF Flows:
Dec 13, 2022 Please Do Not Redistribute See Appendix for Important Disclosures ETF Research Tuesday, December 13, 2022 Strategas ETF Research Todd Sohn, CMT (646) 292-7958 tsohn@strategasrp.com PIVOT OR NO PIVOT, RECORD YEAR FOR GROWTH ETF FLOWS With the Growth factor coming off a decade plus of outperformance, we're surprised to learn that 2022 marks the best year of ETF flows for the segment, pushing +$25 Bn inflows. While that's a decent number, it pales into comparison to the over ...
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