In this issue of LSEG Lipper’s U.S. Mutual Funds & Exchange-Traded Products Snapshot, we feature a summary of total net assets (TNA), estimated net flows, new fund creations, and fund liquidations for conventional funds and exchange-traded products (ETPs) for Q4 2023 and the one-year period. We compare the changes to those of prior quarters and highlight the largest individual gainers and losers of both groups. The Snapshot provides readers with a powerful, easy-to-use guide and quick reference tool to help them discern fund trends during the quarter. Highlights: The average equity and fixed income fund (including ETPs) posted a 10.26%

In this issue of LSEG Lipper’s U.S. Mutual Funds & Exchange-Traded Products Snapshot, we feature a summary of total net assets (TNA), estimated net flows, new fund creations, and fund liquidations for conventional funds and exchange-traded products (ETPs) for Q3 2023 and the one-year period. We compare the changes to those of prior quarters and highlight the largest individual gainers and losers of both groups. The Snapshot provides readers with a powerful, easy-to-use guide and quick reference tool to help them discern fund trends during the quarter. Highlights: For Q3 2023, the average equity and fixed income fund (including ETPs)

In this issue of Refinitiv Lipper’s U.S. Mutual Funds & Exchange-Traded Products Snapshot, we feature a summary of total net assets (TNA), estimated net flows, new fund creations, and fund liquidations for conventional funds and exchange-traded products (ETPs) for Q1 2021. We compare the changes to those of prior quarters and highlight the largest individual gainers and losers of both groups. The Snapshot provides readers a powerful, easy-to-use guide and quick reference tool to help them discern fund trends during the quarter. Highlights: For Q1 2021, the average equity and taxable fixed income fund posted a 6.31% and negative 0.94

For the second quarter of 2020, investors were net purchasers of conventional mutual funds and ETFs, injecting $418.3 billion. However, just a little less than three quarters of those assets went into money market funds (+$304 billion) as investors ducked for cover after the Q1 coronavirus-related market meltdown and following economic shutdown and related uncertainty. The average equity and taxable bond funds (including ETFs) declined 22.33% and 4.56%, respectively, at the end of Q1. Markets regained some ground as central banks around the world pulled out all the stops, providing unprecedented global fiscal and monetary stimulus—committing to do whatever it

In this issue of Lipper’s U.S. Mutual Funds & Exchange-Traded Products Snapshot, we feature a summary of total net assets (TNA), estimated net flows, new fund creations, and fund liquidations for conventional funds and exchange-traded products (ETPs) for Q3 2019, comparing the changes to those of prior quarters and highlighting the largest individual gainers and losers of both groups. The Snapshot provides readers a powerful, easy-to-use guide and quick-reference tool to help them discern fund trends during the quarter. Highlights: TNA in the conventional funds business (not including ETPs and variable insurance products) rose 1.43%, increasing $286.5 billion from Q2

As a result of Improving global macro- and micro-economic conditions pushing world equity funds to the top of the performance charts in Q2, the developed international markets funds macro-group witnessed the largest relative (+7.75%) and absolute (+$149.3 billion) increases in TNA for the quarter.

Despite concerns over an imminent Federal Reserve rate hike and uncertainty over the upcoming U.S. presidential election, total net assets (TNA) in the conventional funds business (excluding ETPs and VIPs) burst through the $16-trillion mark for Q3, rising $449.6 billion from Q2 2016. A surge in select commodities, a weakening U.S. dollar, and a risk-seeking attitude during Q3 pushed foreign issues to the top of the performance charts, with the emerging markets funds macro-group witnessing the largest relative increase (+7.25%) in TNA and the developed international markets funds macro-group adding the largest absolute increase (+$90.5 billion) in TNA for the

After suffering a meltdown between 2007 and 2011, quantitative investment strategies have come back into vogue. In May 2016 Alpha Magazine highlighted that six of the eight highest earning U.S. hedge fund managers are “quant jocks,” relying heavily on computer-driven investment strategies to produce the lion’s share of their investment decisions. Quant strategies use proprietary models to tease out market inefficiencies as they try to outperform the market. They generally follow a disciplined research-driven process that uses mathematical underpinnings, along with raw computing power, to identify pure alpha (or excess return) opportunities. Using strict rules-based strategies that rely on mathematical