Category Archives: ETF

Exchange Traded Funds

ETF Report – May 2013

Please find our latest ETF report here: http://www.scribd.com/doc/146146105/Lighthouse-ETF-Report-2013-May As a new feature, the report also looks at mutual fund flows. Summary: Risk appetite has begun to cool off International equity ETF’s are seeing significantly less inflows than domestic equity ETF’s in … Continue reading

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ETF-Report April 2013

Please find our latest ETF-Report here: http://www.scribd.com/doc/141248746/Lighthouse-ETF-Report-2013-April   Conclusions: Current risk appetite remains high International equity ETF’s are seeing less inflows than domestic equity ETF’s in absolute dollar terms but higher inflows relative to their asset base Emerging market equity ETF’s … Continue reading

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ETF Report – March 2013

Please find our latest ETF Report here: http://www.scribd.com/doc/133857690/Lighthouse-ETF-Report-2013-March Conclusions: Current risk appetite remains high International equity ETF’s are seeing less inflows than domestic equity ETF’s in absolute dollar terms but higher inflows relative to their asset base Emerging market equity ETF’s … Continue reading

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ETF Report – February / March 2013

Please find our latest ETF Report here Summary: Current risk appetite is high International equity ETF’s are seeing similar inflows to domestic equity ETF’s in absolute dollar terms and higher inflows relative to their asset base Emerging market equity ETF’s … Continue reading

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September data reveals increased risk appetite among ETF investors

Tracking flows in and out of major exchange-traded funds (ETF) can reveal investors’ risk appetite. The 23 largest ETF’s by assets under management represent approximately 50% of all US ETF assets. In September, the largest inflows in percent of assets … Continue reading

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Volatility ETFs’ crazy churn

Two volatility ETFs (VXX and UVXY) are having almost half of the trading volume in the world’s largest ETF (SPY). How come? First, the facts: SPY is heavily traded (19% of assets daily turnover) compared to IVV (also referring to … Continue reading

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Market risk factors

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What a week

Looking at asset class performance during the week August 1-5, 2011: Horrible week for the Dax index, US REITs (Real Estate Investment Trusts) and Emerging Markets. I had wondered why the Dax managed to perform so well despite Euro zone … Continue reading

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Fun with inverse ETFs

I love Exchange Traded Funds (ETF). In theory. In practice they are being abused by issuers and traders alike (see Beware of systemic risk in ETF). But that’s another topic. Today let’s take a look what can happen with inverse … Continue reading

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ETF: Beware of systemic risk

This is a topic I should have paid more attention to earlier: systemic risk in ETFs (Exchange Traded Funds). Here are my thoughts in a few bullet points: ETFs are a great idea. They allow diversification at minimal cost to … Continue reading

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