EPFR Data & Filters

EPFR has an extensive list of over two dozen filters that can be applied to our data sets, therefore the signals we can get can be fine-tuned.

For example EPFR data can be filtered by:

• Asset class focus: ability to select equity mandate, bond mandate, multi-asset mandate, balanced mandate, money market funds, and alternative funds.
• Fund type: ability to separate by active versus passive, and ETF versus mutual funds.
• Investor type: ability to separate retail funds (<100,000 USD investment or Mutual Fund) from institutional funds (>100,000 USD investment or ETF).
• Fund domicile or geographic focus: domicile refers to where the fund is based and where it is registered. Geographic focus refers to the assets that are bought within the fund.
• Currency of flows: allows you to filter by the currency-type share class the fund denominates in, regardless of the domicile or location of the investment.
• Theme: allows you to segment funds that invest in specific themes. These can include different commodities, bear/leverage, SRI/ESG, Sharia, Frontier, MLP, Dividend, Insurance, CIT, Crypto, or Hedge Funds.
• Duration: refers to specific mandated maturities of bond funds.
• Style: on the equities’ side, it ranges from the traditional blend, growth, and value mandate style to splitting out market caps.
• Sector: allows you to filter for sector specific funds (ex: energy, real estate, health care, technology).

More definitions can be found in the FAQ section on EPFR’s UI