Title
Topic
Content Type
Morningstar Direct Asset Flows Commentary: Europe--August 2017
By Ali Masarwah  | 22 September 2017

Demand for long-term funds slows down in August as actively managed equity funds see net outflows.
Flows
Research Paper
Individual
Advisor
Fund Buyer
Morningstar Calculated Fixed-Income Analytic Measures
By Jeff Westergaard  | 20 September 2017

Understanding potential return and risk in a fixed-income portfolio is critical to achieving successful investment outcomes. Morningstar calculates measures of expected return and interest-rate risk based on analysis of cash flow payments according to commonly accepted methodologies for both fixed-income securities and derivatives. Yield to maturity is a measure of the expected future returns of an investment. Holding-level yield values are aggregated into portfolio averages according to Morningstar portfolio aggregation methodologies. Both modified duration and effective duration are measures of sensitivity to interest-rate changes that inform investors about potential risks. By calculating portfolio average measures for these key fixed-income metrics, Morningstar provides valuable information so that investors can better assess the potential risks and returns between investment alternatives.
Yield Curve
Quantitative Analysis
Methodology Document
Morningstar Calculated Fixed-Income Portfolio Measures
By Jeff Westergaard  | 20 September 2017

To provide fixed-income investors with meaningful information about the credit risk in managed investment portfolios, Morningstar calculates a holding-weighted measure of exposure measured by credit-rating categories called the Credit-Rating Breakdown. This measure is based on long-term credit ratings that are applicable globally.
Yield Curve
Quantitative Analysis
Methodology Document
Morningstar Direct August Asset Flows Commentary: Europe ETFs
By Ali Masarwah  | 15 September 2017

After registering dynamic growth in the first half of the year, demand for Europe-domiciled exchange-traded funds slowed considerably in August. The inflows of EUR 3.5 billion marked the lowest level seen in a one-month period since September 2016. The reasons for the slackening pace of inflows were many: net inflows to equity ETFs hit a 11-month low, demand for bond ETFs remained subdued for the second month running, and commodity ETPs suffered net redemptions for the first time in eight months.
ETFs
Flows
Research Paper
Big (Passive) Voices on Gender Diversity and Climate Risk
By Jon Hale  | 14 September 2017

The stewardship efforts of BlackRock, State Street, and Vanguard are having widespread impact.
ESG/Sustainable Investing
Research Paper
A Global Guide To Strategic-Beta Exchange-Traded Products
By Ben Johnson, CFA  | 07 September 2017

As of June 30, 2017, there were 1,320 strategic-beta ETPs, with collective assets under management of approximately $707 billion worldwide. Assets in these products grew 28.3% relative to their June 30, 2016, level.
Strategic Beta
Research Paper
Individual
Advisor
AM Sales & Marketing
Fund Buyer
Morningstar Fee Level Methodology for Australia
By Morningstar  | 31 August 2017

Methodology explaining the fee level calculation for Australia.
Methodology Document
Individual
Advisor
AM Sales & Marketing
Fund Buyer
Morningstar Category Average Methodology
By Morningstar  | 31 August 2017

Morningstar category averages are designed to represent the average return of funds within their category over time. Morningstar creates a category average daily total return index series, or TRI, as well as monthly, quarterly, and annual averages of return and non-return data.
Performance
Methodology Document
Individual
Advisor
Fund Buyer
Morningstar Investment-Provider Data for Funds Methodology
By Morningstar  | 31 August 2017

Morningstar provides data on individual securities registered in dozens of countries, but researchers evaluating those investments often have a need to study groups of investments as they're branded in a local market.
In Search of Management Skill
Morningstar ratings
Methodology Document
Advisor
AM Sales & Marketing
Morningstar Absolute Ranks, Percentile Ranks, and Fractional Ranks
By Morningstar  | 31 August 2017

The paper describes how common quantitative Morningstar ranks are determined.
Methodology Document
Individual
Advisor
Fund Buyer
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