Domestic equity buckets
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The document contains charts showing the relationship between organic sales and various market indicators over time. Specifically, it includes 25 charts showing metrics like S&P 500 returns, unemployment rates, interest rates, and others plotted against organic sales figures with the number of fund months also noted. The charts suggest the document contains an analysis of how domestic equity funds performed in relation to macroeconomic and market conditions.
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Domestic equity buckets
- 1. Domestic equity buckets Organic gross sales
- 2. Overall_MS_Rating_quater_flag 600 0.025 0.02 500 0.020 400 0.015 300 0.010 200 0.005 100 566 500 0 0.000 0.00 1.00 Organic sales # fund months 0.02
- 11. CPI_inc_1mon 250 0.02 0.02 0.02 0.020 0.02 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 0.00 0.00 0.00 0.00 0.00 Organic sales # fund months 200 0.025
- 16. Two_yr_rate_inc_3mon 300 0.025 0.02 0.02 250 0.020 200 0.02 0.015 150 0.010 100 0.005 50 208 208 260 182 208 0 0.000 -0.43 -0.19 -0.04 0.10 0.34 Organic sales # fund months 0.02 0.02
- 18. Two_year_quater_flag 800 0.025 700 0.02 0.020 0.02 500 0.015 400 0.010 300 200 0.005 100 702 364 0 0.000 0.00 1.00 Organic sales # fund months 600
- 27. Barclays_inc_1mon 250 0.025 0.02 0.020 0.02 0.02 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -0.01 0.00 0.00 0.01 0.01 Organic sales # fund months 200 0.02
- 30. Barclays_quater_flag 1,000 0.025 900 0.02 800 0.020 700 600 0.015 500 400 0.010 300 200 0.005 100 156 910 0 0.000 0.00 1.00 Organic sales # fund months 0.02
- 31. MS_index_inc_1mon 250 0.02 0.02 # fund months 0.02 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -0.08 -0.02 0.00 0.04 0.09 Organic sales 200 0.025
- 35. Default_Spread_inc_1mon 250 0.025 0.02 0.02 200 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -0.10 -0.05 -0.03 0.02 0.15 Organic sales # fund months 0.02 0.020 0.02
- 36. Default_Spread_inc_3mon 250 0.02 0.02 0.02 0.020 0.02 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -0.21 -0.12 -0.05 0.05 0.34 Organic sales # fund months 200 0.025
- 42. Term_S_quater_flag 700 0.025 600 0.02 500 0.02 0.015 400 300 0.010 200 0.005 100 598 468 0 0.000 0.00 1.00 Organic sales # fund months 0.020
- 43. momentum_3mon 600 0.025 0.02 500 0.020 400 0.02 0.015 300 0.010 200 0.005 100 128 515 423 0 0.000 -1.00 0.00 1.00 Organic sales # fund months 0.02
- 48. consistent_top_3mon 900 0.025 800 0.02 0.020 0.02 600 0.015 500 400 0.010 300 200 0.005 100 16 817 233 0 0.000 0.00 0.00 1.00 Organic sales # fund months 700 0.02
- 50. num_pos_rating_chg_3mon 900 0.025 800 0.020 0.02 0.02 600 0.015 500 400 0.010 300 200 0.005 100 16 842 208 0 0.000 0.00 0.00 1.05 Organic sales # fund months 700 0.02
- 52. num_pos_rating_chg_6mon 800 0.025 700 0.02 0.02 0.020 0.02 # fund months 500 0.015 400 0.010 300 200 0.005 100 16 681 314 55 0 0.000 0.00 0.00 1.00 2.09 Organic sales 0.02 600
- 58. consistent_top_3mon_A 900 0.025 800 0.02 0.020 0.02 600 0.015 500 400 0.010 300 200 0.005 100 16 817 233 0 0.000 0.00 0.00 1.00 Organic sales # fund months 700 0.02
- 60. Overall_MS_Rating_1_B 450 0.025 0.02 400 0.02 # fund months 300 0.01 0.015 0.01 250 200 0.010 150 100 0.005 50 424 122 320 200 0 0.000 1.00 2.00 3.00 4.19 Organic sales 0.020 350
- 62. rating_change_3mon_B 1,000 0.02 900 0.018 0.02 800 0.016 700 0.014 600 0.012 500 0.010 400 0.008 300 0.006 200 0.004 100 0.002 16 84 893 73 0 0.000 0.00 -1.00 0.00 1.00 Organic sales # fund months 0.020 0.02 0.02
- 63. rating_change_6mon_B 1,000 0.02 900 800 0.018 0.016 0.01 700 0.014 600 0.012 500 0.010 400 0.008 300 0.006 200 0.004 100 0.002 16 104 870 76 0 0.000 0.00 -1.01 0.00 1.00 Organic sales # fund months 0.020 0.02 0.02
- 64. consistent_top_3mon_B 1,000 0.025 900 0.02 0.020 0.02 700 600 0.015 500 400 0.010 300 200 0.005 100 16 868 182 0 0.000 0.00 0.00 1.00 Organic sales # fund months 800 0.02
- 65. consistent_top_6mon_B 1,000 0.025 900 0.02 0.020 0.02 700 600 0.015 500 400 0.010 300 200 0.005 100 16 881 169 0 0.000 0.00 0.00 1.00 Organic sales # fund months 800 0.02
- 66. Overall_MS_Rating_1_C 500 0.025 0.02 450 400 0.020 0.02 0.02 300 0.015 250 200 0.010 150 100 0.005 50 145 212 430 279 0 0.000 1.00 2.00 3.00 4.23 Organic sales # fund months 0.02 350
- 79. rating_change_1mon_R 1,000 0.025 900 0.02 0.020 0.02 0.02 700 600 0.015 500 400 0.010 300 200 0.005 100 16 64 926 60 0 0.000 0.00 -1.00 0.00 1.08 Organic sales # fund months 800 0.02
- 95. Overall_MS_rating_inc_1mon 300 0.025 0.02 250 0.02 0.02 0.02 0.020 200 0.015 150 0.010 100 0.005 50 20 209 152 267 209 209 0 0.000 0.00 -0.11 0.00 0.00 0.00 0.13 Organic sales # fund months 0.02 0.02
- 98. Ten_year_T_rate_quater_flag 700 0.025 0.02 600 500 0.02 0.015 400 300 0.010 200 0.005 100 598 468 0 0.000 0.00 1.00 Organic sales # fund months 0.020
- 99. GDP_bn_quater_flag 1,200 0.020 0.02 0.018 1,000 0.014 800 0.012 600 0.010 0.008 400 0.006 0.004 200 0.002 1,066 0 0.000 1.00 Organic sales # fund months 0.016
- 100. NAV_cont_3mon_inc 700 0.025 0.02 600 500 0.02 0.015 400 300 0.010 200 0.005 100 643 423 0 0.000 0.00 1.00 Organic sales # fund months 0.020
- 102. NAV_cont_6mon_inc 1,200 0.025 0.02 0.020 # fund months 0.02 800 0.015 600 0.010 400 0.005 200 967 99 0 0.000 0.00 1.00 Organic sales 1,000
- 103. one_mon_infla_cont_6mon_inc 1,200 0.020 0.02 0.018 1,000 0.014 800 0.012 600 0.010 0.008 400 0.006 0.004 200 0.002 1,066 0 0.000 0.00 Organic sales # fund months 0.016
- 104. default_spread_cont_6mon_inc 1,200 0.020 0.02 0.018 1,000 0.014 800 0.012 600 0.010 0.008 400 0.006 0.004 200 0.002 1,066 0 0.000 0.00 Organic sales # fund months 0.016
- 106. one_std_mean_flag 700 0.02 0.02 0.020 0.018 600 500 0.014 0.012 400 0.010 300 0.008 0.006 200 0.004 100 0.002 416 650 0 0.000 0.00 1.00 Organic sales # fund months 0.016
- 107. two_std_mean_flag 700 0.02 0.02 0.020 0.018 600 500 0.014 0.012 400 0.010 300 0.008 0.006 200 0.004 100 0.002 416 650 0 0.000 0.00 1.00 Organic sales # fund months 0.016
- 108. three_std_mean_flag 700 0.02 0.02 0.020 0.018 600 500 0.014 0.012 400 0.010 300 0.008 0.006 200 0.004 100 0.002 416 650 0 0.000 0.00 1.00 Organic sales # fund months 0.016
- 109. mean_2_std_flag 700 0.02 0.020 0.02 0.018 600 500 0.014 0.012 400 0.010 300 0.008 0.006 200 0.004 100 0.002 650 416 0 0.000 0.00 1.00 Organic sales # fund months 0.016
- 110. mean_3_std_flag 700 0.02 0.020 0.02 0.018 600 500 0.014 0.012 400 0.010 300 0.008 0.006 200 0.004 100 0.002 650 416 0 0.000 0.00 1.00 Organic sales # fund months 0.016
- 113. MSCI_vs_Barclays_yield_3mon 250 0.025 0.02 200 0.020 0.02 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -17.31 -3.06 1.09 5.21 22.49 Organic sales # fund months 0.02 0.02
- 118. B_rating_gt_mode 700 0.025 0.02 600 500 0.02 0.015 400 300 0.010 200 0.005 100 661 405 0 0.000 0.00 1.00 Organic sales # fund months 0.020
- 119. C_rating_gt_mode 900 0.02 0.025 800 0.020 0.02 600 0.015 500 400 0.010 300 200 0.005 100 811 255 0 0.000 0.00 1.00 Organic sales # fund months 700
- 120. R_rating_gt_mode 800 0.025 0.02 700 0.020 0.02 500 0.015 400 0.010 300 200 0.005 100 754 312 0 0.000 0.00 1.00 Organic sales # fund months 600
- 121. Advisor_rating_gt_mode 900 0.02 0.020 # fund months 700 600 0.015 500 0.01 400 0.010 300 200 0.005 100 836 230 0 0.000 0.00 1.00 Organic sales 800 0.025
- 122. A_rating_lt_mode 1,000 0.025 900 0.02 0.020 700 600 0.015 0.01 500 400 0.010 300 200 0.005 100 934 132 0 0.000 0.00 1.00 Organic sales # fund months 800
- 123. B_rating_lt_mode 1,000 0.025 900 0.02 0.020 700 0.01 600 0.015 500 400 0.010 300 200 0.005 100 931 135 0 0.000 0.00 1.00 Organic sales # fund months 800
- 124. C_rating_lt_mode 1,000 0.025 900 0.02 0.020 700 0.01 600 0.015 500 400 0.010 300 200 0.005 100 940 126 0 0.000 0.00 1.00 Organic sales # fund months 800
- 125. R_rating_lt_mode 1,000 0.025 900 0.02 0.020 700 0.02 600 0.015 500 400 0.010 300 200 0.005 100 907 159 0 0.000 0.00 1.00 Organic sales # fund months 800
- 126. Advisor_rating_lt_mode 1,000 0.025 0.02 900 800 0.020 700 600 0.015 500 400 0.010 300 200 0.005 100 889 177 0 0.000 0.00 1.00 Organic sales # fund months 0.02
- 131. CPI_slope_1mon 250 0.02 0.02 0.02 0.020 0.02 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -0.31 0.05 0.33 0.60 1.08 Organic sales # fund months 200 0.025
- 133. CPI_slope_6mon 250 0.025 0.02 200 0.02 0.02 0.020 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 0.08 0.28 0.37 0.47 0.75 Organic sales # fund months 0.02 0.02
- 134. Default_Spread_slope_1mon 350 0.025 0.02 300 0.02 0.02 0.015 200 150 0.010 100 0.005 50 208 156 286 208 208 0 0.000 -0.13 -0.06 -0.03 0.03 0.15 Organic sales # fund months 250 0.020 0.02 0.02
- 135. Default_Spread_slope_3mon 250 0.02 0.02 0.02 0.020 0.02 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -0.09 -0.04 -0.02 0.02 0.10 Organic sales # fund months 200 0.025
- 147. Two_year_T_rate_slope_3mon 300 0.025 0.02 0.02 250 0.020 200 0.02 0.015 150 0.010 100 0.005 50 208 208 260 182 208 0 0.000 -0.10 -0.03 -0.01 0.01 0.05 Organic sales # fund months 0.02 0.02
- 149. VIX_index_slope_1mon 250 0.02 0.02 0.02 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -4.55 -2.18 -0.51 0.56 5.51 Organic sales # fund months 200 0.025
- 154. Ten_year_T_rate_slope_6mon 250 0.025 0.02 200 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -0.20 -0.09 -0.03 0.03 0.09 Organic sales # fund months 0.02 0.02
- 162. MS_index_ratio_1to6 250 0.025 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 0.92 0.99 1.03 1.05 1.09 Organic sales 0.02 # fund months 0.02 0.02 200
- 168. VIX_index_ratio_1to6 250 0.025 0.02 0.02 200 0.020 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 0.76 0.85 0.91 1.03 1.31 Organic sales # fund months 0.02 0.02
- 171. three_mon_infla_ratio_1to6 250 0.025 0.02 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -0.19 0.47 0.92 1.43 3.77 Organic sales # fund months 0.02 0.02 200
- 173. CPI_ratio_1to3 250 200 0.025 0.02 0.02 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 1.00 1.00 1.00 1.00 1.00 Organic sales # fund months 0.020 0.02 0.02
- 175. GDP_bn_ratio_1to3 400 0.025 0.02 350 0.02 0.02 0.02 250 0.015 200 0.010 150 100 0.005 50 364 52 234 208 208 0 0.000 1.00 1.00 1.00 1.00 1.01 Organic sales # fund months 0.020 0.02 300
- 182. VIX_index_ratio_1to3 250 0.02 0.02 0.02 0.020 0.02 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 0.86 0.91 0.95 1.03 1.20 Organic sales # fund months 200 0.025
- 183. one_mon_infla_ratio_1to3 250 0.02 0.02 0.02 # fund months 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -6.99 0.23 0.95 1.33 2.48 Organic sales 200 0.025
- 185. three_mon_infla_ratio_1to3 250 0.025 0.02 0.020 0.02 # fund months 0.02 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -8.37 0.59 0.98 1.24 2.66 Organic sales 200 0.02
- 189. std_dist_GDP_bn 300 0.02 0.02 0.02 0.02 0.020 0.02 200 0.015 150 0.010 100 0.005 50 156 260 234 208 208 0 0.000 0.79 0.91 1.04 1.29 1.73 Organic sales # fund months 250 0.025
- 196. std_dist_six_mon_inflation 250 0.025 0.02 0.02 200 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -1.66 -1.18 -0.35 0.81 1.43 Organic sales # fund months 0.020 0.02 0.02
- 197. std_dist_three_mon_inflation 250 0.02 0.02 0.02 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 208 208 234 208 208 0 0.000 -1.46 -1.08 -0.20 1.00 1.51 Organic sales # fund months 200 0.025
- 199. Overall_MS_rating_1to6 250 0.025 # fund months 0.02 0.02 0.02 0.020 0.02 0.02 150 0.015 100 0.010 50 0.005 18 209 210 210 210 209 0 0.000 0.00 0.85 0.97 1.00 1.01 1.23 Organic sales 0.02 200
- 204. org_redem_inc_1mon 250 0.02 0.02 # fund months 0.02 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 213 213 214 213 213 0 0.000 -0.43 -0.14 0.00 0.17 1.23 Organic sales 200 0.025
- 205. org_redem_inc_3mon 250 0.02 0.02 0.02 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 213 213 214 213 213 0 0.000 -0.46 -0.16 -0.01 0.18 1.46 Organic sales # fund months 200 0.025
- 209. org_flow_inc_6mon 250 0.025 0.02 0.02 200 0.020 0.02 150 0.015 100 0.010 50 0.005 213 213 214 213 213 0 0.000 -8.15 -0.98 -0.39 0.25 20.83 Organic sales # fund months 0.02 0.02
- 216. flow_inc_1mon 250 0.025 200 0.02 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 213 213 214 213 213 0 0.000 -8.95 -0.71 -0.19 0.22 5.70 Organic sales # fund months 0.02 0.02
- 217. flow_inc_3mon 250 0.02 0.025 0.020 0.02 0.02 0.02 150 0.015 100 0.010 50 0.005 213 213 214 213 213 0 0.000 -9.78 -0.90 -0.34 0.30 11.03 Organic sales # fund months 200 0.02
- 221. flow_ratio_1to3 250 0.025 0.02 200 0.02 0.020 0.02 150 0.015 100 0.010 50 0.005 213 213 214 213 213 0 0.000 -9.63 0.61 0.99 1.35 7.25 Organic sales # fund months 0.02 0.02