Tag Archives: advice

Exiting A Short VIX Trade

Summary A common question I receive, answered here. An update on the contango and backwardation strategy. Current advice on the VIX. Hello everyone, I hope you have had a profitable month so far. A common question I receive revolves around when to exit a short VIX trade. There really isn’t a common answer to this question but I would be happy to share what I do. Before we begin our discussion I wanted to go over a few things. I believe volatility trading can be done by all different types of investors. I personally follow a very simple method and I know there are many others here that comment with more complex strategies. In reality they all follow the very basic principles of buy low and sell high or in the case of shorting volatility short high cover low. Once you have a good understanding of the basics in volatility, I encourage you to keep increasing your knowledge by reading higher level articles and studies to further your understanding of volatility products. Many times the final piece to understanding lies in the why. Once you can accurately explain why, then you have reached mastery. I have always focused more on the how to than the why. Next summer, I am making a goal to change that and will begin focusing more on the why then the how to. I have spent a great deal of time putting together educational pieces on volatility products and you can view all of those in my Seeking Alpha library. My articles have focused on the basic principles of volatility trading. I started writing to help beginner to moderate level traders who are interested in trading volatility products. When I started trading volatility, not many resources existed for the average investor. I will continuously link back to those pieces and try to promote investor education throughout this transition. One last thing, the comment sections of my articles are always my personal favorite. Even though I don’t respond to every comment, I do read them all and am continuously impressed by what I read. Some of you write such good comments that you should look into actually writing an article or two for Seeking Alpha. Just think about it. I think you would make great contributors. Exiting the short VIX trade A reader suggested strategy for entering a short position in the VIX is posted under this article on contango and backwardation . That article looks into the entry points for shorting the VIX. However, it leaves the exit point up in the air and only causes an exit trade once futures re-enter backwardation from contango. That really isn’t the best overall exit strategy. For the basis of today’s discussion we will use the iPath S&P 500 VIX Short-Term Futures ETN (NYSEARCA: VXX ). Another favorite short of mine is the Proshares Ultra VIX Short-Term Futures (NYSEARCA: UVXY ). VXX invests in front and second month futures contracts. For more on how this ETN operates, click here . If you wait until futures have re-entered backwardation to exit your short position in VXX then you lose some of the profit you could have locked in at a previous date. During the bull market, we have seen extremely long periods of contango which drags VXX down over time. If you are short these shares directly then you may be racking up holding costs by not exiting after a certain period of time. If you are short VXX using options, then you might not have the same concerns. See below for an updated table of the contango and backwardation strategy for VXX. Start dare (enters contango) End date (enters backwardation) Percent Change in VXX 5/21/2012 12/28/2012 -51.56% 12/31/2013 2/25/2013 -16.43% 2/26/2013 6/20/2013 -12.50% 6/21/2013 10/07/2013 -24.72% 10/10/2013 10/15/2013 2.9% 10/16/2013 12/16/2013 -12.02% 12/18/2013 1/30/2014 6.45% 2/7/2014 3/14/2014 5.52% 3/17/2014 4/11/2014 -0.44% 4/14/2014 10/9/2014 -27.37% 10/21/2014 10/22/2014 6.79% 10/23/2014 10/27/2014 2.15% 10/28/2014 12/12/2014 11.08% 12/17/2014 1/6/2014 10.1% 1/8/2015 1/12/2015 9.48% 1/21/2015 1/28/2015 7.6% 2/3/2015 7/8/2015 -35.58% 7/10/2015 8/20/2015 -8.7% 9/16/2015 09/17/2015 7.5% 10/08/2015 volatilityetfs.blogspot.com Table created by Nathan Buehler using historical data from the Intelligent Investor Blog . What you should notice from the above table is the very poor results from 10/21/2014 on. Overall the strategy is profitable but requires very long periods of contango to be highly successful. My exit timing After the VIX has reached a peak and volatility begins to wane, I will set a profit and time target once entering a short position. I prefer not to be in a trade longer than a month. The time frame is more of a risk management tool than about profitability. Generally I set a profit target of around 25%. Now my 25% profit target will not follow the above table because it is a mixture of options and inverse volatility products such as the VelocityShares Daily Inverse VIX Short-Term ETN (NASDAQ: XIV ). To be clear on the time target, I am a worrier. You have to remember I am in a classroom all day and can’t really track what is happening in real time. The shorter I can make my profit target and get out, the happier I am. Waiting for backwardation to reappear can have two side effects. First, you are losing out on your full profit potential. Second, you are trading too often and instead of creating opportunities you are sometimes manufacturing loses. Current Advice Many investors initiated short volatility trades during the past few weeks. I encourage you to follow the above recommendations on exiting the position. Set a profit target and then close out the trade. A focus on U.S. economics should remain as any weakness will send the VIX surging again. So far, especially with jobs data, things continue to look positive. Seasonally volatility will wane after October and into the holiday season. All eyes are going to be on The Fed until liftoff. In case of a trend reversal be ready to lock in profits here. I have a small position in XIV and it has done better than I expected it to. Don’t force any trades here and never chase volatility on a fear of missing out. If you missed this one, wait it out for the next round. I highly appreciate you reading, as always!

10 Best Mutual Funds For The Next Decade From 10 Investment Strategists

Summary Aging demographics, rising demand for less invasive ways to stay active or better address illnesses, emerging market growth of healthcare demands and real products are bullish for Fidelity Select Biotechnology. Parnassus Endeavor has outperformed the S&P 500 by 4.8% annually over the past 10 years. In addition to removing alcohol, tobacco, gambling, firearms and nuclear power from the portfolio. China’s P/E ratio is 8.7 times the next 12 month’s forecast earnings by analysts, which is below the past five years’ average, and a little more than half the U.S. Investors are understandably worried about their portfolios in light of the stock market selloff in August and September. But in the long run, a 10% or even 20% correction will be merely a blip on the screen. To help you focus on the long term, I asked a panel of investing strategists to share their mutual fund investing idea that they have conviction in for the next decade. 1. Fidelity Select Biotechnology Portfolio (MUTF: FBIOX ) By Jim Lowell Aging demographics, rising demand for less invasive ways to stay active or better address illnesses, emerging market growth of healthcare demands, real products, real earnings, and time-tested management are all part of my positive diagnosis for investing in biotechnology and healthcare stocks. For the aggressive growth investor, I recommend Fidelity Select Biotechnology. Priced to perfection and prone to price-related swoons, this sector remains one of my absolute long-term buy recommendations. After the recent price gouging biotech brouhaha, many blue-chip biotechs were being sold down as if they were in the same boat as the upstart Turing Pharmaceuticals, whose capitalist instincts ran away with its better nature, raising the price of a niche but necessary drug from $13.50 to $750 a dose. The CEO finally buckled to public relations pressure and announced that the company would lower the price of the drug in response to the outcry. Of course, Biogen-Idec (NASDAQ: BIIB ), Gilead (NASDAQ: GILD ) and others have diversified portfolios of efficacious biotech drugs and are a far cry from the Turing’s one-trick pony. There will be other blowups under the biotech tent, making it a natural place for proven active management to take center stage. As an individual investor, I’d be nervous about trying to time into this sector as well as pick a broad array of biotech stocks that could reduce near-term risks and enhance long-term return. By investing in FBIOX, I don’t have to worry about either, since manager Rajiv Kaul does that job for me. Currently, his top holdings are Gilead Sciences, Biogen, Alexion (NASDAQ: ALXN ), Celgene (NASDAQ: CELG ), Regeneron (NASDAQ: REGN ), Vertex Pharmaceuticals (NASDAQ: VRTX ), BioMarin Pharmaceutical (NASDAQ: BMRN ), Medivation (NASDAQ: MDVN ), and Incyte (NASDAQ: INCY ). FBIOX is up 13.8% year-to-date through September 23. For the defensive growth investor, I recommend the Fidelity Select Health Care Portfolio (MUTF: FSPHX ). Top-ranked manager Eddie Yoon invests in companies involved in the design, production, or sale of health care products and services, including, but not limited to: pharmaceutical, diagnostic, administrative, medical supply, and biotechnology companies. This sector represents 17% of U.S. GDP and covers thousands of stocks and experimental drugs. You can’t bring the acumen, informed insight and trade execution capacity and quality to this field, but Yoon can and does. He invests with an eye on the necessary demographic trends and stories of aging boomers needing a youth-inducing crutch as well as on the emerging market theme of new consumers demanding better healthcare. His current top holdings include Boston Scientific (NYSE: BSX ), Teva (NYSE: TEVA ), Abbvie (NYSE: ABBV ), McKesson (NYSE: MCK ), Vertex, UnitedHealth (NYSE: UNH ), Shire (NASDAQ: SHPG ), and Bristol-Myers Squibb (NYSE: BMY ). While sub-sectors like biotechnology have been blazing higher, there are other defensive sectors when higher alpha plays are being sold off. One stealth benefit: This is a globally diversified sector with this fund’s foreign investments typically making up one-third of its assets. Jim Lowell is editor of FidelityInvestor.com and chief investment officer at Adviser Investments with $3 billion under management in Newton, Mass. He owns both funds mentioned here. 2. Deutsche Bank Global Infrastructure Fund ( TOLSX ) By Jeremy S. Office, Ph.D., CFP, CIMA, ChFC, CRPC, MBA We believe one of the best opportunities for investors with more than a seven-year time horizon is global infrastructure. According to the World Economic Forum, global infrastructure demand is approximately $4 trillion annually with only $2.7 trillion invested each year. Global infrastructure remains underdeveloped, and existing structures are in their later stages of life. As government balance sheets near their tipping point, we believe this gap will open the doors for private investment opportunities that will further attract investors into the asset class. Also, the potential to hedge inflation by investing in companies with the ability to raise prices (high pricing power) may also be attractive if inflation begins to increase. At Maclendon, we use the Deutsche Bank’s Global Infrastructure Fund as a diversified way of investing in this vertical. Although the world may be slowing down economically, population growth and the need for updated infrastructure remain high. With the essential need of infrastructure within a society, the resiliency of cash flows, and the potential hedge against inflation, we believe this to be a compelling investment in a portfolio over the next 10 years. The current zero interest rate policy has diminishing value to stimulate the economy and eventually leads to asset bubbles that could jeopardize the entire experiment in the first place. Cutting interest rates and embarking on quantitative easing to stimulate the economy was necessary during the financial crisis, but we have made considerable progress since and believe a Fed rate hike in September was warranted. We understand the global implications of higher rates and how the Fed is attempting to accomplish a “Goldilocks” raise, not too much and not too soon, but believe at this point we need to move off zero at least for the reason of having the ability to lower them again if markets do show further signs of weakness. Right now the Fed has used all of their tools in its toolbox. If the economy cannot withstand a 0.25% hike in rates, we are in worse shape than previously thought. There is a misconception with retail investors that higher interest rates are bad for the economy, but when you are coming off zero that doesn’t hold true. Higher rates could stimulate the economy as banks are more inclined to lend, retirees are earning more on their fixed income, and would be homebuyers get off the sidelines to avoid higher mortgage rates. Jeremy S. Office, Ph.D., CFP, CIMA, ChFC, CRPC, MBA, is founder and principal of Maclendon Wealth Management in Delray Beach, Fla. with $140 million under management. 3. DFA Global Allocation 60/40 Portfolio (MUTF: DGSIX ) By Michael S. Brown CFA, CPA, CFP® Over the last six weeks, U.S. large-cap stocks have declined by 10%, erasing year-to-date gains. Times like these are healthy because they remind investors that the stock market’s attractive historical returns do not come without risk. Successful long-term investors understand that strong equity markets are inevitably followed by downturns, the timing and magnitude of which are impossible to predict. They specifically demonstrate discipline by avoiding the herd mentality and taking advantage of occasions when stocks are priced most competitively. Dowling & Yahnke aims to build highly diversified portfolios that align with client risk tolerance and long-term investment objectives. Combining this philosophy with a mandate to minimize costs, manage taxes and rebalance in a disciplined manner limits the scope of funds with which we place client assets. When recommending a solution for an investor with a moderate risk tolerance and long-term investment horizon, DFA’s Global Allocation 60/40 Portfolio is a great choice. While many all-in-one fund options exist, DGSIX delivers DFA’s unique investment approach in an efficient, low-cost package. The portfolio, which features a globally diversified fund-of-funds structure with built-in rebalancing, is designed to seek total returns consisting of capital appreciation and current income by investing 60% of assets in equity funds and 40% in fixed income funds. The funds included in the Global Allocation 60/40 Portfolio provide broad exposure to global markets, including more than 10,000 securities in more than 40 countries at a low net expense ratio of 0.29%. In addition to providing an allocation to inflation-protected securities, the equity components of DGSIX employ Dimensional’s applied core equity approach, emphasizing smaller cap, relatively low price, and higher profitability stocks to enhance expected returns. The fixed-income components complement the equity allocation, helping to optimize the tradeoff between dampening risk and maximizing expected return. Michael S. Brown CFA, CPA, CFP® is a partner at Dowling & Yahnke, LLC in San Diego, Calif. with $3 billion under management. 4. Parnassus Endeavor Fund (MUTF: PARWX ) By Michael Kramer Parnassus Endeavor is a $1.3 billion large-cap core mutual fund with a five-year annual return of 14.8% and a 10-year annual return of 11.2% through September 30, 2015. This fund has outperformed the S&P 500 by 4.8% annually over the past 10 years. In addition to removing alcohol, tobacco, gambling, firearms and nuclear power from the portfolio, it also seeks out sector leaders in areas such as community relations, labor standards, human rights, environmentally-friendly practices, and employee health, safety, diversity, and rights. Research has long indicated that ESG integration has a neutral-to-positive correlation to long-term financial performance. In volatile and uncertain markets, investors that view ESG factors as material to bottom-line performance understand that true long-term profitability is directly connected to adherence to best corporate practices around risk mitigation. This low-turnover fund overweights technology and financial services while emphasizing dividend-yielding positions and, at 39%, has twice the benchmark and category averages of mid-cap stocks. Top holdings include Altera (NASDAQ: ALTR ), Intel (NASDAQ: INTC ), Whole Foods Market (NASDAQ: WFM ), American Express (NYSE: AXP ), Applied Materials (NASDAQ: AMAT ), and IBM (NYSE: IBM ), representing 35% of the portfolio weight. This fund has been resilient in down-markets and strong in growth periods. During the 2008 downturn, for example, the fund was down 30%, while the S&P 500 lost 38% of its value, and in 2009 the fund was up 62%, while the S&P was up only 26%. Manager Jerome Dodson, who founded Parnassus Investments in 1984 and has managed this fund for 11 years, maintains a consistent and disciplined approach, which has helped this sustainable and responsible fund to earn 5 stars from Morningstar and place in the top 1% of all mutual funds for 10-year tax-adjusted return in its category. Michael Kramer is managing partner and director of social research at Natural Investments and co-author of The Resilient Investor: A Plan for Your Life, Not Just Your Money. 5. Federated Global Allocation Fund (MUTF: FSTBX ) By Stephen F. Auth, CFA Federated Global Allocation Fund is a diversified global balanced fund that can go anywhere and has sufficient flexibility to preserve capital in market corrections, while also being able to participate significantly in the secular bull that we believe we are in. It goes without saying: It’s been a rather messy time for stocks. The China fears that sparked this summer’s sell-off have been succeeded by handwringing over what the Fed sees that’s keeping it from liftoff. Don’t expect clarity anytime soon. No major upside surprises appear to be lurking on the economic calendar, and we are entering what historically has been an unsettling seasonal period. We see recent market volatility continuing for the next several weeks, with a likely retest of August’s lows, i.e., an S&P 500 that trades 3% to 5% below present levels. Over the longer term, however, we remain “stubbornly constructive” on equities. Secular bull markets such as we are in occasionally experience corrections that wash out the weak hands and set the stage for the next advance. This is what we are currently experiencing. The list of positive drivers off current levels is long and more in place than ever: Negative sentiment regarding stocks. Highly accommodative global monetary policies. Low global inflation. Low global yields. An expanding global economy despite headwinds from China. Corporate balance sheets and cash flows that remain very healthy. Valuations that are attractive and not expensive, price-to-earnings multiples are below 15 times expected 2016 S&P earnings of $130 to $135. We think this market will find new legs later this year into next and have not changed our 2,500 S&P target for 2016, implying close to a 30% upside from the present. With the market currently selling almost indiscriminately, we favor oversold stocks in such areas as domestic cyclical, consumer discretionary, financials, healthcare/biotech, even rate-sensitive utilities, and staples. We still think it’s too early to buy into energy and industrial and commodity names with big overseas exposure. People ask me, “What will be the catalyst?” My answer: When you have corrections like this, with babies being thrown out with the bathwater and companies with fantastic multi-year fundamentals like many of the health-care stocks being sold hard and indiscriminately by the ETF providers, you don’t need any of the positive catalysts listed above to spark a sustained rally. You just need a few things to get less worse, in particular news out of China. Once the market sniffs out this “less-worse” scenario, perhaps late in the fourth quarter, look out above. Stephen F. Auth, CFA is chief investment officer of equities at Federated Investors, Inc. Pittsburgh, Penn. with $349.7 billion under management. 6. Cognios Market Neutral Large-Cap Fund (MUTF: COGMX ) By Jonathan Angrist Investors should consider alternative mutual fund strategies as a diversification tool for their portfolios with a particular focus on those strategies that hedge market exposure. Market neutral equity is one of the few strategies that actually moves independently of the stock and bond markets, offering true diversification. Why is additional diversification necessary? We see the gulf between attractively valued companies with good long-term growth prospects and over-valued companies with challenging growth opportunities to be very wide, diminishing the potential for returns from traditional equity markets. Further, the current interest rate environment creates additional hurdles for traditional asset allocation. Rates will rise, and when they do increased rates are likely to impact both the equity and fixed income markets. This is likely to challenge traditional long-only strategies, but creates an opportunity for market neutral strategies. Due to the cyclicality of earnings, the Shiller cyclically-adjusted price-to-earnings ratio (NYSEARCA: CAPE ) is often used as a more accurate indicator of long-term earnings power than unadjusted earnings per share. As of August 31, 2015, this ratio stood at 25.84 times. Historically, when this ratio rises above 25.0 times, our research shows that the annualized return for the Standard & Poor’s 500 Index (S&P 500) is near zero for the following five years. Even with the continued economic expansion, we expect corporate profits to decline given that corporate profits as a share of gross domestic product are near all-time highs. As a result of continuing quantitative easing in Europe, on-going quantitative easing in Japan and slowing economic growth in China, earnings from foreign countries are also likely to decline due to the strengthening U.S. dollar. Conditions in the fixed income market are difficult as well. Many members of the Federal Open Market Committee have indicated that they would like to raise the federal funds rate by 0.25 percent before 2015 year-end. Barring further intervention long-term rates are also likely to rise. Long-term Treasury rates will continue to rise as China and commodity-dependent nations liquidate foreign currency reserves to stabilize their own currencies and plug national deficits. The potential for disappointing future performance of traditional asset classes and the increased market volatility, economic uncertainty and geopolitical turbulence that continues to persist highlights the need for a market neutral allocation in a well-balanced and diversified portfolio. Market neutral strategies offer the opportunity for returns that are independent of broad market and macro events. Jonathan Angrist is president and chief investment officer of Cognios Capital in Leawood, Kan. with $329 million under management. 7. AQR Risk Parity II MV Fund (MUTF: QRMIX ) By James F. Smigiel For many investors, a 10-year time horizon can be liberating in terms of the types of riskier investment opportunities that would not be viable over shorter time frames. There is a tendency among investors to view risk differently as holding periods lengthen. Specifically, the risk tolerance of the typical investor tends to increase as the period expands. Perhaps this stems from the fact that there are some statistical measures of risk that tend to decrease as the period increases. Whatever the reason, the investment community has not served these investors well, as there is still a surprising amount of controversy and confusion about the relationship between time and risk. SEI believes the facts are clear and investors should recognize that the range of potential outcomes, both positive and negative, will expand as time horizon increases. This is a natural result of returns compounding over time. In other words, the longer the time horizon, the greater amount of uncertainty. Given the above, SEI’s recommendation for the next 10 years would be a highly diversified investment that could be expected to perform relatively well in many potential economic and market scenarios. Specifically, we would suggest any of the so-called “Risk Parity” mutual funds including AQR Risk Parity II MV I or the SEI Multi-Asset Accumulation Fund (MUTF: SAAAX ). These funds and others like them provide investors with equal or near-equal exposures to multiple asset classes such as global equities, global bonds and global inflation-related assets (inflation-linked bonds, commodities). Unlike traditional balanced funds, however, these portfolios balance asset classes by risk contribution as opposed to a percentage of assets invested. Investing across asset classes via the amount of dollars invested can leave a portfolio highly concentrated in one exposure given the wide differences in asset class volatilities (i.e. equities can be more than twice as volatile as bonds). A portfolio that invests half of its dollars in stocks and half in bonds might appear diversified, but because stocks are so much riskier than bonds, nearly all of that portfolio’s risk would be contributed by stocks. Risk parity seeks to make all assets, even low-risk ones, “matter” at the overall portfolio level. An allocation approach that focuses on risk provides a truly diversified portfolio, which could be expected to perform well across a range of market and economic environments versus a more traditional, but concentrated, approach. Given the level of uncertainty that a ten-year horizon represents, we believe this choice provides the investor with the best chance of achieving a reasonable rate of return without accepting an undue amount of risk. James F. Smigiel is a managing director of Portfolio Strategies Group SEI Investment Management Unit at SEI at Oaks, Penn. with $262 billion under management. 8. Arrow Alternative Solutions Fund (MUTF: ASFNX ) By Joseph Barrato Over the next decade, we believe what is happening with the bond market may be just as relevant for investors as the direction of the stock market. Despite the Federal Reserve’s recent decision to keep interest rates unchanged, the world obviously anticipates rising rates in the future. This may mark the end to a declining rate environment that began in the 1980s. Although it’s true that we’ve experienced instances of rate hikes during the last few decades, we are now entering unchartered territory not seen by many of today’s investors. In the past when rates have increased, bond fund performance was cushioned by portfolio yields that were higher than prevailing market rates. We now have an environment where portfolio rates have slowly declined to the point where competitive yields are few and far between. Generating yield income is not the sole reason for holding bonds. Many portfolios are built to rely on fixed income as a core diversifier to offset the volatility of large equity exposure. As such, we expect to see a huge demand for non-traditional and alternative bond funds among investors who are looking either to replace or supplement their fixed income holdings with strategies that can deliver in rising and declining rate environments. The Arrow Alternative Solutions Fund is an example of a non-traditional bond fund that seeks capital appreciation with an emphasis on absolute returns and low volatility. Composed of three underlying fixed income strategies, the fund relies on quantitative analysis to optimize long/short/flat exposure to corporate high-yield bond markets, credit default markets, and long-term U.S. Treasury bond markets. As a result, the Arrow Alternative Solutions Fund has shown a low historical correlation to traditional equity and fixed income markets, and may also help to diversify an investment portfolio during various rate environments. As with any investment, investors should carefully consider risks with benefits. In this case, the Arrow Alternative Solutions Fund uses a combination of derivatives and fixed income securities to achieve its objective, which are subject to interest rate, credit, and inflation risks. Joseph Barrato, CEO and director of investment strategy at Arrow Funds in Laurel, Md. with $700 million under management. 9. Index Funds S&P 500 Equal Weight Fund (MUTF: INDEX ) By Michael G. Willis Having trouble beating the S&P 500 Index? Join the club, and it’s a large club. According to the most recent SPIVA report released by Standard & Poor’s, over 86% of large-cap fund managers could not beat it last year, and those numbers approach nearly 90% if you look at the past 5-year period. In March of 2014, Warren Buffett announced that his advice to his heirs is to put 90% of his estate in “a very low-cost S&P 500 index fund.” That’s a strong endorsement coming from arguably one of the best stock traders on the planet. So, what could be better than owning the S&P 500 Index for the next 10 years? Well, since the index is already in a class by itself, try beating the S&P 500 Index with a simple & logical version of itself! We believe one of the best-kept secrets on Wall Street is the S&P 500 Equal Weight Index. This index holds the same 500 companies with a minor twist: each of the 500 companies is held equally over time. Simple, right? This is in stark contrast to the market-cap version that uses a complex formula that winds up allocating over 50% of the portfolio to only 50 companies. It could be argued that the equal-weight version of the S&P 500 Index is the “pure” version of the index because it invests in each of the 500 companies equally, without bias. By definition, this makes it a better-diversified version of the index as it does not over-weight a select few. Incredibly, since its inception in 2003, this simple & logical version of the index has outperformed its “big brother” nine out of 12 years. Although many investors prefer index funds because of the lower costs, a key benefit of index investing is the peace of mind factor. Since no one knows the future, why second guess it or attempt to time it? An index portfolio manager’s read on current market conditions doesn’t matter, as their job is to track the index and ignore everything else. Index investors can also follow their lead here and attempt to ignore the daily “noise” on Wall Street and focus on their individual long-term goals. For 20 years, we were in the club that tried to beat the S&P 500 Index. Now this simple equal weight strategy might just have the best ticker on Wall Street: INDEX. Michael G. Willis is lead portfolio manager of The Index Group, Inc. in Colorado Springs, Colo.with $3 million under management. 10. Fidelity China Region Fund (MUTF: FHKCX ) By Kheim Do Investors have been bombarded by speculation that the Chinese economy probably already is sliding into a recession, and that it could pull the rest of the industrialized world down as well, especially at an awkward time when the U.S. Federal Reserve Board is contemplating raising interest rates. The increasing chatter of the scenario of a global recession in 2016 is a frightening one, especially when the world economy has barely started recovering from the recent financial crisis. According to some well-followed surveys of investor sentiment by global investment banks including Citigroup and Credit Suisse, the current mood is nearly as depressing as that prevailing in the dark days in the aftermath of the 2008 global financial crisis. The pricing of assets which are dependent on China’s economic growth have fallen significantly. For instance, oil prices and global emerging equity markets have fallen by 60% and 28% respectively over the past 12 months. The book of investment history suggests however that a savvy investor should act in a contrarian manner, when we are at extreme sentiment levels. In other words, the current high level of fear offers excellent long-term buying opportunities. Our global strategic policy group has regularly been monitoring and analyzing massive amounts of data, covering all the major economies around the world, ranging from weekly to 100-year data points. At the beginning of each year, a dedicated specialist team performs a detailed projection of the coming 10-year growth rate of gross domestic product in real, nominal (including inflation) and per capita terms. This, combined with the starting valuation tools, including price/earnings ratio and dividend yield, associated with each major asset class, constitutes the foundation of our 10-year total return forecasts of major bond, equity and currency markets. We are proud to report that our 10-year predictions of equity markets’ total returns made in 2004 for the decade ending 2014 turned out to be “deadly” accurate. Barings’ 10-year forecasts made at the beginning of this year suggests that the best equity market in the coming decade is China. Surprised? I expect so. As a market, China is unloved and current valuations of listed companies suggest an unduly pessimistic scenario of very little growth in nominal economic and corporate profit growth in the coming five to 10 years, while the reverse is true for the U.S. stock market, where high valuations discount a very rosy outlook. China’s price-to-earnings ratio is 8.7 times the next 12 month’s forecast earnings by broking analysts, which is significantly below the past five years’ average, and a little more than half of that of the U.S. equity market. Khiem Do is investment director at Baring Asset Management in Hong Kong with $38.7 billion under management.

National Fuel Gas Is Cheap

$409 million reserve write-down for the company’s E&P segment overshadows its regulated utility and pipeline operations. National Fuel Gas offers the highest number of Marcellus acres per million dollars of enterprise valuation. On a yield basis, National Fuel Gas has not been this cheap since 2006 and 2008. National Fuel Gas (NYSE: NFG ) is three companies in one: a regulated gas utility with midstream assets and an exploration and production company with assets in California and the Marcellus. With the collapse of the oil and gas markets, share prices have followed suit, falling from a high of $72+ registered in 2013, 2014, and again this year. However, NFG’s base of regulated assets provides a cushion for the obvious volatility of its E&P business. A good business overview is offered on 4-traders.com : “NFG is a diversified energy company, which operates through the following business segments: Utility, Pipeline and Storage, Exploration and Production, Energy Marketing & Gathering. The Utility segment through National Fuel Gas Distribution Corp. is engaged in selling and providing natural gas and transportation services to customers through a local distribution system located in western New York and northwestern Pennsylvania. The utility segments services 775,000 customers. The Pipeline and Storage segment through National Fuel Gas Supply Corp. and Empire Pipeline, Inc. is engaged in providing interstate natural gas transportation and storage services for affiliated and non-affiliated companies. The Exploration and Production segment through Seneca Resources Corp. and Seneca Western Minerals Corp. is engaged in the exploration, development and purchase of natural gas and oil reserves in California and in the Appalachian region of the U.S. The Energy Marketing segment through National Fuel Resources, Inc. is engaged in marketing of natural gas to industrial, wholesale, commercial, public authority and residential customers in western and central New York and northwestern Pennsylvania. The Gathering segment through its subsidiary National Fuel Gas Midstream Corp. which builds owns and operates natural gas processing and pipeline gathering facilities in the Appalachian region. National Fuel Gas was founded on December 8, 1902 and is headquartered in Williamsville, NY.” It seems not many analysts like NFG as demonstrated by both a lack of research coverage and a low consensus timeliness rating. There were 12 analysts covering NFG in May 2014, but that number has shrunk to 7, of which four rate NFG as a Hold, two as a Buy, and one as a Strong Buy. Keep in mind, in the world of analyst-speak, a Hold usually and loosely translates to Avoid. At the heart of this dislike is the large write-off NFG took in its recent quarterly reporting . GAAP procedures call for a redetermination of oil and gas reserves every quarter, and in keeping with this process, NFG has taken $409 million write-down over the past 9 months. This creates a GAAP loss of -$2.24 a share. However, the operating results were not nearly as bad with 9-month operating results declining from $2.82 last year to $2.58. Below is a table comparing operating results per share for the first 9 months of FY2015 vs. same time last year. Source: National Fuel Gas press release, Guiding Mast Investments As shown, operating earnings are down “only” -$0.24 a share, or about 9%. However, share prices have declined by 25% this year. NFG has not been this cheap on a yield basis since 2006 and 2008, and 2006 and 2011 on a PE basis. Below is a 20-year FAST Graph chart indicating a more reasonable PE and dividend yield in line with its history. Prior to 2006, NFG did not have as extensive an E&P footprint, and traded primarily with a regulated gas utility matrix. (click to enlarge) Management announced its earnings per share guidance for FY2015 of $2.90 to $3.00, up from previous guidance of $2.75 to $2.90. Guidance was also given for FY2016 of $3.00 to $3.30. Over the years, NFG has generated acceptable and reliable returns on invested capital, with a current 3-year average of 8.75%. Below is a chart, also from fastgraph.com, of 20-year history of ROIC. (click to enlarge) National Fuel Gas is the second largest landholder in the Marcellus shale, controlling over 800,000 acres, with 75% fee-owned. For example, below is a slide from the most recent investor presentation showing the location of the fee-owned 720,000 acres out of 790,000 acres controlled in Pennsylvania. Morningstar believes NFG has a 10-year footprint of over 1500 drilling locations, based on its current drilling schedule. (click to enlarge) NFG offers one of the lowest valuation of its Marcellus acreage compared to its peers. Below is a table of various net acres ownership, current enterprise value, and the number of acres owned for each million dollars of EV. Source: Guiding Mast Investments Although natural gas production has expanded from 30 MMcf in 2010 to 142 MMcf in 2014, NFG continues to expand its reserves by a factor of 3 to 5 times production levels. There is no reason to believe this trend won’t continue. Morningstar forecasts natural gas production will increase 74% between 2014 and 2019. Oil production in California has not been fully replaced, and reserves have declined 15% over the previous 5 years. In the current era of low prices, company-wide production growth has slowed to just 5% for the first 9 months of 2015 over 2014. National Fuel Gas is expanding its midstream assets of pipelines, storage facilities, and gathering. Over the next few years, transportation capacity will increase from a current 1 bcf/d to over 1.6 bcf/d. This expansion should continue to translate into higher earnings per share. Fund manager Mario Gabelli controls 10% of NFG shares. Last fall and spring, Gabelli pushed for a financial re-engineering of the company by spinning off the utility segment. Management resisted, and Gabelli called for a proxy vote on the issue, but he lost. It is interesting that according to Gabelli’s latest fund notes, NFG is still looking at some type of restructuring, but management is mum on the issue. As NFG continues to gain critical mass by expanding its midstream assets of pipelines and gathering systems, some type of financial restructuring seems inevitable. Morningstar’s even-handed analysis summary is: “Bulls say: National Fuel offers years of development potential with a reasonable margin of safety. We estimate the firm wide break-even index price to be approximately $2.45 per thousand cubic feet. This company has an impressive record of 112 consecutive years of dividend payments, and its 44 consecutive years of dividend increases should appeal to income investors. Midstream infrastructure has lagged production growth in the Appalachian region for several years, leaving NFG’s midstream businesses well positioned to capture incremental transport volumes from Marcellus producers. Bears Say: North American natural gas fundamentals could remain weak for an extended period of time. NFG will remain leveraged to this market for several years while developing its Marcellus acreage. We anticipate that National Fuel Gas will outspend cash flow in each year of our forecast, which could be detrimental to its development aspirations in the event of declining commodity prices. As its higher-risk E&P business continues to grow at a feverish pace, NFG will become less appealing to traditional income investors on the whole, as predictability of future cash flows becomes less certain.” A year ago, I penned a bullish article on NFG when it was trading at $74, and I apologize to those who took my advice at that time. I still believe in the value National Fuel Gas offers in its combined assets of a gas utility with an expanding footprint of natural gas infrastructure and an oil/gas E&P. Management announced the probability of additional reserve valuation adjustments over the next two quarters and this has weighted on share prices. Longer-term thinkers should have this value play on their radar screen. Author’s Note: Please review disclosure in Author’s profile. Disclosure: I am/we are long NFG. (More…) I wrote this article myself, and it expresses my own opinions. I am not receiving compensation for it (other than from Seeking Alpha). I have no business relationship with any company whose stock is mentioned in this article.