Tag Archives: etf-hub

Commodity Returns: So Much For The ‘Reversion To The Mean’ Trade

In 2014, I managed to avoid the energy sector for clients, almost entirely, owning no energy (crude oil or natural gas) companies and selling Halliburton (NYSE: HAL ) near $70 during the summer of 2014. Unfortunately, like a golfer that eagles one hole, and then takes a 9 on a par 3, the basic materials holdings for clients coming into and out of the summer of 2014 were: a) Alcoa (NYSE: AA ) (aluminum) b) US Steel (NYSE: X ) (steel) c) Freeport Copper (Copper and Energy) d) Peabody Energy (NYSE: BTU ) (and for the granddaddy of all disasters, coal) Here is what piqued my interest in the group and kept me long the names for so long. Although I haven’t owned gold for clients since late 2011, commodities and gold have been at the bottom of the “asset class return” table for three years running, i.e. 2012 through 2014, and managed to move up one slot through the first 6 months of 2015. Today, gold is getting killed again. When I think of the “reversion to the mean” trade today, the old saying “timing is everything” still matters too. 1) The dollar is stronger once again, the last few weeks, breaking the downtrend line in place since mid-March ’15, which is a negative for gold and commodities. 2) China is a mess both producing a LOT of its commodities and given the supposed slower growth, likely consuming less too. 3) I’ve always felt that the commodity complex and the emerging markets, given their commodity-based economies, seemed to be closely correlated, and the EEM (emerging markets ETF) looks ready to roll over again and trade down to $35. We were long for clients some of the base metals companies waiting for a “return-to-global-growth” theme, and the trade didn’t work. Looking at the past 35 years, from 1980 through 2015, the only time these stocks worked for a decent period of time was the early 2000s through 2007, when China was growing 15% per year. US Steel traded up to $180 by mid-2008 and promptly came right back down. Peabody Energy traded up to $82 and is now $1.50 per share. Freeport Copper traded as high as $62 in mid-2008. Basic materials, of which chemicals is the largest weighting at 70%-75% of the sector, is just 3% of the S&P 500 by market cap and earnings weight, so these base metals companies are a pretty small component of the overall index. Next time, I do think we will eliminate the operating risk of commodity companies, and stick with pure-play commodity ETFs, like we did with GLD. In the early 2000s, when gold bottomed right when the tech and growth stock bubble peaked, the only way investors could get exposure to gold was to buy Newmont Mining (NYSE: NEM ) or other gold miners. The GLD, when the ETF was launched in late 2005, was a much better way (in my opinion) to play gold than the operating companies. If readers have a favorite commodity ETF that you think is worth mentioning, send a note and I’ll give it a look please. Given the asset class returns table, “relative” investors can’t ignore the commodity complex.

The Low Volatility Anomaly: Leverage Aversion Hypothesis

This series digs deeper into the Low Volatility Anomaly, or why lower risk stocks have historically produced stronger risk-adjusted returns than higher risk stocks or the broader market. The CAPM links expected returns with an asset’s sensitivity to systematic risk, but the model assumptions are impractical. This article covers a deviation between model and market that may contribute to the outperformance of low volatility strategies. Given the long-run structural alpha generated by low volatility strategies, I am dedicating a more detailed discussion of the efficacy of this style of investing. In the first article in this series , I provided an introduction to the strategy with a simple example demonstrating a low volatility factor tilt (replicated through SPLV ) from the S&P 500 (NYSEARCA: SPY ) that has generated long-run alpha. In the second article in this series , I provided a theoretical underpinning for the presence and persistence of a Low Volatility Anomaly, and linked to articles depicting its success dating back to the 1930s. This article demonstrates that violations of the assumption of the Capital Asset Pricing Model (CAPM) lead to deviations between model and market that pervert the presumed relationship between risk and return. Empirical evidence, academic research and long time series studies across asset classes and geographies have shown that the actual relationship between risk and return is flatter than the model or market expectations suggests. The third article in this theory lays out a hypothesis for why low volatility strategies have produced higher risk-adjusted returns over time. Leverage Aversion Hypothesis The fallacy of the Capital Asset Pricing Model assumption that investors are able to borrow and lend at the risk-free rate might be the supposition that most perverts the model application from real world practice. Certainly not all investors are able to use leverage, and the cost and availability of leverage can deviate materially from any notion of a risk-free rate in times of stress. Intuitively, leverage-constrained or leverage-averse investors often choose to overweight riskier assets, increasing the price of risky assets and lowering expected return. If some market participants are overweight riskier assets characterized by lower expected returns, then they must be underweight lower risk assets which would be characterized by higher expected returns. In the CAPM model, rational market participants seeking to maximize their economic utility invest in the portfolio with the highest expected return per unit of risk, and lever or de-lever their portfolio to suit their own risk tolerance. In practice, however, many large institutional investors including most mutual funds and certain pension funds are constrained by the level of leverage that they can take. Furthermore, many individual investors lack the sophistication or access to attractively priced leverage. The growing increase in the assets under management of exchange traded fund products with embedded leverage could well signal small investor’s inability to access leverage directly on favorable terms. If market participants respond by being overweight riskier securities, then the relationship between risk and expected return is altered. Building on the long time series studies from Black and Haugen of the relative outperformance of lower volatility assets in the last article in this series, Frazzini and Pederson (2010) empirically demonstrated the alpha-generative nature of low beta assets across twenty international equity markets, Treasury bonds, corporate bonds, and futures. The duo also introduced a “Betting Against Beta” factor that gave the paper its name. The factor is effectively a zero beta portfolio that is long leveraged low-beta assets and short high-beta assets to produce statistically significant risk-adjusted across many markets, geographies, and time intervals. This study also demonstrated that the return of the BAB factor is sensitive to funding constraints as one would expected in a trade involving leverage. The persistence of an alpha-generative strategy involving leverage applied to low volatility assets, whose excess return is in part a function of the funding environment, supports the Leverage Aversion Hypothesis as an explanation for the Low Volatility Anomaly. In the next section of this series, we will tackle how the delegated agency model typical of investment management may also contribute to the outperformance of Low Volatility strategies. Disclaimer My articles may contain statements and projections that are forward-looking in nature, and therefore, inherently subject to numerous risks, uncertainties and assumptions. While my articles focus on generating long-term risk-adjusted returns, investment decisions necessarily involve the risk of loss of principal. Individual investor circumstances vary significantly, and information gleaned from my articles should be applied to your own unique investment situation, objectives, risk tolerance, and investment horizon. Disclosure: I am/we are long SPLV, SPY. (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.

Benjamin Graham’s Defensive Versus Enterprising Investor Performance Over The Dismal Decade Of 2000-2009

In a previous blog (see Benjamin Graham’s Value Investing versus the Robo-advisor ), I illustrated included a chart outlining the performance of the United States stock market over the course of every decade covering during the past 100 years. Stock performance over the past decade (2000-2009) was not only a net loser, including the paltry dividend income received, but it even underperformed the 1930’s depression era. If the typical investor had known this information at the start of the year 2000, I’m confident he or she would have remained on the sidelines in cash. Let’s assume that Mr. Market held a gun to your head, forcing you to buy and hold stocks over the coming decade. Further assume that you knew the performance in stocks would be terrible. Given few good options against the wrong end of Mr. Market’s gun, one might find some solace by turning to the value investing teachings of Benjamin Graham. How did value stocks perform over the dismal decade from 2000-2009? In Graham’s first edition of The Intelligent Investor , he outlined several approaches to stock selection. One approach was designed for the defensive investor, involving the selection of only stocks that met a conservative set of buying criteria with safety of principal as the primary concern. Another stock selection approach was designed for the more enterprising investor, one willing to assume more risk with the hope of gaining a larger profit. The defensive investor approach to stock selection recommends the following buying criteria: Benjamin Graham’s Stock Selection Rules for the Defensive Investor 1) Diversify your portfolio across at least 10 different securitie s, with a maximum of about 30. Over the decade from 2000-2009, we’ll review the range of portfolio returns for both a “10” and a “30” stock portfolio that met all of Graham’s criteria for the defensive investor. 2) Each company should be large, prominen t, and conservatively financed. We’ll put a company on the defensive investor list only if it had a market cap of at least $350 million. That’s about the size of a larger company in 1949 on an inflation-adjusted basis when Graham published The Intelligent Investor. Graham defined a company as “prominent” if it ranked in the upper-quarter to upper-third in size within a particular industry. We’ll give as many companies the benefit of the doubt as being “prominent” provided they were in the upper-third in size within a particular industry. A “conservatively financed” company according to Graham had total debt under half of its total market capitalization. We’ll screen out all stocks that are leveraged beyond this defensive-investor threshold. 3) Each company should have a long record of continuous dividend payments. The first edition of The Intelligent Investor was published in 1949. Graham was reluctant to exclude companies on the defensive list that discontinued their dividend payments during the 1931-1933 period. After all, that time period occurred shortly after the Dow Jones Industrial Average declined 85% in value, including the dividend income received. Graham must have felt that keeping stocks off of a defensive list simply because the dividend payments were temporarily discontinued during that awful time period was a bit restrictive. As a compromise, Graham allowed all companies to be on the defensive stock list provided that a continuous dividend payment took place on every stock back to the year 1936. That’s a historical 13-year dividend-paying history from the date of Graham’s book publication. We’ll follow a similar approach and require all stocks on our defensive list to have paid an uninterrupted dividend over the previous 13-year period. 4) The price paid for a stock should be reasonable in relation to its average earnings. Graham recommended purchasing only stocks that had a price-to-average-earnings ratio below 20. Average earnings was calculated using the previous five years of data from the income statement of each public company. We’ll follow the same approach and keep off of the defensive list any expensive stocks with a price-to-average-earnings ratio greater than 20. The charts below shows the performance of the best-and worst-performing stocks meeting Graham’s defensive stock criteria covering the worst-performing decade over the past century. The number of stocks at the start of the year 2000 that met all of Graham’s defensive selection criteria totaled 111. Ten Best – and Worst – Performing Defensive Stocks, Including Dividend Income… (click to enlarge) Thirty Best – and Worst – Performing Defensive Stocks, Including Dividend Income… (click to enlarge) As already mentioned, Graham recommended holding between 10 and 30 stocks that met the rigorous defensive stock criteria. As shown in the two charts above, quite a bit of variation in performance existed depending on what stocks were chosen from the defensive list. Diversifying across 30 defensive stocks instead of only 10 improved your worst-case portfolio return over the dismal decade, but it also reduced your potential best-case return. In general, following Graham’s value investing instruction of purchasing a number of defensive stocks stood a good chance of outperforming the broad stock market average over the course of the worst decade in history. Benjamin Graham’s Stock Selection Rules for the Enterprising Investor Graham outlined four broad categories available for the enterprising investor. 1) Buying in low markets and selling in high markets. 2) Buying carefully chosen “growth stocks” 3) Buying bargain issues of various types 4) Buying into “special situations” Choices one and two from the list are highly problematic to implement in real time. Many analysts on Wall Street have attempted to forecast the overall movement of the stock market or the future earnings of a particular company, with mixed results. Option four is a technical branch of investment, and according to Graham, “…only a small percentage of our enterprising investors are likely to engage in it.” We’ll put the microscope over choice number three on the list and look at the performance of buying only bargain issues over the past decade when stock returns scraped the bottom of the barrel. Graham’s bargain approach to stock selection involved either purchasing a stock that traded at a price below some multiple of estimated earnings or selecting securities priced below net current asset value . In a previous blog, we showed how difficult it was to estimate future earnings (see ” Does Earnings Growth Matter When it Comes to Stocks Trading below Liquidation Value? “). Given the challenges of forecasting company earnings, we’ll limit ourselves to only selecting stocks for the enterprising investor list that traded below net current asset value. Stocks that made it on to the enterprising investor list were purchased at a market price below 75% of net current asset value. No more than a 5% weighting was allocated to any one stock. If few stocks could be found meeting our rigorous value criterion, the balance of cash remained in U.S. Treasury Bills. The chart below compares the performance results of Graham’s enterprising investor approach to stock selection with the defensive approach over the dismal decade (2000-2009). Annual rebalancing took place once at the beginning of every yea r, and the capital gains taxes was assumed to be zero. Armed with the knowledge that equity performance over the previous decade (2000-2009) was horrible, you might think a defensive investor had the upper hand over an enterprising investor. In an environment hostile towards stock investing, one might assume that being as conservative as possible would be the better route to take. As illustrated in the chart below, the results are counterintuitive. (click to enlarge) Over the course of the dismal decade, bargain issues using the enterprising approach toward stock selection outperformed defensive stocks by a wide margin. Even if an investor managed to select the top-performing 10-30 stocks that met Graham’s defensive criteria, the portfolio still wouldn’t have outperformed a portfolio of stocks purchased below net current asset value. Negative-return years were more prevalent for the enterprising value investor, but not by much. Aggressive investors endured two negative-return years over the course of the dismal decade, while defensive investors endured only one. A chapter in the book, The Net Current Asset Value Approach to Stock Investing , reviewed the performance over the course of the dismal decade (2000-2009) using a maximum 10% portfolio weighting in any one net current asset value stock rather than the 5% weighting shown in the chart from above. Either way, the average annual return results are about the same and clobber the defensive approach to stock investing. Assuming an investor is willing to stomach greater monthly volatility, it pays to be aggressive even if the overall market provides few value investing opportunities as it did over the course of the period from 2000- 2009 .