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Q2 2015 U.S. Equity Fund Performance Summary

By Tom Roseen Despite hitting multiple record highs and triple-digit lows over the three months, the markets were generally in a sideways pattern during second quarter 2015. While the Russell 2000 and the NASDAQ Composite managed to break into record territory in mid-June, advances to new highs were generally just at the margin. However, at June month-end concerns about the Greek debt drama, looming U.S. interest rate increases, Puerto Rico’s inability to service its public debt, and China’s recent market crash weighed heavily on investors. A positive finish for equities on the last trading day of June wasn’t enough to offset the Greek debt-inspired meltdown from the prior day, and many of the major indices witnessed their first quarterly loss in ten, with the Dow Jones Industrial Average and the S&P 500 losing 0.88% and 0.23%, respectively, for Q2, while the NASDAQ Composite gained 1.75%. However, the average equity fund (+0.09%) just managed to stay in the black for Q2, stretching the winning streak to three quarters in a row. For the quarter only 43 of Lipper’s 96 equity and mixed-equity fund classifications posted positive returns. For the second consecutive quarter Lipper’s World Equity Funds macro-classification (+1.22%) was at the top of the leader board, outpacing the other three broad equity groupings. USDE Funds (+0.03%) took the runner-up position for the quarter, followed by Mixed-Asset Funds (-0.66%) and Sector Equity Funds (-1.80%). In total, only 48% of all individual equity and mixed-asset funds posted plus-side returns for the quarter. Lipper’s preliminary Q2 2015 fund-flows numbers showed mutual fund investors were net redeemers of fund assets for the quarter, withdrawing an estimated $35.7 billion from the conventional funds business (excluding exchange-traded funds [ETFs]). During the quarter investors were net redeemers of money market funds (-$47.1 billion), equity funds (-$5.5 billion), and municipal bond funds (-$1.7 billion), but they were net purchasers of taxable fixed income funds (+$18.6 billion). In line with Q1 2015 and despite increasing geopolitical concerns, for Q2 U.S. fund investors favored nondomestic equity funds over domestic equity funds, injecting $34.5 billion versus withdrawing $40.0 billion, respectively. Nevertheless, conventional fund investors continued to show a clear preference for developed-market funds (+$33.9 billion) over emerging-market funds (+$3.4 billion) during the quarter. ETF investors (authorized participants) were net purchasers for Q2 2015, injecting $29.9 billion into equity ETFs while also being net purchasers of taxable fixed income ETFs (+$1.7 billion) and municipal debt ETFs (+$0.6 billion). The Sector Equity Funds macro-group (-1.80% [quarter] and -2.82% [June]) housed four of the five top-performing classifications in the equity universe for the quarter, but couldn’t keep itself out of the red, being once again relegated to the fourth-place spot of Lipper’s four macro-classifications. The macro-classification was dragged down by its also housing the four worst performing classifications in the universe. At the top of the list for the first quarter in 29 the Commodities Energy Funds classification (one of Q1’s laggards) returned 9.27% for the quarter and 0.40% for June. The classification benefitted from a rise in oil and gasoline prices during the quarter. The next best performing classification- Commodities Agriculture Funds (+5.28% for the quarter) benefitted from June’s rally in grain prices. Despite the on-again, off-again nature of the Greek debt drama, a volatile Chinese market, and a resurgence of news surrounding the possible default by Puerto Rico of its sovereign debt, the World Equity Funds macro-classification (+1.22%) remained at the top of the charts for the second consecutive quarter. Fund investors continued to pad the coffers of developed-market funds in our tally of estimated net flows for the quarter, but they also injected net new money into emerging markets-related funds. Despite its late-month meltdown in June, China Region Funds (+7.64%)-for the second quarter in three-outpaced the other classifications in the group for the quarter, followed by Japanese Funds (+3.95%),International Small-/Mid-Cap Growth Funds (+3.91%), and International Small-/Mid-Cap Core Funds (+3.82%). Japanese Funds got a boost from export-related stocks after the yen showed continued weakness against the greenback. India-related securities suffered from volatility at the beginning of June after the Reserve Bank of India revised its inflation forecast higher, pushing India Region Funds (-3.58%) to the bottom of the macro-classification for the first quarter in eight.

Value And Momentum Are Highly Correlated

One of the most popular research papers on momentum is ” Value and Momentum Everywhere ” by Asness, Moskowitz, and Pedersen. In June 2013, this was published in the prestigious Journal of Finance . I have an earlier blog post which discussed that paper. However, one important item slipped by me then. It was a statement by the authors that value and momentum strategies are negatively correlated. They cited a negative monthly correlation coefficient between value and momentum of -0.24. Asness and his crew have brought up this negative correlation in subsequent writings regarding the merits of momentum and value investing.[1] Other writers and speakers have also been expounding this idea of negative correlation between value and momentum strategies. Long/Short Versus Long Only However, some of us, including myself, did not carefully consider the fact that the Asness et al. study dealt only with long/short momentum and value. This is where you are long high book-to-value and high momentum stocks, while simultaneously short low book-to-value and low momentum stocks. As we will see, the correlations between long/short value and momentum are substantially different than the correlations between long-only value and momentum. The vast majority of the investing world uses long-only rather than long/short portfolios. This applies to both value and momentum strategies. In looking at dozens of mutual and exchange traded funds, I am not aware of any value/growth oriented funds (other than those from AQR using muti-assets or multi-factors) that use a balanced long/short approach. With momentum, I know of only a single public fund [the QuantShares U.S. Market Neutral Momentum ETF (NYSEARCA: MOM ) ] that uses a long/short approach, and it is tiny with only $1.23 million in assets. Therefore, correlations between value and momentum using long/short portfolios are largely irrelevant and may be misleading to most investors. We will show the correlations between U.S. value and momentum stocks using long-only portfolios from the Kenneth French Data Library . We will use the value weighted top one- third of book-to-market value stocks and the top one-third of momentum stocks measured over their prior 2-12 month’s performance during the past 87 years. We will use stocks above the median NYSE in market capitalization. These are the ones that are most commonly traded. By using only large and mid-cap stocks, we avoid the problems associated with micro-cap liquidity. Besides looking at separate value and momentum portfolios, we will also examine a portfolio allocated 50/50 to value and momentum with monthly rebalancing. Our benchmark will be all stocks above the median NYSE market capitalization. No transaction costs or other expenses are deducted. Correlations Here are the monthly correlations from February 1927 to June 2015: MOM VALUE 50/50 MKT MOM 1.00 0.81 0.94 0.90 VALUE 1.00 0.96 0.92 50/50 1.00 0.96 MKT 1.00 The correlations of value and momentum to the market index are 0.92 and 0.90, respectively. As expected, these correlations are very high. What may not be expected is that the correlation between long-only value and long-only momentum is also very high at 0.81. This is dramatically different from the Asness et al. -0.24 monthly correlation between idiosyncratic long/short momentum and value. This difference has important implications for what long-only investors might expect if they invest in both value and momentum. Performance Statistics The return of any blended portfolio is a weighted average of the component returns regardless of the correlations. However, the risk exposure of a blended portfolio can differ greatly based on the correlations between the components. If those components have low or negative correlation, then there should be a substantial reduction in portfolio volatility. However, if the component correlations are strongly positive, as they are here with long-only value and momentum, then there may be little reduction in risk by combining them. We see this is the case looking at results from February 1927 to June 2015: MOM VALUE 50/50 MKT ANN RTN 15.70 15.23 15.46 11.73 STD DEV 19.21 24.75 20.95 20.44 SHARPE 0.59 0.44 0.53 0.38 MAX DD -77.4 -89.0 -83.9 -88.0 Results are hypothetical, are NOT an indicator of future results, and do NOT represent returns that any investor actually attained. Please see our Disclaimer page for more information. The momentum portfolio has the highest return and the highest Sharpe ratio. However, a momentum portfolio of individual stocks also has very high turnover and associated high transaction costs that are not accounted for in the data. See Novy-Marx and Velikov (2014) for an up-to-date analysis of these costs and a review of earlier cost studies. High transaction costs is one reason why I prefer to use momentum with indices and sectors. These work very well with momentum while having substantially lower transaction costs. Value shows almost the same return as momentum and also a higher Sharpe ratio than the large/mid-cap market benchmark.We should understand that if value and momentum had a low or negative correlation, then the standard deviation of a 50/50 mix of value with momentum would likely show a lower volatility than either value or momentum individually. That is not the case here. The standard deviation of the blended portfolio is higher than the standard deviation of the momentum portfolio. It is, in fact, almost identical to the volatility of the market portfolio. Drawdown The same is true with respect to maximum drawdown. The market and value portfolios show around the same maximum drawdown of -88 to -89%. This is based on month-end values. Intra-month drawdowns would be higher. I cannot imagine any investor who would be comfortable losing more than 90% of the value of their portfolio. The maximum drawdown of the momentum portfolio is a little better at -77.4%, but the maximum drawdown of the value/momentum blended portfolio is back up to -83.9%. So should there be value and momentum everywhere? We didn’t think so before, and we don’t think so now, at least not for long-only investors. Momentum without value shows the highest return, highest Sharpe ratio, lowest volatility, and lowest maximum drawdown. But its -77.4% maximum drawdown is still uncomfortably high, and high transaction costs may substantially reduce momentum returns from individual stocks. Summary The way to reduce large downside exposure as well as boost expected returns in the long-run is by using dual momentum as explained in my book and throughout this blog. The absolute momentum component of dual momentum boosts the Sharpe ratios of all the above portfolios and cuts their maximum drawdowns almost in half. Perhaps what we can say is, “Dual Momentum Everywhere!” [1] See reports by the AQR posse, ” Fact, Fiction, and Momentum Investing ” and ” Investing with Style “.

How To Select Funds That Fit

By Detlef Glow Since my colleague Jake Moeller, Lipper’s Head of Research for the U.K. & Ireland, wrote in his last Monday Morning Memo about the reasons an investor might sell a fund , I thought it would be worthwhile to write about the initial fund selection. To find a suitable fund it is necessary that the purpose for which the fund is being bought is clearly defined and that investors know their preferred performance profile. Quantitative Research Once the decision to invest in a given asset type or sector has been made, investors have to find the fund(s) that best suit best their needs. Since in some sectors there are hundreds of funds available to investors, it is necessary to narrow the investment universe by using a quantitative research process to evaluate fund performance. Fund Classification To evaluate the performance of a mutual fund an investor must compare the performance of the fund to the performance of the appropriate market and other funds with the same or similar investment objectives. This means an investor needs to compare apples to apples-or even better, green apples with green apples and red apples with red ones-to employ a proper quantitative screening process. Even though this sounds very simple, it is a rather difficult task , since investors need to take into account that funds with the same investment objective might use different techniques (such as hedging strategies) to achieve their goals. To find a proper classification becomes even harder, when one is looking at alternative UCITS or multi-asset funds. These funds might have the same investment objective but employ totally different sources to generate returns, meaning that the funds might contain totally different risk factors. In this regard, it is important that the investor not only looks at the asset type and investment objective when he tries to classify a fund, he also needs to look at the performance and risk drivers within the portfolio. The fund prospectus is only a starting point for the fund classification, since the prospectus gives the investor only a general idea of what the fund manager can or can’t do to achieve particular goals. The second step must be to view a detailed presentation, since that is the only way to understand what the fund manager is doing, especially in regard to rather complex products. In addition, one needs to monitor the holdings of the fund to see if there is any style drift and/or change of investment focus within the portfolio. Performance Measurement Even though past performance is no guarantee of future performance, past performance is the only source telling an investor how a fund has behaved in different market environments. Past performance is the only source for evaluating the risk/return profile of a fund. It is necessary that the investor use a period with enough data points to show statistically relevant results. A number of investors prefer monthly data for a three- to five-year period, i.e., 36 to 60 data points, to evaluate the performance of a fund. Even though it seems this number of data points is rather small, this period might be more relevant to evaluate the performance of a fund than longer periods; the fund manager or parts of the process might change during longer periods, which would falsify the results of the quantitative research. To evaluate the performance of a fund in comparison to the underlying market and its peers, it is necessary to analyze a number of non-overlapping periods in both bull and bear markets. Only in this way can the length and the magnitude of an out- or underperformance in the given market environment be measured to gain an understanding of the performance profile of a fund during different phases of a market cycle. In addition to the “plain-vanilla” evaluation of performance, some investors also use risk-adjusted ratios such as the information or Sharpe ratio to assess a fund. Pitfalls of Ratios If an investor uses risk-adjusted ratios in addition to plain-vanilla performance measures, the investor needs to understand in detail the formula behind the ratio and to ensure that the employed ratio works in all market conditions. One example is the often-quoted Sharpe ratio. Professional investors know the weaknesses of this ratio in negative-performance environments and would rather use an alternative measure such as the Israelsen ratio to determine the risk-adjusted performance of a fund. Since the Sharpe ratio is often used by the media or on Internet platforms, private investors and their advisors are often unaware that they shouldn’t use the ratio in negative-performance environments. Fund Ratings Some investors try to take a shortcut in the quantitative research process by using quantitative fund ratings from independent rating providers, since these ratings are often available free of charge. But this is not the purpose of the ratings. Any quantitative rating is a measure that should give the investor a hint of which funds are the best under the constraints of the methodology used to evaluate the funds in a given peer group. The measures employed in the given methodology might or might not suit the needs of the investor. In this regard, an investor must have a detailed understanding of the measures used in any given fund rating in order to use the rating in a fund selection process, even as a supplement to an individual fund assessment process. From my point of view, a fund rating or even a fund award should be used along with other quantitative measures, but it should never be used as the only criterion to select a fund; normally, no fund-rating methodology completely meets the needs of an individual investor. After the quantitative assessment of a given peer group the investor needs to verify the results and analyze the most suitable funds in more detail to find the fund that best suits a particular purpose. This second step in the fund research process is the qualitative research. Qualitative Research The qualitative research process begins with the fund prospectus, since the prospectus can give the investor detailed information on which derivatives or security lending strategies a fund manager can employ to enhance the performance of the fund. Because of the language used in the standard fund prospectus, it is often difficult to extract this information. The next step in the process is to send a questionnaire, the so-called request for proposal (RFP), to the asset management company to gain more detailed insight into the wider fund management process. The questionnaire should not only contain questions on staff turnover, changes in the management style, or the management and research process, it might also contain questions on the company’s share- and stakeholder structure. One important point that should be covered in the questionnaire is the risk management process employed by the asset manager, since that process might be the key to achieving the risk targets of the fund and/or to keep the fund in line with the expected general risk profile. The RFP might also contain questions about the general policies of the asset manager, such as exercising shareholder voting rights , etc. This approach also applies to investors who favor passive products, since the investor needs to understand in detail the methodology used to determine the index constituents and their weightings within the index, as well as the general policy of the fund with regard to the use of derivatives and security lending strategies. To complete the qualitative assessment the investor needs to interview the fund manager. While the first contact should be in person, updates can be done over the phone. The first interview can be done at the investor’s office or as an onsite visit to the fund by the investor. Even though it is more convenient to have the fund manager go to the investor’s office, I personally prefer to make onsite visits, since they give the opportunity to speak to other key staff such as analysts and the risk manager to gain even more detailed insight on the management and research process and to validate the answers given in the RFP. By the way, it can be great fun to ask the fund manager during a one-on-one interview the same questions as in the RFP, since the fund manager might give different answers to the same questions. With regard to a deeper understanding of what is going on in the portfolio, it is worthwhile to review the holdings of the fund and to challenge the fund manager with questions on holdings that do not look suitable for a particular investment approach. Since the whole process is done to understand in detail what a fund manager is doing to outperform the market and his peers as well as to get an idea of when a fund is likely to out- or underperform a particular management approach, investors need to develop their own standards for quantitative and qualitative research. From my point of view, the quantitative and qualitative fund research goes hand in hand for fund selection, since neither one can answer all the questions on its own. But in conjunction the two approaches can deliver a very clear picture of whether a fund is suitable for a given investor. Investors looking at the same performance numbers might come to the same conclusion regarding the quantitative research, but since qualitative research is driven individually according to specific requirements, the results of this process can differ widely between investors. The views expressed are the views of the author, not necessarily those of Thomson Reuters.