Tag Archives: portfolio-strategy

Where The Smart Money Is Investing

When it comes to investing, there are no bonus points for originality. Returns are returns, regardless of whether the trade was your idea or a hot tip from your brother-in-law. The good news is that the SEC makes available far better trading moves than those of your brother-in-law. Large institutional investors are required to disclose their portfolio holdings at least quarterly, giving the investing public a chance to look over their shoulders. You don’t want to mindlessly ape another investor’s moves because you have no way of knowing their rationale for buying or selling. But it never hurts to see how your own portfolio stacks up against some of the best in the business. So with that said, let’s take a look at the asset allocations of three managers that have left the competition in the dust over their long careers. I’ll start with Baupost Capital’s Seth Klarman, a man whose reputation in value investor circles makes him close to demigod status. Klarman runs a multi-billion-dollar portfolio with just 40 stocks in it. That’s how confident he is in his picks. So, what is Mr. Klarman betting on? Try energy. Lots of energy. 39% of his portfolio was invested in energy as of quarter end with nearly half of that amount in a single stock. It’s worth noting here that Klarman isn’t betting on the price of oil rising or on “Big Oil” stocks in general. His bet is a targeted one on liquefied natural gas exportation. But it goes to show that, even in a full-blown crisis, there can be pockets of opportunity. Next, let’s take a look at Dan Loeb, principal of hedge fund Third Point. Loeb is not a passive investor. He’s a notorious activist investor known for taking large stakes in companies and then agitating for major change. You and I don’t have that kind of power, but we can still take a peek over his shoulder and see where he sees the most value. Today, it’s in healthcare. About 40% of his portfolio is currently invested in health and biotech stocks. I don’t have the stomach to invest 40% of my portfolio in the volatile biotech sector. But my good friend Ben Benoy is something of an expert on the matter. And finally, we get to Mohnish Pabrai , a well-respected value investor and the author of one of my favorite books on investing, The Dhandho Investor . Pabrai runs the most concentrated portfolio I have ever seen among large managers. He has just seven stocks in his portfolio, and global auto stocks make up nearly 70% of the total. Longer term, autos are a bad bet. Demographic trends suggest that, at least in the US and Europe, auto sales are looking at a major reduction in demand. But any stock can be an interesting short-term opportunity if priced right, and Pabrai is currently showing a handsome profit on the trade. So, what’s the takeaway here? Buy energy, biotech and auto stocks? Not exactly. For all we know, these superinvestors might dump these stocks tomorrow… if they haven’t already (we typically get the ownership data on a 45-day lag). No, the takeaway is that it’s fine to bet big on a high-conviction trade if your system or research tells you to. You should have an exit strategy, of course, and you should be prepared to sell if your investing thesis fails to pan out. But don’t be afraid to bet big when the odds are in your favor. This article first appeared on Sizemore Insights as Where the Smart Money is Investing. Disclaimer: This article is for informational purposes only and should not be considered specific investment advice or as a solicitation to buy or sell any securities. Sizemore Capital personnel and clients will often have an interest in the securities mentioned. There is risk in any investment in traded securities, and all Sizemore Capital investment strategies have the possibility of loss. Past performance is no guarantee of future results. Original Post

Your Brain Is Killing Your Returns

Every year, Dalbar releases their annual “Quantitative Analysis of Investor Behavior” study which continues to show just how poorly investors perform relative to market benchmarks over time. More importantly, they discuss many of the reasons for that underperformance which are all directly attributable to your brain. (click to enlarge) George Dvorsky once wrote that: The human brain is capable of 1016 processes per second, which makes it far more powerful than any computer currently in existence. But that doesn’t mean our brains don’t have major limitations. The lowly calculator can do math thousands of times better than we can, and our memories are often less than useless – plus, we’re subject to cognitive biases, those annoying glitches in our thinking that cause us to make questionable decisions and reach erroneous conclusions .” Cognitive biases are an anathema to portfolio management as it impairs our ability to remain emotionally disconnected from our money . As history all too clearly shows, investors always do the “opposite ” of what they should when it comes to investing their own money. They “buy high” as the emotion of “greed” overtakes logic and “sell low” as “fear” impairs the decision-making process . Here are 5 of the most insidious biases that will keep you from achieving your long-term investment goals. 1) Confirmation Bias As individuals, we tend to seek out information that conforms to our current beliefs. If one believes that the stock market is going to rise, they tend to only seek out news and information that supports that position . This confirmation bias is a primary driver of the psychological investing cycle of individuals as shown below. (click to enlarge) The issue of “confirmation bias” also creates a problem for the media. Since the media requires “paid advertisers” to create revenue, viewer or readership is paramount to obtaining those clients. As financial markets are rising, presenting non-confirming views of the financial markets lowers views and reads as investors seek sources to “confirm” their current beliefs. Individuals want “affirmation” that their current thought process is correct. As human beings, we hate being told that we are wrong, so we tend to seek out sources that tell us we are “right.” 2) Gambler’s Fallacy The “Gambler’s Fallacy” is one of the biggest issues faced by individuals when investing. As emotionally-driven human beings, we tend to put a tremendous amount of weight on previous events believing that future outcomes will somehow be the same . The bias is clearly addressed at the bottom of every piece of financial literature. Past performance is no guarantee of future results .” However, despite that statement being plastered everywhere in the financial universe, individuals consistently dismiss the warning and focus on past returns expecting similar results in the future. This is one of the key issues that affect investor’s long-term returns. Performance chasing has a high propensity to fail continually causing investors to jump from one late cycle strategy to the next . This is shown in the periodic table of returns below. “Hot hands” only tend to last on average 2-3 years before going “cold.” (click to enlarge) I traced out the returns of the Russell 2000 for illustrative purposes but importantly you should notice that whatever is at the top of the list in some years tends to fall to the bottom of the list in subsequent years. “Performance chasing” is a major detraction from investor’s long-term investment returns. 3) Probability Neglect When it comes to “risk taking” there are two ways to assess the potential outcome. There are “possibilities” and “probabilities.” As individuals, we tend to lean toward what is possible such as playing the “lottery.” The statistical probabilities of winning the lottery are astronomical, in fact, you are more likely to die on the way to purchase the ticket than actually winning the lottery. It is the “possibility” of being fabulously wealthy that makes the lottery so successful as a “tax on poor people.” As investors, we tend to neglect the “probabilities” of any given action which is specifically the statistical measure of “risk” undertaken with any given investment. As individuals, our bias is to “chase” stocks that have already shown the biggest increase in price as it is “possible” they could move even higher. However, the “probability” is that most of the gains are likely already built into the current move and that a corrective action will occur first. Robert Rubin, former Secretary of the Treasury, once stated; As I think back over the years, I have been guided by four principles for decision making. First, the only certainty is that there is no certainty. Second, every decision, as a consequence, is a matter of weighing probabilities. Third, despite uncertainty we must decide and we must act. And lastly, we need to judge decisions not only on the results, but on how they were made. Most people are in denial about uncertainty. They assume they’re lucky, and that the unpredictable can be reliably forecast. This keeps business brisk for palm readers, psychics, and stockbrokers, but it’s a terrible way to deal with uncertainty. If there are no absolutes, then all decisions become matters of judging the probability of different outcomes, and the costs and benefits of each. Then, on that basis, you can make a good decision .” Probability neglect is another major component to why investors consistently “buy high and sell low.” 4) Herd Bias Though we are often unconscious of the action, humans tend to “go with the crowd.” Much of this behavior relates back to “confirmation” of our decisions but also the need for acceptance. The thought process is rooted in the belief that if “everyone else” is doing something, then if I want to be accepted I need to do it too. In life, “conforming” to the norm is socially accepted and in many ways expected. However, in the financial markets the “herding” behavior is what drives market excesses during advances and declines. As Howard Marks once stated: Resisting – and thereby achieving success as a contrarian – isn’t easy. Things combine to make it difficult; including natural herd tendencies and the pain imposed by being out of step, since momentum invariably makes pro-cyclical actions look correct for a while. (That’s why it’s essential to remember that ‘being too far ahead of your time is indistinguishable from being wrong.’ Given the uncertain nature of the future, and thus the difficulty of being confident your position is the right one – especially as price moves against you – it’s challenging to be a lonely contrarian.” Moving against the “herd” is where the most profits are generated by investors in the long term. The difficulty for most individuals, unfortunately, is knowing when to “bet” against the stampede. 5) Anchoring Effect This is also known as a “relativity trap” which is the tendency for us to compare our current situation within our own limited experiences. For example, I would be willing to bet that you could tell me exactly what you paid for your first home and what you eventually sold it for. However, can you tell me what exactly that you paid for your first bar of soap, your first hamburger or your first pair of shoes? Probably not. The reason is that the purchase of the home was a major “life” event. Therefore, we attach particular significance to that event and remember it vividly. If there was a gain between the purchase and sale price of the home, it was a positive event and, therefore, we assume that the next home purchase will have a similar result. We are mentally “anchored” to that event and base our future decisions around a very limited data. When it comes to investing, we do very much the same thing. If we buy a stock and it goes up, we remember that event. Therefore, we become anchored to that stock as opposed to one that lost value. Individuals tend to “shun” stocks that lost value even if they were simply bought and sold at the wrong times due to investor error. After all, it is not “our” fault that the investment lost money; it was just a bad stock. Right? This “anchoring” effect also contributes to performance chasing over time. If you made money with ABC stock but lost money on DEF, then you “anchor” on ABC and keep buying it as it rises. When the stock begins its inevitable “reversion,” investors remain “anchored” on past performance until the “pain of ownership” exceeds their emotional threshold. It is then that they panic “sell” and are now “anchored” to a negative experience and never buy shares of ABC again. In the end, we are just human. Despite the best of our intentions, it is nearly impossible for an individual to be devoid of the emotional biases that inevitably lead to poor investment decision making over time. This is why all great investors have strict investment disciplines that they follow to reduce the impact of human emotions. Take a step back from the media and Wall Street commentary for a moment and make an honest assessment of the financial markets today. Does the current extension of the financial markets appear to be rational? Are individuals current assessing the “possibilities” or the “probabilities” in the markets? As individuals, we are investing our hard earned “savings” into the Wall Street casino. Our job is to “bet” when the “odds” of winning are in our favor. With interest rates at abnormally low levels and now beginning to rise, economic data continuing the “muddle” along and the Federal Reserve extracting their support; exactly how “strong” is that hand you are betting on?

Fund Liquidations: AB, Visium And Thomas Crown

By DailyAlts Staff In this edition, filings from: AB Market Neutral Strategy U.S. Fund (MUTF: AMUIX ) Visium Event Driven Fund (MUTF: VIDVX ) Thomas Crown Global Long/Short Equity Fund (MUTF: TCLSX ) AB Market Neutral Strategy U.S. Fund The Board of Directors of AB Cap Fund, Inc. voted to liquidate the AB Market Neutral Strategy U.S. Fund at a meeting held on September 24. The next day, the fund suspended most sales of its shares pending the liquidation. Existing shareholders had until November 30 to redeem their shares, according to a filing with the Securities and Exchange Commission (“SEC”). Liquidations were expected to be complete by December 2. According to Bloomberg , shares of the AB Market Neutral Strategy U.S. Fund stopped trading at $9.85 on December 1. The fund’s 52-week range was $9.41 to $10.17, with its all-time high of $10.49 dating back to June 2012. Visium Event Driven Fund In a November 19 supplementary filing with the SEC, the Board of Trustees for Visium Asset Management announced their decision to terminate the Visium Event Driven Fund ( VIDVX ). The fund stopped taking new investments as of November 19 and was fully liquidated as of November 27. The fund, which originally launched in December 2000, closed its final day of trading at $9.03, according to Bloomberg , down from a high of $11.04 set in July 2014. Thomas Crown Global Long/Short Equity Fund On November 4, Thomas Crown Capital announced the liquidation of its Thomas Crown Global Long/Short Equity Fund ( TCLSX ), which we wrote about upon its launch. The fund stopped taking on new investors the following day and planned to be fully liquidated by November 13. Shares of the fund traded for the final time at $9.03 on November 27, according to Bloomberg . It had only launched on New Year’s Eve 2014, and reached a high of $10.27 in March. From August 14 to October 30, TCLSX fell from $10.14 to $9.35 and never recovered.