Money managers’ results seldom back their bluster



It’s difficult to pick up the financial press these days without reading about how hedge fund X made a killing on shares of Y and beat 95 per cent of its peers last month, or how a legendary investor says you should hold off from dipping your toes in emerging markets.

On any given day on the website of Bloomberg, The Wall Street Journal and other financial news sources, you will find a hedge fund manager or a savvy investor touting his latest bet. On Wednesday, Bloomberg reported, citing Real Vision, that Mark Hart, who runs the hedge fund Corriente Advisors, is betting that China should devalue its currency even more this year.

Over on CNBC, Ray Dalio, the founder of Bridgewater Associates – the world’s largest hedge fund – speculated on the same day that the US Federal Reserve is more likely to ease interest rates than raise them this year.

Jeffrey Gundlach, a bond manager who has gained increasing visibility in recent years, has taken to the airwaves in recent weeks to criticise the Fed’s move last month to raise rates, predicting that financial markets will tumble hard, as they have, because of it.

While many of these stars of the financial world have made correct calls, it is statistically very difficult to have a consistent long-term win rate (unless you are Warren Buffett), and today’s stars can quickly become yesterday’s news. Mr Gundlach over the past year has quickly overtaken Bill Gross as an oracle for the bond market. Mr Gross had been known as the king of bonds for decades.

The prominence that is sometimes given to these money managers hides the fact their results can be less than stellar. Even though the amount being managed by hedge funds is on the rise, these funds have been closing at a record pace in recent years. At the same time, the amount of cash going into actively managed funds has decreased as the money flowing into passively managed funds such as exchange traded funds has increased.

By and large, investors have been made more savvy by the information age and have also become much more sensitive to fees and commissions at a time when the global economy is slowing and people are looking to save more money.

According to Morningstar, a US-based investment research firm, last year investors pulled out about US$207.3 billion from actively managed funds and put $413.8bn into funds that track indexes. Meanwhile, in the third quarter of last year, 257 hedge funds were liquidated, compared to 200 in the same period in 2014, according to HFR, a firm that specialises in data on hedge funds.

More than 1,500 hedge funds have liquidated since the financial crisis of 2009. Today, there are more than 10,000 hedge funds globally, and despite their checkered performance, the size of assets that hedge funds manage has doubled since 2008 to $2.9 trillion, according to HFR.

As its name suggests, a hedge fund is meant is meant to hedge its bets to avoid big losses for their clients. While many do, the ones that have garnered all the limelight are those that have made stupendous gains or chilling losses.

In 2006, a 32-year old trader at Amaranth Advisors, a US-based hedge fund, lost about $6.5bn in a matter of weeks betting on gas futures. The fund, which had $9bn under management, closed shortly after.

On the flip side, Paul Johnson, the American hedge fund manager, scooped up $14bn for his fund in 2007 after betting against the US subprime mortgage market. Of that, he reportedly pocketed $4bn for himself.

Since 2009, when the Federal Reserve set rates at record lows, the hedge funds have had a tough time beating benchmark indexes. To test the notion of whether hedge funds protect against market volatility, the asset manager Vanguard undertook a study in 2010. It found that investors would do just as well putting money into a portfolio comprising 60 per cent stocks and 40 per cent bonds rather than placing them with hedge funds.

As well as the spectacular losses some hedge funds have had, part of the reason people are going off them is that investors do not feel they are getting value for money any more amid increasingly cheaper ways to invest. Typically, a hedge fund will charge its clients 2 per cent annual management fees, plus 20 per cent of any gains. An actively managed fund on average will charge about 1.25 per cent. By contrast, some exchange-traded funds, which trade like stocks, charge fees that are as minuscule as 0.05 per cent annually.

At a time when global markets are collapsing, investors would be wise to ignore the noise of the princes of finance and invest in a diverse portfolio of passively managed index funds.

mkassem@thenational.ae​

Mahmoud Kassem covers banking for The National

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