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All Caps vs. Blend funds

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Sep 19, 2008 4:17 am
Indy - Benchmarking an all-cap SMA against the S&P 500 doesn't seem particularly fair...   I hear ya, Ice.  To be honest, it;s been awhile since I looked, but that's what I recall.  I also recall that the SMA was kicking whatever benchmark they were using by a healthy (400-500bps) margin on a consistent basis.  Again, it's been awhile since I looked and I don't recall where the information is on the web, so don't hold me to that.  What I recall thinking is that it was worth taking a second look at, and someday, when time is more plentiful, I intend to do just that.
Sep 19, 2008 4:19 am

[quote=HymanRoth] [quote=Indyone]

I haven't done my due diligence yet, but I understand that Zack's has a nice all-cap MF that is a clone of their successful SM all-ap strategy.  Check it out and let me know what you think.  The history is in the SM side, but as I recall, they consistently did a nice job of beating the S&P 500.

[/quote]

You should consider that Zack's also has a retail investment advisory division that competes with you for clients.  Food for thought.

http://www.zackswmg.com/index.php [/quote]   I vaguely remember that, but I'm a looooooooong way from any of their offices and doubt I'll ever run into that division.
Sep 19, 2008 4:22 am

Take a look at IMUAX.  I am adding that to my fund matrix.

  https://www.transamericaadvisor.com/contentServer/MediaServer?uri=/site/tci_idex/media/PDF/Mutual_Funds_IDEX/Products_Services/Forms_Materials/Asset_Allocation_Materials/PHMMAS.pdf
Sep 19, 2008 1:56 pm

You can find what you are looking for Greg.  The problem is, they may not be the best funds.  I opt for using a series of C-share “World Allocation” funds and total return bond funds for my clients under 100K.  Of course, it depends on the client, but I like First Eagle Global, Capital Income Builder, Ivy Asset Strategy, Franklin Founding Funds, Hartford Checks & Bal, Blackrock Global Allocation, Loomis Strat Inc, etc. 

Of course, I don't use all of these all the time.  It depends on age, risk, etc.  I may also add some funds around them for diversification or weighting in either direction (more bonds, more equity, more int'l, etc.).    I have several clients with well-balanced multiple-fund portfolios, but also are adding to their IRA every month, so I just use one of the balanced funds above (Capital Income Builder, Franklin Founding, Hartford C&B, etc.)   I'm not necessarily a fan of "style boxes" for smaller accounts.  I prefer managers that go wherever the best opportunities are, minimize total overall risk, and look for total return.  The problem with style boxes sometimes, is that not all equities fit neatly into a box, so you will get tremendous "style overlap" if you are not careful.  In addition, from an emotional perspective, in a small account with just a few funds, I don't like clients seeing any big losers, so I tend to use multiple allocation funds with different strategies that have low volatility to reduce major swings.  
Sep 19, 2008 1:58 pm

[quote=snaggletooth]Take a look at IMUAX.  I am adding that to my fund matrix.

  https://www.transamericaadvisor.com/contentServer/MediaServer?uri=/site/tci_idex/media/PDF/Mutual_Funds_IDEX/Products_Services/Forms_Materials/Asset_Allocation_Materials/PHMMAS.pdf[/quote]   Is this an alternative asset class fund?  I think Goldman has a similar type fund (metals, commodities, real estate, global bond, HY bond,e tc.).
Sep 19, 2008 2:15 pm

[quote=B24][quote=snaggletooth]Take a look at IMUAX.  I am adding that to my fund matrix.

  https://www.transamericaadvisor.com/contentServer/MediaServer?uri=/site/tci_idex/media/PDF/Mutual_Funds_IDEX/Products_Services/Forms_Materials/Asset_Allocation_Materials/PHMMAS.pdf[/quote]   Is this an alternative asset class fund?  I think Goldman has a similar type fund (metals, commodities, real estate, global bond, HY bond,e tc.).[/quote]   Yes.  It kind of follows the philosophy of an endowment strategy.
Sep 19, 2008 3:28 pm

But not for the whole shootin’ match, right?  This is just to be used as a satellite fund, correct?  I haven’t looked at the componants of this one, but the Goldman fund is purely a satellite play for your alternative asset classes.

Sep 19, 2008 3:33 pm

I just checked it out.  Down 3% YTD.  Even alternative/Bear Market strategies aren’t working right now.  Unbelievable.

Sep 19, 2008 3:40 pm

Yes, it is a satellite.  It’s actually held up really well considering there is exposure to real estate, emerging markets and equities in all of this.

  Many bond funds are down, which doesn't help.  Also, funds like Blackrock Global Allocation and Ivy Asset Strategy have been hurt by the volatility.   Many mutual fund managers got blown out of the water in July when financials and commodities reversed.    I still like this strategy as part of a portfolio.
Sep 19, 2008 3:53 pm

[quote=Indyone][quote=HymanRoth] [quote=Indyone]

I haven't done my due diligence yet, but I understand that Zack's has a nice all-cap MF that is a clone of their successful SM all-ap strategy.  Check it out and let me know what you think.  The history is in the SM side, but as I recall, they consistently did a nice job of beating the S&P 500.

[/quote]

You should consider that Zack's also has a retail investment advisory division that competes with you for clients.  Food for thought.

http://www.zackswmg.com/index.php [/quote]   I vaguely remember that, but I'm a looooooooong way from any of their offices and doubt I'll ever run into that division.[/quote]

Perhaps.  Still...I have generally felt that I can always find another good product/manager who chooses not to compete directly with me for clients.

Maybe I'm shooting myself in the foot by standing on principle.  Your thoughts?
Sep 19, 2008 6:11 pm

[quote=B24]You can find what you are looking for Greg.  The problem is, they may not be the best funds.  I opt for using a series of C-share “World Allocation” funds and total return bond funds for my clients under 100K.  Of course, it depends on the client, but I like First Eagle Global, Capital Income Builder, Ivy Asset Strategy, Franklin Founding Funds, Hartford Checks & Bal, Blackrock Global Allocation, Loomis Strat Inc, etc. 

Of course, I don't use all of these all the time.  It depends on age, risk, etc.  I may also add some funds around them for diversification or weighting in either direction (more bonds, more equity, more int'l, etc.).    I have several clients with well-balanced multiple-fund portfolios, but also are adding to their IRA every month, so I just use one of the balanced funds above (Capital Income Builder, Franklin Founding, Hartford C&B, etc.)   I'm not necessarily a fan of "style boxes" for smaller accounts.  I prefer managers that go wherever the best opportunities are, minimize total overall risk, and look for total return.  The problem with style boxes sometimes, is that not all equities fit neatly into a box, so you will get tremendous "style overlap" if you are not careful.  In addition, from an emotional perspective, in a small account with just a few funds, I don't like clients seeing any big losers, so I tend to use multiple allocation funds with different strategies that have low volatility to reduce major swings.  [/quote]

I use Hartford Checks & Balances and have had good results with it.  It's one of those funds that can stand on its own in a small account.  What do you think of total return funds (MFS' new DVRAX) if you're looking for "managers that go wherever the best opportunities are", and have low correlation with the market?