Active Management Adds a Defense

Active management strives to preserve capital in times of market declines

In Financial Markets, as in Life,We Need to Accommodate Change

Traditional investing, with its focus on fixed asset allocations and historical data to diversify investments, is based on the expectation that past performance does forecast future returns. Since the historical long-term trend of the market has been up, the expectation is that it will continue up over time.

There are many weaknesses to this approach, number one of which is that it leaves portfolios fully exposed to bear markets. The stock market has historically outperformed virtually all other investments, but at the cost of subjecting investors to great volatility. Between 1929 and 2012, there have been 15 bear markets, defined as those periods when the S&P 500 has fallen at least 20%. The average bear market slashed more than 38% from stock prices. Omit the ’29 crash, when values declined 87%, and the result is still an average loss of 35%. After eliminating overlapping bear markets, investors have spent 2/3s of their time over the last 80 years either suffering through a bear market or returning to breakeven. Only one third of the time were they benefiting from the stock market’s ability to make their investments grow in value. That is not a very efficient way to make money.


Active management, as we define the term at Haas Fydroski Financial Services, is risk management with an opportunistic bent. We use technical market analysis to determine periods of high risk and adjust our clients' portfolios to reduce market exposure during those periods and then to move back into equities and other investments when the market enters a lower-risk up phase. Active management also provides an opportunity to adjust portfolio positions to focus on sectors of the market that signal opportunities for outperformance in the current market environment.

Naturally, there can be no guarantee that active management will be successful in lowering portfolio risk and targeting areas of outperformance. Nor will every portfolio adjustment be profitable. There will be times when, in taking a defensive posture, we will miss an up move. This is not a new investment strategy for us, however, but one we have implemented for more than 10 years. Naturallly, past performance is not indicative for future returns.

Goals of an Active Management Approach

TechnicalAnalysis

The heart of active management is technical analysis -the ability to analyze the market's current and past movement to generate buy and sell signals, or to determine the need to reposition portfolios. Technology has transformed market analysis over the past two decades, allowing the modeling of vast data bases and the development of multi-layered signal sets and investment targeting.

Removing Emotionfrom the decision

Active management is a technical approach to investing. While fundamental analysis may be used in analyzing individual investment opportunities, the decision to buy or sell is based on analytical, evaluative and quantitative decision factors. By using a systematic approach in the decision process, we strive to avoid the many behavioral finance-related errors of investors.

Losses Hurt MoreThan You Realize

One of the misleading numbers in portfolio return is average annual return. Average annual return hides how much losses hurt portfolio performance. For example, if you earned annual returns of 12%, 6%, 9% -26%, and 11%, your average annual return is 2.4%. At that rate, a $100,000 portfolio would be worth $112,590 in five years.

Your real return is very different. The reason is that it doesn't take a 26% gain to make up a 26% loss, it takes a 35% gain. At the end of five years, your actual portfolio value is $106,290, a difference of $6,300.

Any time you can avoid a loss, you have more to invest at the market's bottom, gaining leverage over a buy-and-hold position. This leverage gives an active management strategy the potential to miss part of the up move and still outperform a buy-and-hold position.