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Looking beyond the label

James Clunie asks the question: can absolute-return funds provide in the real world?

For better or for worse, we live in a world of brands. The way in which we describe things such as clothes, cars and even investment funds matters. The potency of labelling is particularly apparent in the case of absolute-return funds, which seem to offer the promise of consistency amid volatile market conditions. The promise of an absolute return is not just straightforward – it is popular too: according to the IMA, the UK Absolute Return sector saw net sales of £4bn or so last year.

The IMA defines absolute-return funds as being those that are managed with the aim of delivering absolute returns in any market environment. They state, ‘typically funds in this sector would normally expect to deliver absolute (more than zero) returns on a 12-month basis.’ No ambiguity there. But while the promise of absolute returns is easy to make, it can be harder to deliver. In fact, the majority of absolute-return funds failed to satisfy the IMA’s definition last year. Of the 65 funds in this sector whose performance was charted by Morningstar, only 25 produced positive returns in 2011.

One label, many strategies

It could be argued that the biggest problem with the absolute-return designation is that it masks the huge degree of diversity that exists across the sector. It implies a commonality of approach that doesn’t really exist.

While UCITS III legislation sets limits on gross exposure and defines investible assets, absolute-return funds are actually granted a considerable degree of latitude in their underlying strategies. UCITS III’s big step forward was to allow fund managers to short-sell using derivatives. That opened up a myriad of new trading strategies to fund managers, meaning the way in which absolute-return funds are run can differ hugely from one manager to the next.


The sector is a hotchpotch of different strategies. Some funds use market neutral long/short stock selection while others follow macro trends, use technical analysis or employ various forms of arbitrage. Many of these strategies are more complex and carry more risk than may initially be apparent. And while this complexity is not, in itself, a bad thing, investors would do well to be aware of it.

None of this should debar you from recommending absolute-return funds, but we would advise investors to be cautious when investing in complex products. Most managers should be happy to explain their strategy to help you understand what lies beneath the label – we certainly are.

Small gain, small gain, large loss

If fund labels should be regarded with a degree of scepticism then so should their short-term performance records. In particular, performance histories based on just a few years could mask the true volatility of returns. This makes it imperative that investors considering absolute-return funds understand the underlying investment process and the potentially uneven distribution of returns that it could produce.

a few years could mask the true volatility of returns

Fund performance is often measured on a three-year time horizon. And, over that short period, many absolute-return funds may seem to offer the steady cumulative returns that investors crave. The most attractive will offer small consistent annual returns which seem to build wealth without the gaudy gains that might serve as a warning that too much risk is being taken. Looked at on a three-year view, an attractive absolute-return fund might show ‘small return, small return, small return’. But as the financial crisis demonstrated, there can be a ‘Taleb distribution’ of returns ie ‘small return, small return, small return, catastrophic loss’. Under this scenario, the fund manager appears to be very smart (small gain, small gain, small gain) until they’re shown not to be so smart (large loss) after all. And while losses are always unwelcome, they need not necessarily come as a surprise if the underlying strategy – the way in which a fund seeks to deliver an absolute return – is understood.

Lessons learned?

This may sound like a rather negative view of absolute-return investing. It isn’t. At SWIP, we firmly believe that absolute-return strategies have an important role to play; their embrace by a wider constituency of investors following UCITS III is to be welcomed. In fact, I manage a similar strategy myself. But while it was launched as an absolute-return fund it is now more properly labelled the SWIP UK Flexible Strategy Fund.

Investors learned a lot of lessons in 2011. To take just two examples, the eurozone is far more fragile than previously thought and America could lose its AAA credit rating without triggering a meltdown in the global financial system. For investors in absolute-return funds, meanwhile, 2011 brought another important lesson – always look beyond the label.

James Clunie is manager of the SWIP UK Flexible Strategy Fund.

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