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GMO 7-Year Asset Class Real Return Forecasts

edited April 2015 in Off-Topic
image

Just came out today

Comments

  • edited April 2015
    And if you go back to their forecasts beginning in 2009 you will see how this stuff is worthless - utterly worthless in fact. These guys have no more clue than you, me, and the man in the moon.

    Edit: Here's their 7 year forecast beginning November 2012. How's that working out?

    http://www.businessinsider.com/gmo-stock-forecasts-november-2012-2012-11
  • Now, now... for all we know the man in the moon might be on top of all of this. Besides, lots of folks like fortune tellers- they've been around one heck of a long time.

    "Fortunes Told!! Financial Futures Forecast!!

    I like that- got a nice ring to it.
  • GMO does some great white papers and investment letters. Unfortunately their record is less than great. They have been big on timber for many years, and that has played out well, but that is a non-starter for most investors. Give them credit, though in February of 2009, their letter said 'the train is leaving the station, get on board', or something like that. They seem to do a better job of calling market bottoms than they do long-term returns.
  • edited April 2015
    Looking at that chart - That would be a rough 7 years.

    Is there something one might smoke to come up with predictions like this?
  • http://www.morningstar.com/funds/XNAS/GBMFX/quote.html

    In the spirit of full disclosure I decided to do some more checking. GBMFX is their flagship fund. Not terrible by any means but other than their 10 year track record no great shakes.

    They have been a bull on timber like forever. Frankly I don't know if there is much if any difference between timber and lumber. But here is a historical chart of lumber (takes about 10 seconds to load) Since 1975 hasn't done much and a waste of time compared to equities.

    https://www.quandl.com/data/OFDP/FUTURE_LB1-CME-Lumber-Futures-Continuous-Contract-1-LB1-Front-Month

    I will say GMO has an excellent emerging country debt fund GMCDX.

    The best comment I saw about Jeremy Grantham is he seemingly has been a bear on U.S equties since 1996.
  • @hank- Yes indeed!! Please send me $500* and a pre-stamped self-addressed envelope, and by return mail you will receive the stuff of dreams.

    * Please do not send cash. Payment by US Postal Money Order or Certified Check Only. No personal checks accepted.
  • Hi Junkster,

    Old_Skeet here. I am serious about this comment and strongly sugguest that you consider starting a monthly newsletter as to how you are positioning within the markets. Heck, you could even provide a copy of your book for new subscribers.

    Give it some thought. And, where do I send my check?

    Old_Skeet
  • edited April 2015
    Old_Skeet said:

    Hi Junkster,

    Old_Skeet here. I am serious about this comment and strongly sugguest that you consider starting a monthly newsletter as to how you are positioning within the markets. Heck, you could even provide a copy of your book for new subscribers.

    Give it some thought. And, where do I send my check?

    Old_Skeet

    Ha! No, my days of positioning are long over. It's just junk corporates or junk munis or cash for me now. Look up "luck" in the dictionary and you will see my name. I was lucky to have participated to the absolute fullest in equity funds during the 90s - datelining, the new fund effect, and being at some fund firms that would allow frequent trading. Thanks to the compound effect since then all is well. My primary emphasis now is as little a drawdown as possible. Since December 2008, my worst drawdown (before a new equity balance high) has been under 2%. Now I want to keep that around 1.25% if not lower.
  • edited April 2015
    Old_Joe said:

    @hank- Yes indeed!! Please send me $500* and a pre-stamped self-addressed envelope, and by return mail you will receive the stuff of dreams.

    * Please do not send cash. Payment by US Postal Money Order or Certified Check Only. No personal checks accepted.

    Well maybe OJ - As long as that package bears an official stamp from the Office of Governor Moonbeam.
    :)
  • edited April 2015
    I don't think GMO has any "retail" funds. Why are they making their "research" available to public at large? To influence outcomes of financial markets?

    Also they need to stop this "relative return" BS. You want to predict a number, just predict a number. I think ANALysts do this sort of mumbo jumbo so that when 7 years are up, they can manage their "real return" number relative to whatever / however they mean to come out smelling good.

    EMs will deliver 2.7% over what? Todays Long Term Treasury yield? Average across 7? At the end of 7?

    In a way I'm happy. When I had hair, the investment manager stereotype was someone who had a MBA and knew what the F he was doing. Now I know what they are, and only that has helped me correct my mistake and be more objective about my investments. Not to mention, not get married to a mutual fund.
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