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Discussion with a Portfolio Manager

Greetings, all.

I've been quite impressed with the sophistication of this entire website, from the monthly commentary to the discussion on this forum. I thought I would try to contribute.

I work as a PM for an actively managed mutual fund. My compliance team won't let me discuss the fund in any specific detail (other than to forward a link to our website if someone specifically requests it), but I can talk generally about the mutual fund industry and how we approach investing at my firm.

That said, the floor is yours. What would you like to discuss?
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Comments

  • @PBKCM: Let's solve the mystery, would you kindly provide the link to your website.
    Regards,
    Ted
  • Ted said:

    @PBKCM: Let's solve the mystery, would you kindly provide the link to your website.
    Regards,
    Ted

    Damn, Ted. Just straight to the point.
  • @JoJo26: The shortest distance between two points is a straight line. Why beat around the bush !
    Regards,
    Ted:)
  • beebee
    edited October 2017
    @PBKCM, O.K. let's narrow this down by deductive reasoning.

    According to my screener (Morningstar Screener) It is 1 of nearly 15,0000 funds.

    My first question...What is your fund's morning star rating (1-5*)?
  • TedTed
    edited October 2017
    @bee How about playing CLUE ?
    Regards,
    Ted:)
  • Inorder to direct meaningful questions I wonder what type of fund the subject PM manages?

    Perhaps, he can tell us a little about the fund; and, post a link to it's fact sheet.

    I would not want to direct a bond fund question towards an equity manager.

    And, so it goes.

    Old_Skeet
  • Thanks, all.

    I've sent several of you messages with the link to the website on the fund. That's all I'm allowed to do re: the fund itself. If anyone else wants the link, just let me know.

    Otherwise, I am happy to entertain industry questions. Or questions about our firm. Or my personal journey.
  • TedTed
    edited October 2017
    @MFO Members: Just received an E-Mail from Parker Binion, Co- Manager, KCM Macro Trends Fund.
    Regards,
    Ted
    Kerns Capital Website:
    http://kernscapital.com/kcm-macro-trends-fund/
    M* Snapshot KCMTX
    http://www.morningstar.com/funds/XNAS/KCMTX/quote.html
  • edited October 2017
    Hi Ted

    Marty is my partner. We went to HS together. My name is Parker.
  • I can't invest in this fund! Parker you went to Duke, and I'm a Syracuse fan. Go Orange!:)
  • LOL Mike!

    Tonight, it's all about the Astros for us longtime Houstonians.
  • OK. The 64K question for me is how much of this fund or Long/Short funds should be in an average Joe Tentpeg investor's Asset Allocation. 5-10-20%? What is a meaningful amount that will meaningfully dampen volatility and maybe contribute to the portfolio's return. Is it reasonable to add to a retiree's portfolio?
  • edited October 2017
    “Tonight, it's all about the Astros for us longtime Houstonians.”

    Verlander never performed up to his potential in Detroit following one or two good years. His team only made it to the World Series once in his long tenure in Detroit. Arrogant and overly confident. Sometimes disrespects managers or teammates. Easily looses cool. Watch for a heater down the middle when he’s really p’d off late in the game with runners aboard.

    PS: Jerking him after 7 the other night was a very smart move. If your bullpen is deep and rested, Astros might slide by. Me doubts it.

    :)
  • IMHO, the name of the fund is a bit misleading.
  • @PBKCM, I'd kindly the request the link as well. IIRC you at least mentioned you're an Astros fan so good luck tonight! I'm a Red Sox fan so eliminating the Yankees makes me a fan, at least until next year.:)
  • edited October 2017
    @PBKCM, Parker

    Thanks for the links

    Dang nice fund. From review of the fact sheet I like the fund in that it can hold almost anything and has a wide brush when it comes to assets held along with strategies. Seems, Morningstar likes it as well giving it five stars (*****).

    Old_Skeet

  • Well, so much for Game 1. Hank - I don't know much about Verlander's history, but I'm pulling for him.

    Thanks for the kind words, Old_Skeet and LLJB.

    And thanks for the feedback JoJo26, would like to explore why you feel that way.

    MikeM2 - you raise an interesting question. Alternatives have fallen out of favor in this long-running bull market. Even if you look at glidepaths for target date funds, there is no consensus on whether alternatives should be included, and if so, how much to weigh them.

    My hunch is that: 1) alternatives will be desirable to own in the next volatile market, 2) the next volatile market could last awhile, and 3) investors will generally be late to the party getting into alternatives.

    Of course, "alternatives" can encompass a lot of different strategies, so I probably shouldn't generalize. At our firm, our aggressive clients are 100% invested in our mutual fund, while our moderate clients are 60% invested in our mutual fund, if that helps.
  • Old_Skeet said:

    @PBKCM, Parker

    Thanks for the links

    Dang nice fund. From review of the fact sheet I like the fund in that it can hold almost anything and has a wide brush when it comes to assets held along with strategies. Seems, Morningstar likes it as well giving it five stars (*****).

    Old_Skeet

    When are people going to realize that the stars have nothing to do with an opinion of a fun; they are just based on risk-adjusted returns...
  • @PBKCM If I understand correctly, which I may not, your fund uses technical analysis to decide risk on / risk off, then, as of last year (maybe due to your arrival?), quantitative analysis to choose what to invest in. Held up very well in 2008-2009 (though any new fund had an advantage then, since it would have started off with cash), not so well in 2011, and overall higher returns and higher volatility compared to peers. Perfectly respectable, reasonably priced for this kind of fund, and makes sense that in a bull market it would have 5 stars.

    I was going to ask how you're positioned, but I see you answered that elsewhere: risk on.

    I guess I'd like to know how you're confident that you can do the risk-on/risk-off better than peers, since effective market timing is kind of the holy grail of investing: everyone is looking for it, but it may not exist.
  • Hi @expatsp
    You noted 2011 and yes this was the period, when in July, Standard and Poors downgraded the "quality rating" of U.S., etc. instruments.
    'Course, as things turned out; one would have done well in the long term government holdings, yes?

    Views of a few selected items related to this thread, for the 2011 year.

    http://stockcharts.com/freecharts/perf.php?KCMTX,SPY,IEF,EDV&l=610&r=862&O=011000
  • edited October 2017
    expatsp said:

    @PBKCM If I understand correctly, which I may not, your fund uses technical analysis to decide risk on / risk off, then, as of last year (maybe due to your arrival?), quantitative analysis to choose what to invest in. Held up very well in 2008-2009 (though any new fund had an advantage then, since it would have started off with cash), not so well in 2011, and overall higher returns and higher volatility compared to peers. Perfectly respectable, reasonably priced for this kind of fund, and makes sense that in a bull market it would have 5 stars.

    I was going to ask how you're positioned, but I see you answered that elsewhere: risk on.

    I guess I'd like to know how you're confident that you can do the risk-on/risk-off better than peers, since effective market timing is kind of the holy grail of investing: everyone is looking for it, but it may not exist.

    Hi @expatsp

    I can't speak with any specificity how the firm approached management before I arrived. Marty's father Lane Kerns started the firm in 1996. Marty joined the firm about 10 years ago after practicing law for 15 years. In August 2008, they launched the mutual fund.

    Marty's Dad retired in 2014 shortly before I started with the firm. Initially, I was hired to build out quantitative SMA strategies and help refine the firm's hedging process (Risk On / Risk Off process). As of January 31, 2016, Marty asked me to become a PM on the fund. As described on the website, we now use those SMAs and hedging process in managing the fund.

    Marty and I teamed up on the mutual fund as the market was making a major bottom, so we have not had to deal with any serious corrections yet. Time will tell whether we add alpha with our hedging process. Personally, I believe the next bear market will be more severe than the 2015-16 "bear market." If so, the potential for alpha would appear to exist.
  • Hello,

    Although my above comment was brief ... I've done a little more kicking of the tires on the fund.

    For me, I like this fund because it actively engages the market with a turnover ratio of 318%. In addition, it seems even with the fast trading (so-to-speak) it has been able to build unrealized gains inspite of frequently trading. I'm thinking this is because the flash crowd through electronic trading has shortened the holding period for stocks and this has filtered through to many dynmanic and adaptive funds. And, it's forward P/E Ratio is listed at 17.3 which indicates to me it also is looking for some value positions as well as those with momentum.

    The fund reminds me a lot of Ivy Asset Strategy in its early days when I invested in it along with Marketfield. When these funds became bloated (from my perspective) they lost their ability to position rather timely in the ever changing markets. I'm thinking this fund still has some time to run before it becomes bloated. With this, I am looking for a spot somewhere in the growth area of my portfolio. But, inorder to do this something needs to go. By the way I no longer own Ivy Asset Strategy and Marketfield as (for me) they lost their luster.

    The acid test ... I'd put some of my money to work in it right away if it was available for me to invest in through my broker's platform. Currently, it is not. So, that is something my broker neeeds to find a work around on and/or I could also split some money off to another shop where it can be bought.

    So, with Morningstar's five stars (*****) for me it has earned them over the past twelve months. Now, let's just see if the fund can maintain this rating as money (no doubt) pours in as investors discover it. Anyway, I'm thinking it to be a good ride in the current up market and with its hedging strategies will fair better than most in a downdraft.

    Old_Skeet

  • edited October 2017
    @Old_Skeet- NTF at Schwab / $100 minimum, fwiw.
  • Also NTF at E*TRADE with the same $100 minimum, institutional class not available, which I only checked because sometimes the minimum is a lot lower than published and I'd rather pay a transaction fee than the 12b-1.
  • We are NTF and Schwab, Fidelity, TD etc.

    By the way, it costs a ton of money to get on those platforms. The majors want 40 bps for shelf space on the NTF platforms. That eats the whole 12b1 and then some. And they want 10 bps for shelf space on their institutional transaction fee platforms.

    LLJB - thanks for the note on ETrade. I'll have our distributor see about getting our institutional share class on their platform. If anyone else has any problems finding either share class, please let me know which broker and we'll get on it.
  • Thanks for posting those fees assessed by the brokerages. I've dug them up from time to time (each time they seem to be a smidgen higher than the last). I figure that the only way NTF funds can pay those shelf space fees are:

    a) having direct investors who subsidize platform investors (so that the blended cost to the fund is 0.25% or less), or

    b) adding some other fee (e.g. adding to management fee and then management pays the shortfall from the 12b-1 fee, or adding an administrative fee, ...) or

    c) you're a major fund family that has negotiated a lower fee with one or more brokerages
  • And I thought active managers were greedy with their management fees... Brokerages charging 40 bps just for shelf space is a joke.
  • It's actually a lot more than that - per account fees, setup fees, etc. Here's Schwab's current disclosure statement:

    NTF funds: http://www.schwab.com/public/schwab/nn/no_transaction_fee_funds.html
    TF funds: http://www.schwab.com/public/schwab/nn/transaction_fee_funds.html

    I believe Schwab (which was the first with NTF funds in 1992) started at 0.25%. See this Forbes article (0.25% in 1998). That actually made some sense for boutique firms that weren't servicing small accounts efficiently. It was sold as a win-win. With more and more tasks becoming better automated using fairly generic systems in the past two decades, the savings have gone down while the charges by the brokerages have gone up.
  • Greedy SoBs
  • edited October 2017
    Even though I invest directly with 5 different houses, I’m probably getting “Schwabbed” by at least 2 of them. The exceptions (hopefully) might be D&C, and perhaps Oakmark and TRP (but wouldn’t bet my life on the last 2).

    Of course, if you talked to the fund managers they’d feed you the same old line often used to justify 12b1 distribution fees: It’s saving their shareholders money by attracting more assets to the fund and allowing economics of scale to prevail. (pure horse *****)
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