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Larry Swedroe: Degree Of Active No Benefit

FYI: As I’ve proposed before, the holy grail for mutual fund investors is a mechanism to identify in advance which of the very few actively managed funds will go on to outperform in the future.
Despite a considerable body of academic research having demonstrated that past performance not only fails to guarantee future results but has virtually no value whatsoever as a predictor, believers in active management were offered hope the holy grail had been found with the advent of active share.
Regards,
Ted
http://www.etf.com/sections/index-investor-corner/swedroe-degree-active-no-benefit

Comments

  • I thought "active share" is only useful to determine whether it is even worthwhile considering paying higher expenses if fund has low active share. Whoever thought being different from index is guaranteeing higher returns?

    High active share does not mean one goes and buys the fund. It only suggests if you are going to invest in an actively managed fund, then get some diversification benefit from it instead of possibly buying a closet indexer. It's about whether it is worth the "risk" or not to pay higher expenses which are to be expected.

    Right now I've started moving toward global/allocation funds in my taxable accounts, and have primarily used index/target funds in my tax deferred accounts forever.
  • I always thought willingness to close the find was a useful indicator
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