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Interesting "mea culpa" from Hussman

edited May 2013 in Off-Topic
(Excerpt from this week's commentary) "The discussion here will not help to understand my “miss” in 2009-early 2010, which was related to the need to stress-test our approach to ensure that it was robust even to the worst portions of Depression-era data. It’s incorrect to view that “miss” as a result of our indicators, strategies, or valuation methods; it resulted from the similarity between Depression-era events and what the U.S. economy was actually experiencing in real-time, and my insistence on having the a robust method to navigate that uncertainty (despite our existing methods doing just fine to that point). Both trend-following methods and typical valuation thresholds were torn to pieces during the Depression, far more violently than investors may appreciate. Like me or hate me for that decision, but I wouldn’t fly a plane that I wasn’t certain could handle extreme turbulence – and I expect there will be more of that turbulence over the coming decade than investors seem to envision here." (End of excerpt) -----

Let me say: I enjoy Dr. Hussman's commentaries and did own his HSGFX for a number of years. I think the underlying message in all this might well be that it is incredibly difficult to anticipate or predict market movements over short or even intermediate time-frames. He has tried - and tried nobly. I'll give him credit for that and wish his investors well. With each passing day, with markets at record highs, Hussman's usually guarded outlook comes closer to being correct. Just posted this for those who might find it of interest & will have no further comment. Regards

Link to full Hussman Weekly Commentary for May 6, 2013
http://www.hussmanfunds.com/wmc/wmc130506.htm



Comments

  • Even more telling is his comment later on: "Though my insistence on getting this right in the face of potential Depression-type outcomes did us no favors....."

    In other words, his approach resulted in no profit, at least for the time period in question.
  • Since the end of 2007 until present, if you had invested $100,000 in HSGFX (Hussman Strategic Growth Fund) it is now worth $78,917. If you had invested in the S&P 500 ETF (SPY) over the same time period your $100,000 is now worth $121,900. 'Nuff said.

    Not being able to call every wiggle in the market over the ST or intermediate term is one thing but this level of underperformance over a five-year period is inexcusable. Dr. Hussman will once again be correct sometime in the future and the S&P 500 index will lose somewhere between 33% to 55% in a bear market but this will not be a validation of Dr. Hussman's analysis of market valuation, etc. Rather, it will be a case of the broken clock being correct one of the two times it is destined to be correct.

    If you are risk averse or bearish there are many mutual funds that can be your ally, preserve your capital in adverse market conditions, yet still grow your money over the very long term , e.g., OAKBX, FPACX,BERIX, etc. The extreme underperformance and 22% loss over the past five years makes HSGFX uninvestable, IMHO, regardless of Dr. Hussman's genius and understanding of economic fundamentals.
  • I do not have any money in this fund, its constant negativity does not look encouraging. However, one thing bothers me: Since inception in 2000, this fund actually beats S&P 500 by about 30%, with much smaller volatility!!!

    No, I am not suggesting that the manager should be forgiven for being so wrong for such a long time, but one cannot deny the fact that during the first few years of its existence his fund was making lots of money whereas S&P 500 was loosing lots of money.
  • I'll get on board with the Hussman bashing. I just don't get how anyone could still have faith in this guy's investing process. The worst part is his unabashed ego. He will steadfastly say he is right and the world around him is all wrong, while the ones who suffer are those that invest with him. I think there is a point where blind faith becomes ignorance. Yet per M*, HSGFX still has over 2B in investor assets. Hmmmm

    Like Dlph said, there are many other capital preservation managers worth investing in other than this one.
  • Reply to @andrei: 2000 was a top of the tech bubble and S&P had a lot of that... this is one very piculiar period for comparisons. i wouldn't draw much from it.
  • I don't disagree with a number of Hussman's points over the last few years (what I've read, at least),but I thought what was fascinating is the lack of realization that with the easiest monetary policy in history and money printing, that he didn't think the money was going to go somewhere despite all of the macro negatives. The other issue I have is that I think the options hedging strategy is iffy and I would think straightforward shorting futures would be more straightforward and less prone to error.

    I know people are going to get all upset over the expense ratio, but I think SIRIX is a better alternative for those looking for a very low-key absolute return fund (and at least SIRIX has been providing a decent yield.)
  • Reply to @scott: He forgot the rules "Never fight the Fed" and "Trend is your friend"
    When both are working against you, no point swimming against the tide.
  • One thing I have learnt is to buy a fund when everyone is "killing it". Assuming of course you don't feel there is something fundamentally wrong with the manager running it.

    That's how I bought FAIRX. That's why I bought some Hussman a few days back. Watch the chart of your ENTIRE portfolio.
  • Reply to @VintageFreak: So, what would be an example of something fundamentally wrong with a manager? I don't care how smart this guy is or how many college degrees he may have, if his managing system has ignored the last 5 years of one of the best bull markets in history, isn't that fundamentally wrong. What Hussman does well is write interesting commentaries and explain his point of view with intellectual style. He sells his perspective and he sells his fund. But what if his perspective of the investing world is wrong? His perspective has been wrong for many years. It’s fundamentally wrong! Sounds good, but wrong.
  • edited May 2013
    Reply to @MikeM: I guess that means that I should buy more JAOSX instead of attempting to sell what little I have left in it.
  • Reply to @scott: If Hussman is running JAOSX, sell. Otherwise, I don't get your point.
  • Reply to @MikeM: Okay so we buy something that goes up and sell something that goes down, then I'll get out of the conversation.

    I can understand Hussman has gone DOWN for long time. Fact it I haven't owned it for a long time. I'm okay with it.
  • edited May 2013
    Reply to @MikeM: I was just kidding around about the idea of buying managers in the midst of a difficult period after a period of outperformance. It may work, it may not and there's no way to try and time it - a bad year may stretch into a few bad years. I tried to buy JAOSX after it had an awful year and I'm still waiting for a turnaround, which doesn't appear to be close. Buying Hussman now could be a good idea - especially if the market is toppy, or it may not - the market could very well continue what it's doing and Hussman could very well continue to hold to his views. Who knows. There's no guarantee that Hussman will do well if the market goes down.

    As for Hussman, I think it's stunning that HSGFX still has over $2B in AUM. Other managers wish they could underperform like that and still have some money that patient left.
  • I wouldn't write Hussman off completely. As others have noted, he is bound to be right again at some point. As they say, even a broken clock is right twice a day. I used to be in HSTRX. Sold last year after flat performance. I continue to read his weekly commentaries primarily to see when, if ever, he sees a "buy signal" in the market. At that point, it may well make sense to use some of my dry powder or rebalance.
  • Reply to @VintageFreak: Sorry I got on your case about your buy. Hope it works out for you. I'm also sticking with a controversial fund/manager in Eric Cinnamond and ARIVX. Some could and have argued this fund won't turn around either, but I have conviction in the managers investment skills over a complete economic cycle. So, I hope you prove me wrong with Hussman.
  • edited May 2013
    I think someone, I keep forgetting, Marc Faber I think said : "Everyone is right once in their lives". The question with people like Hussman is WHEN he will be right and HOW MUCH he will be right.

    Investors are a funny bunch. See Hussman's returns in 2000-2002. It is not surprising he has $2B in assets. I believe that is substantially lower than the high in assets, but those who have held him for a decade are not likely to sell unless you see period like early/mid 90s AND Hussman stinks up the place. I was actually more surprised why people stuck around with Bill miller with so many billions in assets. One thing you cannot accuse Hussman is having market winds behind his back one way or other. On the other hand, I never had a doubt in my mind the legend of Bill Miller was utter nonsense. He to me never seemed capable to rebounding like Berkowitz has and even Heebner I feel can.

    I announced on the board when I bought Hussman the first time, just like when I bought FAIRX (while everyone was down on it). Full disclosure, I own positions in HSGFX, HSTRX, HSIEX and consider it a "single" position. I expected to own a lot more, until he threw me a curve ball with HSDVX. Kinda seemed like an asset gathering gimmick and I am a little wary of such things.

    So I certainly feel more sanguine about someone such as Steve Romick than Hussman and I'm watching carefully. However I'm playing while watching. If FPACX performance over last 3 years had matched Hussman's, I'm not sure how many of us would have voiced similar concerns. I'm thinking not. Why? Because as long as the "argument" made by the manager makes sense, enough people stick around. Personally I feel Berkowitz is way more dogmatic than Hussman.

    Frankly, I think a MFO call with Hussman might be a good idea (hint, hint, hint).
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