What would you say about a hedge fund that puts 40% of their capital in one stock?

Discussion in 'Risk Management' started by Daal, Oct 25, 2017.

  1. Xela

    Xela


    For sure, but there's a hell of a survivorship-bias at play there, too? It makes me wonder how many funds said/did that in 1966 that we've never heard of because they sank without trace ... "just saying" ...
     
    #21     Oct 25, 2017
    777 likes this.
  2. 777

    777

    Shrewd or unethical. I would say unethical.

    I view most hedgefunds as scams as they do not figure to have an after-big-fees earn greater than a reasonable benchmark snd those running these funds know, or should know, this. This is true on a total or risk adjusted basis.

    There are exceptions like Renaissance the Medallion fund from Renaissance Technologies or Thotp's old fund.
     
    #22     Oct 25, 2017
  3. Daal

    Daal

    From an outsider perspective, there is that. However, I'm more interested in the question: assuming I can beat the market, how much should I put in stocks I really like? According to Buffett, its a fair amount. Way more than most people are comfortable with or would advocate. Perhaps the true secret of Buffett is that he is so comfortable with risk that he found his way to the kelly criterion, while most people are too scared to go there
     
    #23     Oct 25, 2017
  4. It was probably a lot less asymmetric for an investor than what you get nowadays with smth like that ginormous SoftBank Vision Fund... Everything is relative, innit?
     
    #24     Oct 25, 2017
  5. 777

    777

    The right amount for Buffett may be "a lot".

    However, he recommends most people buy a low cost index fund. I think 90% of the money he leaves in trust will be in a vert low cost S & P index fund and 10 percent in short-term treasurey bonds.
     
    #25     Oct 25, 2017
  6. sle

    sle

    Well, it depends. If most of the managers net worth is also invested in the fund, this risk goes away (in fact, most FoFs insist on that these days).
     
    #26     Oct 25, 2017
  7. Sig

    Sig

    I think you may be missing the fact that when you're big enough you can influence the value of a company with your investment. A great example of this could be found in the old closed end funds, which often traded at significant discount to NAV. There were a couple of funds that realized they could buy up a big chunk of those funds, elect their own directors or otherwise force the fund to set up a mechanism to periodically allow owners to realize NAV on their shares, and make a big almost risk-free profit. You as a retail investor could have invested 100% of your money buying shares of one of these closed end funds and would not have had any impact on them at all. Comparing what a fund does with money enough to move a company's needle vs what a retail investor should do is apples to oranges.
     
    #27     Oct 25, 2017
    777 likes this.
  8. sle

    sle

    True that and, as I said above, the manager has to be HOM first and foremost, which negates this risk.
     
    #28     Oct 25, 2017
  9. SteveM

    SteveM

    "What would you say about a hedge fund that puts 40% of it's capital in one stock?"

    If we were back in the depths of 2009 or 2010 markets, I would be fine with it. At those time periods, there were legitimate distressed sellers and "babies were getting thrown out with the bathwater." There were real and deep mispricings in the market.

    The chances of finding those types of opportunities in American common stocks in 2017 is next to nil. Every rock has already been turned over numerous times already during this 8 year bull market.....yes, perhaps there are situations where a fund may find an undervalued stock in 2017, but not to the extent where there will be a margin of safety that can remotely justify putting 40% of one's total capital into it. Just my two cents.
     
    #29     Oct 25, 2017
  10. A hedge fund could do whatever they want to do -- even if that means allocating 40% of their funds (or even 100%) to one stock or instrument or play.

    That's how they're able to generate much higher potential returns than mutual funds or the S&P 500 benchmark. -- assuming they are a good and/or lucky trader. or elite trader.
     
    Last edited: Oct 25, 2017
    #30     Oct 25, 2017