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Indexes win again

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Feb 23, 2009 2:22 pm

http://www.nytimes.com/2009/02/22/your-money/stocks-and-bonds/22stra.html?_r=1&em

Feb 23, 2009 3:13 pm

Interesting

Feb 23, 2009 6:36 pm

I don’t disagree with his argument, but would like to see the fees and expenses he is using on the mutual funds and hedgefunds…

Feb 23, 2009 6:49 pm

now that the old argument that Active Mgmnt Wins in a Bear Mkt is totally disproven, it is clear that very few asset classes need it at all (I still like RYMFX and PTTDX)

Feb 23, 2009 7:06 pm

While I’m not anti index investing, I think it is dangerous to use ONE data set to set up your investing theory.  I’ve not done the research on it (I was waiting for ice to do it for me and email me the results), but I would venture a guess to say that while it might have worked out in favor of indexes right now, it might not have always worked out that way.   Now, if you can prove to me that indexing outperforms in ALL bear markets vs active management, then we might be able to have a discussion. 

  The article is way too vague for me.  The only thing I think it proves is if you live in New York, are in the highest tax bracket, and are investing money in a NQ account, you should probably be index investing.    So, if you're in KS, in the next to lowest tax bracket, and investing in your IRA, then maybe the numbers work differently.    What if you lived in FL, were in the highest tax bracket, investing in a  NQ account, but used actively managed, tax sensitive funds?  How would that work out?    See, too many variables to print an article that absolutely states that everyone should just use indexes.  
Feb 23, 2009 7:59 pm

If you were 'active' and moved to cash when Lehman brothers blew up, you beat everybody.

B&H, going down with the ship.

Feb 23, 2009 11:05 pm

I think buy and hold works… just hold for shorter time periods… I am very basic, but when the price dips below the 200 day moving average, I get out and wait…

Feb 24, 2009 1:16 am

What a stupid article.  Someone please tell me if my understanding is incorrect.   Kritzman used three investments that don't actually exist.  He then decided what return and what expenses these investments should have and then used the results from these fake investments to draw a conclusion about what is best.

He seemed to have failed to notice that with his numbers, the index fund would have been crushed in a qualified account.

Feb 24, 2009 1:47 am

That’s exactly what I read.  It’s amazing that this is even considered an “academic” study. 

  Active, passive. who gives a crap?  Investor behavior is the ultimate measuring stick.  If a client sells out now, and buys back in at 11,000, it wouldn't matter if he was using a portfolio of actively managed funds or some Vanguard ETFs.  He would have failed miserably.  
Feb 24, 2009 3:20 am

Yeah what the HELL does this guy know.  He’s only a CEO of a capital management company and teaches at M.I.T…  I’m sure we’re all smarter than he is.

Feb 24, 2009 12:27 pm

I may not be the sharpest knife in the drawer, but I’m smart enough to see when someone is writing B.S.  He may have tons of knowledge, but what he did was completely meaningless. 

  Can you not see that all that he did was say that index funds are more tax efficient and less expensive than the average mutual fund or hedge fund and then made up investments to "prove" his point that index funds were better?  Do you not see that his made up numbers also "prove" that index funds are inferior in qualified accounts?   (I don't give a crap about active vs. passive, but I do care about using B.S. to make a point.)