Learning Module 2: Investment Manager Selection

1. Manager Selection Framework

LOS: Describe the components of a manager selection process, including due diligence.

The process aims to find a manager with a repeatable process that generates the expected return distribution.

Components

  1. Universe Definition: Reduce the full set of managers to a manageable feasible set (screening).
    • Methods: Third-party categorization, RBSA, HBSA, experience.
  2. Quantitative Analysis: Analyzing performance track record (attribution, appraisal, capture ratios).
  3. Qualitative Analysis (Due Diligence):
    • Investment Due Diligence: Philosophy, Process, People, Portfolio (The “4 Ps”). Focuses on the “alpha” generation.
    • Operational Due Diligence: Firm stability, infrastructure, compliance, back office, terms. Focuses on business risks (not investment risks).

2. Type I and Type II Errors

LOS: Contrast Type I and Type II errors in manager hiring and continuation decisions.

  • Null Hypothesis (\(H_0\)): The manager has no skill.
Error Type Description In Practice Psychological Impact
Type I Rejecting \(H_0\) when it is true. Hiring/Retaining a bad manager. High Regret. Explicit cost (fees, losses). Transparent failure.
Type II Failing to reject \(H_0\) when it is false. Not hiring/Firing a good manager. Low Regret. Opportunity cost. Less transparent (harder to measure).
  • Behavioral Bias: Decision makers focus more on avoiding Type I errors (hiring a “dud”) because they are visible and painful.
  • Costs: Dependent on the distribution of skilled vs. unskilled managers. If markets are efficient (distributions overlap heavily), the cost of errors is lower.
  • Mean Reversion: If performance is mean-reverting, firing a poor performer (who then bounces back) is a Type I error (hiring/retaining decision frame) or Type II (firing decision frame). Note: The text frames firing a skilled manager as Type II.

3. Style Analysis

LOS: Describe uses of returns-based and holdings-based style analysis.

Returns-Based Style Analysis (RBSA)

  • Method: Top-down. Regresses portfolio returns against a set of style indices (factors).
  • Pros: Easy, creates a “custom benchmark,” requires only return data, objective.
  • Cons: “Average” exposure over the period (static), backward-looking, slow to detect drift, inaccurate for illiquid assets (stale pricing).

Holdings-Based Style Analysis (HBSA)

  • Method: Bottom-up. Analyzes actual securities held at a point in time.
  • Pros: Current snapshot, precise risk factor estimation.
  • Cons: Data intensive, subject to window dressing (manager cleaning up portfolio before reporting), dependent on transparency/data delay.

Active Share vs. Tracking Risk

  • Active Share: Measures how different portfolio holdings are from the benchmark (0 = Index Fund, 1 = No overlap).
    • \[Active Share = \frac{1}{2} \sum |w_{port} - w_{bench}|\]
  • Tracking Risk: Volatility of excess returns.
Low Active Share High Active Share
Low Tracking Risk Closet Indexer Diversified Stock Picker
High Tracking Risk Factor Bets / Sector Rotation Concentrated Stock Picker

4. Capture Ratios and Drawdowns

LOS: Describe uses of upside/downside capture, drawdowns, and evaluating managers.

Capture Ratios

  • Upside Capture (UC): Manager Return / Benchmark Return (when Bench > 0). Target > 100%.
  • Downside Capture (DC): Manager Return / Benchmark Return (when Bench < 0). Target < 100%.
  • Capture Ratio (CR): \(UC / DC\).
    • CR > 1: Positive asymmetry (Convex return profile). Desirable.
    • CR < 1: Negative asymmetry (Concave return profile). Undesirable.
  • Interpretation: Positive asymmetry means the manager captures more of the upside than the downside.

Drawdown

  • Maximum Drawdown: Largest peak-to-trough decline.
  • Drawdown Duration: Time from start of loss to full recovery (made of “Drawdown phase” + “Recovery phase”).
  • Significance: Large drawdowns require geometrically larger gains to recover (e.g., 50% loss needs 100% gain). Drawdowns are “stress tests” for the investment process and operational stability.

5. Investment Philosophy & Process

LOS: Evaluate a manager’s investment philosophy and decision-making process.

Philosophy

The foundation. Must be Clear, Consistent, and based on reasonable assumptions about market inefficiencies. * Inefficiencies: * Behavioral: Temporary mispricings caused by investor bias (e.g., panic selling). * Structural: Caused by rules/regulations (e.g., forced selling by pensions). * Key Questions: Is the “edge” (informational, analytical, or behavioral) sustainable? Is there capacity?

Decision-Making Process

  1. Signal Creation (Idea Generation): Unique, timely, or interpreted differently.
  2. Signal Capture (Implementation): Translating idea into a trade.
  3. Portfolio Construction: Sizing, stop-losses, risk limits.
  4. Monitoring: Feedback loop.

6. Behavioral Factors in Teams

LOS: Discuss how behavioral factors affect investment teams and mitigation techniques.

Teams are common (mitigate key person risk), but introduce group biases: 1. Groupthink: Desire for harmony overrides dissent. * Mitigation: Diversity, secret ballots, devil’s advocate role. 2. Authority Bias: Deferring to the leader/most senior person. * Mitigation: Senior members speak last. 3. Aversion to Complexity: Spending disproportionate time on trivial, easy-to-understand issues (“Bike-shedding”). * Mitigation: Strict agendas, tackle hard topics first. 4. Confirmation Bias: Seeking info that supports the thesis.


7. Investment Vehicles

LOS: Evaluate costs and benefits of pooled vehicles vs. separate accounts.

Separately Managed Accounts (SMA)

  • Pros:
    • Control/Customization: Client sets constraints (ESG, taxes).
    • Tax Efficiency: Tax-loss harvesting specific to client.
    • Transparency: Real-time visibility.
    • Ownership: Client owns the actual securities (safety in bankruptcy).
  • Cons: Higher costs, higher minimums, harder to scale for manager.

Pooled Vehicles (Mutual Funds, ETFs, Hedge Funds)

  • Pros: Lower costs (economies of scale), lower minimums, simpler operational burden.
  • Cons: “One size fits all,” embedded capital gains (mutual funds), liquidity gates (hedge funds).

8. Contracts and Liquidity

LOS: Compare manager contracts, provisions, pros/cons.

Liquidity Terms

  • Lockup:
    • Hard Lock: No withdrawals allowed for a period.
    • Soft Lock: Withdrawals allowed but with a penalty fee.
  • Gates: Limit on the % of fund assets that can be redeemed at one time.
  • Notice Period: Time required to notify fund before redemption.
  • Side Pockets: Segregated illiquid assets (cannot be redeemed until liquidated).

Private Equity Liquidity

  • Capital Calls: Obligation to fund investments when requested.
  • Term: Fixed life (e.g., 10 years).
  • Distributions: Capital returned only upon exit (harvesting).

9. Performance-Based Fees

LOS: Describe forms of performance-based fees; Analyze fee schedules.

Fee Structures

  1. Ad Valorem (AUM Fee): Fixed % of assets.
    • Incentive: Grow assets (sales/marketing). Aligns with rising markets, but not necessarily alpha.
  2. Performance-Based Fee: Share of returns.
    • Incentive: Generate returns (Alpha). Aligns risk-taking.

Types of Performance Fees

  1. Symmetrical: Manager earns fee on upside, pays client (or reduces fee) on downside.
    • Alignment: Best alignment of interest.
    • Risk: Manager bankruptcy risk high. Rare in practice.
  2. Bonus (Asymmetrical): Base fee + Share of upside. No penalty for downside (floor at base fee).
    • Economics: Equivalent to the manager holding a Call Option on active return.
    • Risk: Incentivizes volatility (higher vol = higher option value).
  3. High-Water Mark: Manager must recover past losses before charging performance fees again.

Fee Impact Calculations

  • Gross vs. Net: Performance fees reduce volatility of net returns (because fees dampen the upside peaks).
  • Net Active Return calculation:
    1. Calculate Gross Active Return (\(R_{port} - R_{bench}\)).
    2. Calculate Base Fee (\(AUM \times Rate\)).
    3. Calculate Performance Component (e.g., \(20\% \times (Active Ret - Hurdle)\)).
    4. Apply Caps/Floors.
    5. Subtract Total Fee from Gross Return.
  • Note: Performance fees generally increase the risk of the manager failing (business risk) during drawdowns but incentivize talent retention during good times.