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Standard Life GARS unfazed by mass inflows

The fund’s performance has driven its extraordinary popularity, but experts seem to agree that its size won’t cause a problem in the foreseeable future.

By Thomas McMahon, Reporter, FE Trustnet Follow
Friday July 20, 2012


Standard Life Global Absolute Return Strategies (GARS) is set to become the second-biggest fund in the entire IMA universe if current trends continue, according to data from FE Analytics.

The fund saw net inflows of £676.5m in the three months to the end of June, pushing its assets up to £11.3bn.

A similar figure in the next quarter would see it surpass Neil Woodford's Invesco Perpetual High Income, currently at £11.7bn, to become the biggest UK-domiciled fund in the IMA universe. 

The fund's strong returns have driven the huge inflows, with its peers in the sector generally performing poorly, as FE Trustnet research showed this morning

Performance of fund vs sector and benchmark since launch

ALT_TAG

Source: FE Analytics

Data from FE Analytics shows that only CF Odey UK Absolute Return has outperformed Standard Life GARS over three years, but Rob Morgan, investment analyst at Hargreaves Lansdown, isn't convinced the Odey fund is in the right sector. 

"It has as great or greater volatility as a long-only fund so I’m not sure it sits in the sector very well," he said.

"I don’t think you get that type of return without clearly taking a lot of risk."

Comparison of funds over 3-yrs

Name  Max drawdown Max gain Max loss  Sharpe  Volatility 
CF Odey - UK Absolute Return -16.19  17.24  -14.37  0.97  13.39 
Stan Life Inv - Global Absolute Return Strategies  -4.79  7.38  -2.84  1.12  4.9 

Source: FE Analytics

Data from FE Analytics shows the Standard Life fund is not only less volatile over three years but has a higher Sharpe ratio, meaning that it generates better returns for the risk it takes on.

The max drawdown is also lower than that of the Odey fund, meaning that investors who had bought and sold at the worst possible moments would have lost less. 

The size of a fund is often an issue for investors, with extremely large portfolios finding it more difficult to liquidate their positions. 

Standard Life is adamant that this will not be a problem for its fund, saying that the wide variety of its investments, including equities, bonds and derivatives, means assets are liquid enough to cope. 

"GARS generates its investment performance primarily from careful selection of market opportunities rather than from individual security positions."

"It therefore benefits from the aggregated liquidity of the major global bond, equity and currency markets," a spokesman said. 

"GARS also pursues investment ideas which tend to run for two to three years, so the turnover of the underlying strategies is relatively low and this means that the fund doesn't have the same issues that a higher-frequency trading strategy may encounter as it grows in size." 

"These factors make GARS a very scalable product and despite growing to more than £11bn over the last four years we don't anticipate any capacity problems in either the short- or medium-term." 

Adrian Lowcock, senior investment adviser at Bestinvest, said: "When you’re running so many strategies, I don’t think mass inflows are going to affect you in the same way as if you were running a traditional portfolio." 

"I’ve met the team recently and by the sounds of it they are a long way off from worrying about it." 

"The only issue is that it’s always at the top of the sales tables. If this continues, then surely at some point in the future this is going to be an issue." 

Morgan agrees that the variety of strategies the fund uses improves its liquidity, although he says investors should keep an eye on its size. 

The diverse strategies are also the reason for the fund’s success, he explains.

"The absolute return funds that have failed have been those that have single strategies and are reliant on a fund manager going long on stocks he thinks will do well and short on those he thinks will do poorly." 

"This means they are reliant on a fund manager adding Alpha in all market conditions, which is unlikely." 

"The benefit of how the GARS fund is run is that because it has so many different strategies going on, if one or two don’t work it should still do well from the others that do." 

Templeton Global Bond is the largest fund in the IMA universe, and at £24.7bn is likely to remain so for some time.



 
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Theo Jul 20th, 2012 at 02:17 PM

The performance of the Standard Life fund is impressive but the average performance of the sector is only matching Libor which is pitiful. Further more, the declared aim of nearly all of them is only to make a positive return under all conditions, which any cash ISA will do much more reliably.

I am surprised there are enough fools in this country to put £ billions in this rubbish sector. But they do say there is a fool born every day and it is obviously true.

Reply
Ark Welder Jul 21st, 2012 at 10:21 AM

I take it that referring to others as fools is what passes for courtesy in your book. Perhaps where you see foolishness in others, others see a lack of knowledge in you.

Reply
Hugh Jul 21st, 2012 at 09:12 AM

I'd check your facts Theo. The fund targets a performance of Cash of plus 5% and has delivered just under 40% over a 3yr cum period. Can you please point me in the direction of a Cash ISA performing at that level...

Reply
 

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