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Okay so any leveraged real estate fund would have outperformed the S&P500, without the possibility of a sudden margin call

Any leveraged bond fund should have been able to as well, a carry trade from 2012 in European government bonds should have made many hundreds of percent

A futures fund should have been able to

A commodity options should have made monumental gains over the 85% that the S&P500 gave in 10 years, honestly should have made that in a month

A fund that did what Warren Buffet got rich doing, by buying up bad companies and improving, should still have gotten high returns

And finally, there were simply no cryptocurrency funds around!

The problem, I say smugly, is that these fund of funds were probably all macro funds with too many assets under management, making them hard to manage in the niche markets I proclaimed.

A fund with 1 billion AUM cannot manage that much real estate without eating into the management fees. There is not enough liquidity in the options market, and definitely not enough liquidity in cryptocurrencies.

But this unfortunately influences perception that "NOBODY" is able to make / promise more than 5% a year over several years. This is false but I'm not going to try to change your mind. Consolidating capital with someone managing <500k to around 25 million should be able to consistently take advantage of these less scalable opportunities for great profits. After all, it is how Warren Buffett himself got 100s of thousands of percentage gains in his hedge fund of $105,000.




The problem for the every-person is finding the one that succeeds rather than fails. Given that in the aggregate these investments so severely underperformed, we can conclude that on an weighted average basis, you were more likely to lose money than gain money.

No one disputes that some funds will over perform. The question is, which one? If you can predict that reliably, you will be rich.

Most people can't.


Not just predict which ones, but get them to take your money too. AFAIK, many of the ones that are performing really well don't want to expand their AUM that much and so don't advertise and won't take just anyone's money.


If you can predict that reliably and no one else can, you will be rich.


>>But this unfortunately influences perception that "NOBODY" is able to make / promise more than 5% a year over several years.

This is not what people think. What people think is that you have cherry picked a bunch of asset classes above and neglected others that would beat the US Large Cap index over that time frame, but you cannot guarantee that those same asset classes would handily beat the same index over the next decade.

If you can (Medallion fund type legends), then you aren't seeking my money, typically.


So do you mind telling us which funds have a 100% certainty of >S&P500 performance over the next few decades please?


sure, pretty much any options selling fund, pretty much any carry trade fund, pretty much any leveraged bond fund

you can sell options on the S&P index to amplify returns of passive S&P500 investing

if you blow up, you didn't manage risk right. rinse and repeat. the returns should be higher, especially over a decade.


Easier said than done: http://canadiancouchpotato.com/2010/01/26/the-trouble-with-l...

You basically have to continuously time the bull-markets for the decade.


a decent rebuttal but everything I actually mentioned would have beat the S&P500 over the last decade.

the only fund of funds that took warren buffet's bet happened to lose.

ETFs are typically passive and have limits to the leverage. I didn't mention exchange traded funds.


Quibble... Buffet doesnt buy bad companies. He buys solid companies that have excellent management and for some reason are inexpensive at the time of purchase.


> We show that Buffett’s performance can be largely explained by exposures to value, low-risk, and quality factors.

That is, they used a factor analysis to decompose his performance by its correlation with academic "factors" which explain cross-sectional stock market returns.

In "Buffett's Alpha" by Frazzini, Kabiller, and Pedersen: http://www.econ.yale.edu/~af227/pdf/Buffett's%20Alpha%20-%20...


Not anymore. Before he became the baby boomer conservating investor guru he made his millions borrowing in leveraged investments to buy the "cigar butts" of the equities market. Companies which had poor management.


Any investment in the S&P500 that was as leveraged as the mentioned leveraged real estate or bond funds would have outperformed both the S&P500 and those two funds. It is easy (though not usually prudent) to create a leveraged investment in the S&P500 by buying it on margin.




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