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Dan Solin

Dan Solin

Posted: December 7, 2010 09:48 PM

It's hard to be modest about this achievement, but I am going to try.

In January, 2010, I created the Solin Random Stock Index (SRSI). For those skeptics who want to verify this claim, please see this blog I wrote at the time.

I wish I could report that my index was a complex algorithm, but it was really very simple. I just took the spelling of my last name, and punched each letter into a quote engine. I selected the first two stocks (listed on a U.S. stock exchange) that appeared for each letter. Here's the list of ten stocks that comprised the SRSI:

1. Sprint Nextel (S)
2. Sirius XM Radio (SIRI)
3. Realty Income (O)
4. Oracle (ORCL)
5. Loews (L)
6. Las Vegas Sands (LVS)
7. Intel (INTC)
8. International Business Machines (IBM)
9. Netsuite (N)
10. Nvidia (NVDA)

Now that we are coming to the end of the year, I thought this would be a good time to see how the stocks in my index have performed. I know my competitors are busy getting the performance data of their funds together so they can show how well they did. Morningstar will be analyzing this information in order to figure out which funds get the highest "star" ratings.

Investors rely on performance history. High performing funds can expect an influx of revenues. More revenues means more fees. It's a high stakes game. I want a piece of it.

So, how did the SRSI do from January, 2010 through November, 2010? Hold on to your hat.

It's up an astounding 45.14%! No kidding.

The S&P 500 is only up 5.87%.

Let's put this stellar performance in perspective so you can really appreciate it.

In an article published February 24, 2010, US News recommended its top mutual funds for 2010. It's methodology was impressive. It relied on "some of the brightest minds conducting investing analysis" and used ratings from Morningstar, Lipper, Zacks, TheStreet.com and Standard & Poor's. Hard to see how you could miss if you followed these recommendations.

Let's compare some of these top funds with the SRSI. The performance data is as of October 31, 2010.

  • The Yackman Fund (YACKX) is up 9.07%. It was the top ranked Large Value Fund;
  • The FMI Large Cap Fund (FMIHX) is up 5.15% It was the top ranked Large Blend Fund;
  • The Parnassus Workplace fund (PARWX) was up 8.35%. It was the top ranked Large Growth Fund.
The SRSI clobbered the returns of all these top rated funds. I didn't have access to any of the "brightest minds" who do sophisticated analysis and I don't even have a subscription to any of these ratings services.

So what can I expect next? I assume invitations from the cable financial shows so that I can educate investors on how I did it. Maybe all those impressive ratings services will start to follow the SRSI. If I was set up to receive funds, I assume I would have to brace for a massive influx. I would wear "back office problems" as a badge of honor.

My real goal is to win Morningstar's Fund Manager of Year award. Bruce Berkowitz was the pick for U.S. stock-fund manager in 2009 for his stellar performance running Fairholme Fund (FAIRX). His fund has $10 billion in assets. Mr. Berkowitz is a highly regarded stock picker, holding only about 20 stocks. The SRSI holds 10 stocks, so we have the over-concentration thing in common.

Fairholme is only up 12.96%. Clearly, my stock picking skills are vastly superior. It should be no contest for 2010. I'm a shoo-in.

I'll still have time to write this blog. I really enjoy it. But I suspect that being known as a "stock picking guru" will have its perks as well.

Sorry, I have to run now. The phone is ringing. I'm hoping it's Jim Cramer. Maybe he will anoint me as "one of the great ones in this business", an accolade he is reported to have bestowed on Lenny Dykstra, the ball player turned stock picker.

Dykstra filed for bankruptcy in July, 2009.

I'm no Lenny Dykstra.

The views set forth in this blog are the opinions of the author alone and may not represent the views of any firm or entity with whom he is affiliated. The data, information, and content on this blog are for information, education, and non-commercial purposes only. Returns from index funds do not represent the performance of any investment advisory firm. The information on this blog does not involve the rendering of personalized investment advice and is limited to the dissemination of opinions on investing. No reader should construe these opinions as an offer of advisory services. Readers who require investment advice should retain the services of a competent investment professional. The information on this blog is not an offer to buy or sell, or a solicitation of any offer to buy or sell any securities or class of securities mentioned herein. Furthermore, the information on this blog should not be construed as an offer of advisory services. Please note that the author does not recommend specific securities nor is he responsible for comments made by persons posting on this blog.

Here is the trailer for my new book, Timeless Investment Advice.

 
 
 

Follow Dan Solin on Twitter: www.twitter.com/DanSolin

 
 
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01:49 PM on 01/25/2011
Stock picking and active trading should be called what it is: gambling.
06:04 PM on 12/08/2010
Wow. Solin has made a fortune selling books to investors that point out how awful actively managed investments are.

In this article he lists an example of four funds with allegedly good managers that were predicted to do well this year. Three of those funds have done notably better than the index. In other words if you had followed his advice instead of the article in US News you would have made less money. Yet Solin is so delusional he uses these statistics to try and strengthen his argument for index investing.

His point is that anyone can get lucky or unlucky picking stocks, and that is very true. It does not logically follow that luck is the only factor which determines performance when making investment decisions. Solin should be ashamed for promoting himself and selling books by tearing down all active managers. Some are worthless, and some have consistently provided value, and its not fair to lump them all together.

I'm not against indexed investing. Especially for taxable money, indexed investing is the best way to go in my opinion. But in an IRA with taxes deferred, I see no reason not to picked skilled asset managers and pay a slightly higher expense ratio for their services.
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Dan Solin
My Smartest Portfolio book is a game changer.
10:29 PM on 12/08/2010
At least two comprehensive studies have concluded that outperformance by active mangers is wholly attributable to luck and not skill:

www.ifa.com/pdf/FalseDiscoveriesinMutualFundsSSRN.pdf;
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1356021

They provide ample reason not to seek "skilled asset managers", because there is no evidence of skill. If you have contrary data, I would be happy to review it.
11:58 AM on 12/09/2010
I read your first study and hardly think their methodology is conclusive enough to rule out actively managed mutual funds. In fact the beginning of the study lists several other studies that came to an entirely different conclusion. It seems they were more interested in proving their intellectual competitors wrong than producing information of value to investors.

"We apply our novel approach to the monthly returns of 2,076 actively managed U.S.
open-end, domestic-equity mutual funds that exist at any time between 1975 and 2006."

I like how they use the word "novel" when they actually mean "the approach that we invented because it would support our hypothesis that actively managed mutual funds aren't any good." I especially like how they create a mathematical calculation to measure luck.

Other problems that this study has: it studied mutual funds, not mutual fund managers. Not many managers stay with a fund for 31 years. Picking mutual funds is pointless; one should pick mutual funds managers. Lastly they studied only domestic equity funds, which are generally bound by prospectus to give managers a very limited range of investments to choose from (for example, large cap domestic value stocks).
11:58 AM on 12/09/2010
I doubt enough data exists, but it would be much more informative if a study was done on global allocation funds, which allow managers to make adjustments between countries, market caps, and asset classes. Furthermore, such funds allow individual investors to get one fund to build an entire portfolio, which is great for most people who don't know how to begin building their own asset allocation or pick mutual funds to fill it.

No study will ever be conclusive enough to completely write off active managed or indexed investing. This issue will be argued forever, and the reason is because both strategies have strengths and weaknesses, while neither is right or wrong. The one thing investors should be certain of (and the study does point this out) is that whether going with active management or an index fund, a low expense ratio will always help.

I suppose I should try to say something nice. I read one of Solin’s books and he had a section on why indexed mutual funds are better than ETFs, and it was very well done. I don’t think he mentioned that ETFs can also trade at significant discounts to NAV when there is heavy selling (MUB was trading at over a 3% discount a few weeks ago when the muni market got slammed) which obviously is not a risk you’ll ever have to face with a mutual fund.
BigDaddyWow
This member is licensed to spank
05:09 PM on 12/08/2010
Nice, and better yet none are bank stocks.
03:01 PM on 12/08/2010
To save their faces, you will hear a lot of active fund managers trying to argue with you that their "risk adjusted returns" were probably superior to yours..
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12:55 PM on 12/08/2010
Hilarious, and a thorough skewering of a half dozen icons.

Now, if you will just issue the usual disclaimer about past performance, you may set yourself up in business.
How unfortunate that other one year wizards refuse to do what you will likely do,
which is retire the fund immediately and rest forever on your laurels.
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Peter Combs
Amused by the illogical..no, NOT a Republican
09:22 AM on 12/08/2010
Regardless of the luck factor it reminds me of the story from the 1960's with the monkey and the dart board...he outperformed the market as well...its very funny

Interestingly...Crammer's performance on his picks are consistantly rated as a C- . When they took his trading license and he lost the ability to crash stock values...his "mojo" was gone..

Here he is explaining how he traded illegally in his own words....
http://www.youtube.com/watch?v=HRa0B34jMOQ&feature=related
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MG Metiva
For Great Justice, I shall post.
09:14 AM on 12/08/2010
It is chump change in comparision to penny stocks, but being up 45.01% with large caps is very impressive.
09:11 AM on 12/08/2010
probably time to take your profits and then turn around and redo your formula to get in on the ground floor for next year.
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TrollDiddy
life, liberty & the pursuit of happiness
09:00 AM on 12/08/2010
What a riot!!!!
03:11 AM on 12/08/2010
I'm not sure, but luck may have had something to do with it. I'll wait until I've seen your 5, 10, 25 and 50 year average returns before passing judgment.
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Andrew C Orr
I have passed the 3rd grade
06:07 AM on 12/08/2010
Thats the point. It WAS luck. Money managers rely on luck is Dan's point. So, rather than go with that(since active luck-driven managers underperform index investing in all those periods), it is wiser to simply index the broad market in a diversified manner and relax, content that you are likely to blow away all those lucky ones and certainly the unlucky one.
01:04 AM on 12/08/2010
That's freakin awesome.