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Dan Solin

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What MF Global Can Teach You About Investing

Posted: 11/08/11 07:54 PM ET

The sordid details concerning the demise of MF Global are well-known. MF Global is the holding company for a broker-dealer headed by former New Jersey governor and Goldman Sachs co-chairman Jon Corzine. According to published reports, MF Global filed for bankruptcy on October 31, 2011. Its broker dealer division, MF Global Inc. is liquidating its assets.

The demise of MF Global is attributed to its $6.3 billion bet on European sovereign debt. These events are deeply troubling, but they pale in comparison to the allegations that $593 million in customer funds remain "unaccounted for." About 150,000 customer accounts were frozen by the trustee in charge of liquidating the brokerage firm. These customers face long delays in resolving this mess.

You can learn some valuable lessons from this debacle. Here are some of them:

High Returns Mean High Risk

The appeal of investments in hedge funds and commodities is the high return these funds can generate. The enticement of high returns blinds investors to commensurate risk inherent in these investments. The high fees and commission structure of these investments encourages fund managers to take big risks with your money.

There's no free lunch in investing. Investments in hedge funds and commodities is speculation, not investing. The expected return of speculation is zero, or less when you consider high transaction costs.

Transparency Has Its Benefits

Publicly traded mutual funds are regulated by the SEC under the Investment Company Act of 1940. The Act requires extensive disclosure and independently audited financial statements. Mutual funds are required to have a Board of Directors, the majority of whom must be independent from the mutual fund company. Mutual funds use fund custodians, many of which are qualified banks. The banks segregate mutual funds securities from their other assets. If the mutual fund goes belly-up, customer accounts are safely in the possession of the custodian.

These protections are not foolproof, but they provide the minimal security you should insist on before you entrust your hard-earned money to any broker or advisor.

"Investment Guru" is an Oxymoron

The media is understandably focused on the missing client funds from the accounts of MF Global's clients. Relatively little attention has been paid for the reason for its demise. MF Global owned $6.3 billion in European debt. This large commitment led to demands for regulators to boost capital based on concern over Europe's debt crisis.

Mr. Corzine and his colleagues were no doubt extremely well qualified, sophisticated investors. How did they make a bet of this magnitude that led to the collapse of their firm?

Remember the Ospraie Fund? It shut down its commodities hedge fund after it lost 26.7% in August, 2008 due to losses in the energy, mining and natural resources sectors.

Sometimes the "investment pros" are right and sometimes they are wrong. When they are right, they are typically lucky. It's hard to find evidence of investment skill.

Smart investors don't risk their nest egg hoping they can find one of the lucky managers who will outperform the markets. Instead, pay attention to this observation by Michael Lewis, a distinguished financial journalist: "Wall Street, with its army of brokers, analysts, and advisers funneling trillions of dollars into mutual funds, hedge funds, and private equity funds, is an elaborate fraud."

Dan Solin is the author of the New York Times best sellers The Smartest Investment Book You'll Ever Read, The Smartest 401(k) Book You'll Ever Read, and The Smartest Retirement Book You'll Ever Read. His new book, The Smartest Portfolio You'll Ever Own, was released in September, 2011.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.


 
 
 

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06:19 AM on 11/10/2011
i did not invest in mf global and i did not lend them any money. my money was in a segregated client account and i have made positive returns every year for the last 10. mr corzine's actions were criminal and those who conspired with him to comingle client money are also guilty. your state i should have insisted on more protection for my client account. what a bunch of claptrap! have you read the cme's safety guidelines? have you seen the safe guards set forth in CFR Title 17? do you know about the requirements of CFTC 1.25? don't make this about customer's failure to have the law followed in the face of collusion, political corruption and overwhelming economic power by lead creditors to misappropriate money for their own benefit.
09:42 AM on 11/09/2011
Agreed!
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HUFFPOST BLOGGER
Dan Solin
My Smartest Portfolio book is a game changer.
07:54 AM on 11/09/2011
11:03 PM on 11/08/2011
Is your thesis really that there is no such thing as investment skill? Your example is a hedge fund that lost 38% in 2008. The Vanguard S&P 500 index fund lost 37% that year. There are managed futures funds that were up 93%, 76%, 20% that year and have outpaced the S&P 500 significantly over the past 20+ years. There are scores of hedge fund managers and even long-only mutual funds managers that have done the same. But there is no such thing as investment talent? Maybe it's hard to find and you have to pay hefty fees to net outperformance but it certainly exists. Just ask David Swensen at the Yale endowment, I think he's a little more up to speed on the topic than you.
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HUFFPOST BLOGGER
Dan Solin
My Smartest Portfolio book is a game changer.
07:33 AM on 11/09/2011
It is not just my thesis, but the conclusion of those who have extensively studied this subject and published their conclusions in peer reviewed journals. You may find this article helpful: http://www.nytimes.com/2008/07/13/business/13stra.html. This study by Fama and French reached the same conclusion: http://www.dimensional.com/famafrench/2009/11/luck-versus-skill-in-mutual-fund-performance-1.html. Even if the rare manager existed who demonstrated legitimate investment talent, how would investors identify him or her prospectively? Your reference to David Swensen is confusing to me. Here's a quote from him: "A minuscule 4 percent of funds produce market-beating after-tax results with a scant 0.6 percent (annual) margin of gain. The 96 percent of funds that fail to meet or beat the Vanguard 500 Index Fund lose by a wealth-destroying margin of 4.8 percent per annum."
08:35 AM on 11/09/2011
You're talking about long-only mutual funds. There are scores of hedge funds that have 10, 15, 20 year track records signigicantly outpacing indices. And it might be small on a percentage basis but there are hundreds of mutual funds that do it. There are firms like Litman Gregory who have long track records of using primarily actively managed 40 act mutual funds while beating the indices net of their fees and mutal fund expense ratios.

"When they are right, they are typically lucky." Really, seriously? You actually believe that? John Bogle or your friends at DFA might want you to believe that. So Jim Simons has just been really, really, really lucky for over 20 years? Ray Dalio is the luckiest man on earth? Alan Howard is one lucky fool?

My point in referencing David Swensen is that he personally is an example of the investment skill that you are claiming does not exist. There's tons of the this supposed non-existent investment skill when you look at hedge fund managers, endowments, pensions, RIAs, and even some long-only mutual funds like you've seemingly restricted your world to.
09:37 AM on 11/09/2011
That is why you should pick your own stocks. Only you know what is right for you. Mutual fund managers are always trying to beat the averages and look good on a quarterly basis, but individual investors are free to wait things out, and only buy stock when it is worth buying.
11:03 PM on 11/08/2011
Contrary to what you imply, MF Global is regulated by the CFTC and NFA. And audits are conducted by other entities. The customer funds that are being discussed as possibly missing are by law required to be in segregated accounts held at 3rd party banks, which would include FDIC insurance. If they are missing it's because MF Global literally "stole" the money. Although unthinkable it could happen anywhere, including at a 40 act regristered mutual fund. In fact there are a lot of 40 act mutual funds now that place futures trades with other FCMs. The reason you haven't heard about MF Global's issues hitting mutual funds that trade futures is b/c MF Global is primarily a retail FCM serving individual investors and farmers, not institutions like mutual funds.
11:02 PM on 11/08/2011
Dan,
I recommend you do your homework befor you write articles like this. Almost everything in here is inaccurate.

A few examples:

MF Global is not a hedge fund, among other things they are an FCM, a futures commisssion merchant. They broker futures trades for clients, which includes all types of futures contracts, not just ones tied to commodities. A lot of the clients for MF Global are not speculators or investors chasing high returns, but rathers hedgers who have a legitimate business need for utilizing the futures markets. Just ask a farmer or a grain elevator in the midwest. Regardless, the bankruptcy at MF Global has nothing to do with the risk of hedge funds or speculating on commodities, or even investing client assets. It has to do with Corzine's desire to turn MF Global into an investment bank and their prop trading into European debt MF Global conducted with their own captial. So maybe you should write something about the systemic risk prop trading poses or the contagion possibilities of the Euro debt crisis.
10:31 PM on 11/08/2011
Good Article. I will tell you what I learned. The regulators were in partnership with MF Global. Gensler from the CFTC met him 10 times over last year. Rules 1.25 and Rules 1.29 were approved by the regulators and allowed MF Global to take segregated client assets and make huge bets.

What I learned. Nothing is safe. Many others like Morgan, Barclays and Newedge are at the same risk due to the regulators.

Read 1.25
CFTC Agrees to Let MF Global Use Client Monies. You will be in shock!

Title 17: Commodity and Securities Exchanges
PART 1—GENERAL REGULATIONS UNDER THE COMMODITY EXCHANGE ACT
Customers’ Money, Securities, and Property

Andrew Abraham
Abraham Investment Management
08:06 AM on 11/10/2011
What you’re talking about states an FCM can use customer seg funds to invest in sovereign debt only if it’s rated in the top category by one nationally recognized statistical rating organization and only to the extent that the FCM has customer funds denominated in that nation’s currency. Most FCM customers are aware that part of their FCM’s business is earning interest on their cash. This isn’t what brought down MF Global, prop trading with their own capital was. And apparently they might have “stolen†some customer money relating to these prop bets, or they might not have.
08:30 AM on 11/10/2011
I have been trading 17 years and have many friends 30+ years never did anyone ever know about rule 1.25. THEquestion is to ask farmers and food producers. The answer will be similar. This is not about reckless traders. Mf was permitted by the Cftc and risked client segrgated funds.
10:23 PM on 11/08/2011
MF was a licensed broker-dealer. There was nothing to stop customers from buying index mutual funds in their MF accounts, and they are still screwed.

I would advise you to have your investments, whatever they are, at a solid discount broker like Fidelity or Schwab.