The First Rule Is...There Are No Rules

March 4, 2008

Choosing winning mutual funds is tough business.The experts regularly fail because past winners often become future losers. If we had to leave our readers with one sentence of fund picking advice, it would be this: choose low-fee funds that are not perennial losers in out-of-favor fund categories, and stick with them for a few years.

An article in yesterday's Financial Times offers a humble review of fund data to consider (much of which you can find right here on MAXfunds.com) when choosing your mutual fund investment:

Although many investors are swayed by evidence of excellent recent performance, statistically, it is unlikely that fund managers will manage to do well consistently over a period of years.

'There is some evidence that last year’s winners tend to repeat next year. But it is very slight. Mostly the effect comes from the fact that really bad funds stay bad. Their expenses are high, and their choices stay haphazard,' said Paul Samuelson, an academic, in his article 'The Long-Term Case for Equities', which appeared in the Journal of Portfolio Management in 1994.

However, this does imply that it is worth considering performance, if only to avoid the poor performers.

...When choosing an investment fund, performance is important. But it is also important to bear in mind that even excellent performance can be eaten up by investment management fees. A cheap index fund might do better for the investor than a well-managed active fund, so performance should not be the only consideration."

Using statistical measures of risk-adjusted return are useful but far from an end-all-be-all. Often funds that delivered have delivered good risk-adjusted returns in the past go on to deliver poor risk-adjusted returns in the future.

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