New products make it easier to get a pure play on commodity prices.
Commodity-linked investments, once an arcane and
shadowy corner of the investment world, are back in fashion as
inflation concerns increase, the stock market meanders and rising
prices spark renewed interest in investments tied to everything from
oil to gold to pork bellies.
With their negative correlation to the stock market,
direct commodity plays that invest in futures contracts or the
commodities themselves offer diversification that's a step beyond
natural resource and commodity stocks or stock funds. They also moved
toward mainstream status last year with the publication of a research
study by economists Gary Gorton and K. Geert Rouwenhorst titled Facts
and Fantasies About Commodity Futures. That study of an unweighted
index of commodity futures between 1959 and 2004 concluded that the
futures investments experienced returns similar to the S&P 500
Index, but with lower volatility. Those long-term returns were
negatively correlated to both the stock and bond markets and positively
correlated with inflation, although commodities often zig when
financial assets zag. (A copy of the study is available from the
National Bureau of Economic Research at nber.org).
Until recently the high costs and complexity
associated with commodity investing kept many investors away. That
began to change with the 1997 launch of Oppenheimer Real Asset fund.
The fund broke the old mutual fund rules by skipping the equity middle
man to focus exclusively on commodity-linked derivative instruments
whose prices fluctuate in line with the value of the underlying "real
asset."
Oppenheimer Real Asset is benchmarked to the Goldman
Sachs Commodity Index (GSCI). The index's commodity weightings are
pegged to average production over the previous five years, and are
proportional to the amount of that commodity flowing through the world
economy. As of mid-March, energy accounted for 744% of the index, with
industrial metals a distant second at 7%. True to its pure play pledge,
the fund has performed best relative to its equity-based natural
resource peers in years like 2002, when the stock market fell and
energy prices rose. But it underperformed many of them in years such as
2004, when energy stocks had the tailwind of a rising stock market.
The 500-pound gorilla in this space is PIMCO
CommodityRealReturn Strategy. Since its launch in June 2002, the fund
has grown to more than $7 billion in assets. Its benchmark, the Dow
Jones-AIG Commodity Total Return Index (DJ-AIG), represents a
diversified group of 20 commodities. It is less concentrated in energy
than the GSCI because no single sector can account for more than a
one-third weighting, or fall below 2%.
A new mutual fund entrant this year, Credit Suisse
Commodity Return Strategy, also seeks to replicate the Dow Jones-AIG
Commodity Total Return Index. To help differentiate its offering from
PIMCO's, Credit Suisse is touting its cash management capabilities.
Both funds have a lot of money on the sidelines because their
investments absorb only a fraction of their total portfolios.
"This fund is unique because the cash collateral is
invested in CSAM's Enhanced Cash Strategy," notes a company press
release. "Whereas the DJ-AIG Index assumes the return over the T-bill,
CSAM's Enhanced Cash Strategy seeks to add value over the T-bill with
minimal fixed-income risk." The fund's goal is to track the index as
closely as possible while adding some incremental return through cash
management strategies. The duration of the cash collateral side is
approximately six months, and the yield exceeds that of three-month
Treasury bills by about 30 to 60 basis points.
The PIMCO fund parks its cash in Treasury Inflation
Protected Securities, or TIPS, and other fixed-income securities. The
combination of inflation-indexed bonds and commodity derivatives,
designed to act as a double hedge against inflation and enhance
benchmark returns, may also increase short-term volatility compared to
its benchmark during periods when both TIPS and commodity prices rise
or fall simultaneously.
Cash management is really a sideshow here, though.
As with stock funds, the biggest driver of returns as well as
volatility is the index that a fund follows. According to a study by
Ranga Nathan in the Spring 2004 issue of Journal of Indexes, indexes
with a greater number of components and diverse weights have had a
lower standard deviation than more concentrated ones. Nathan found that
the DJ-AIG and the GSCI had standard deviations of roughly 14% and 22%,
respectively, during the five-year period ending 2003. The GSCI had a
higher annual rate of return and a lower level of correlation to the
stock market during the period.
Another index, the Rogers International Commodity
Index (RICI), serves as the benchmark for the Rogers International Raw
Materials Fund, one of the better-known public commodity limited
partnerships. The fund is based on an index of 35 commodities and was
devised by commodities guru and sometime adventurer Jim Rogers, whose
exploits are chronicled at www.jimrogers.com. It is weighted heavily
toward energy, which represents 35% of its contracts, followed by wheat
at 7% and corn, aluminum and copper at 4% each. The four-year-old fund,
which has a minimum investment of $10,000, has roughly $45 million in
assets. Monthly liquidity allows purchases and withdrawals once a
month.
"We don't have a large number of financial advisors
who use the public fund, although we've seen a lot of interest from
them," says Tom Price of Uhlmann Price Securities, the fund's
distributor. Price says fee advisors often back away because of the
up-front subscription charge, which was recently lowered from 6% to 5%
for amounts between $10,000 and $25,000. The charge drops to 2.5% for
investments up to $250,000, and 1.5% for larger amounts. Annual fees
run about 1.85%.
"We're looking into having a fund for financial
advisors that doesn't have an up-front fee," says Price. "The mutual
fund industry introduced flexible fee structures years ago to
accommodate the market, and I think that's something we need to address
as well."
On the exchange-traded fund front, things appear to
be on hold after the recent introduction of two gold-based
exchange-traded funds. In November 2004, streetTRACKS Gold Shares (GLD)
made a splash on the New York Stock Exchange when it broke the record
for any ETF launch with record trading volume of 40 million shares in
its first week on the market. A second gold ETF, iShares COMEX Gold
Trust (IAU), made its debut in late January. The two ETFs have a 0.40%
expense ratio.
Unlike mutual funds, which can't invest directly in
commodities, the two gold ETFs are backed by a cache of the metal
itself. With photos of its gold vault in London stacked high with lucre
and an updated gold bar list, the Web site for streetTRACKS Gold Shares
(www.streettracksgoldshares.com) drives home the message that the ETF
is about as close as it gets to owning gold without schlepping bars or
coins.
That appeals to financial advisors like J.D.
Steinhilber of agileinvesting.com, who uses streetTRACKS Gold Shares as
part of his commodity allocation. "It's a pure form of diversification
that provides an effective hedge against inflation and a devaluation of
the dollar without company-specific risk," he says.
But the marriage of hard assets with securities has
been a rocky one from a regulatory standpoint, and physical commodities
like oil are difficult to store, so similar offerings have been slow to
follow. Locked in an indefinite quiet period imposed by the SEC, State
Street Global Advisors can't talk about streetTRACKS Gold Shares to the
media or disclose any plans about products under development. "You've
got the Commodities Futures Trading Commission, the Securities and
Exchange Commission, and Congress involved in turf issues," says Gary
Gastineau of ETF Consultants in Summit, N.J. "There are a lot of
barriers here."
Regulatory constraints are less of an issue for
managed futures accounts, and individual accounts and private commodity
pools are an increasingly popular option for high-net-worth clients
with upwards of $25,000 to invest. Money under management in managed
futures climbed to a record $131.9 billion during the fourth quarter of
2004. That's nearly double the $66.5 billion under management in the
second quarter of 2003, according to The Barclay Group, which tracks
industry data. "We're seeing more sophisticated investors in managed
futures now," says Barclay President Sol Waksman. "They're not chasing
returns and are willing to sit tight during periods of
underperformance." Tracking performance of these accounts can be
difficult, although services such as Barclay Trading Group
(www.barclaygrp.com) and International Traders Research
(www.managedfutures.com) provide some guidance here.
Given their volatility and long periods of
underperformance in the past, some financial advisors are shunning pure
commodity plays altogether and sticking with energy stock funds and
other commodity-equity hybrids as diversifiers against inflation.
Sheldon Jacobs, editor of The No-Load Fund Investor, prefers T. Rowe
Price New Era over "purer" commodity exposure plays like PIMCO
CommodityRealReturn. "Though commodity prices have a profound effect on
the performance of Price New Era, the fund has been much less risky
than actual commodities," he writes in the most recent edition of his
newsletter. "Though Price New Era has produced losses during steep
downturns in commodity prices even when the broad stock market gained,
those losses have been much more subdued than in the commodities
themselves." He also recommends Fidelity Canada because the Canadian
stock market has a large exposure to natural resource companies and the
Canadian dollar tends to rise with commodity prices.