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If this is the new normal in a low return world ... give me more!

One of the sillier pieces of nonsense bandied about in recent years by so-called experts has been the ‘new new normal’ in the ‘low return world’. This wonderful idea was coined by Bill Gross and Mohamed El-Erian, then joint Chief Executives of PIMCO (the largest bond fund manager in the world) in 2011 to spruik their bond fund.

They toured the world in mid-2011 skiting about their decision to sell US Treasuries early that year. It was lousy timing as Treasuries promptly rallied strongly in the European bank crisis and US credit downgrade crisis in mid-late 2011. PIMCO realised their mistake and bought back into Treasuries in 2012 right before bond yields rose during 2012 and 2013. Both were bad calls and Gross and El-Erian were fired (I met El-Erian in May 2011 and questioned him about the ill-timed decision).

But somehow the catchphrases ‘new new normal’ in a ‘low return world’ were picked up and repeated ad nauseam in headlines and articles by lazy reporters.

The best run of positive returns ever

So what has happened in the five years of supposedly low returns since the start of the ‘new new normal, low return world’? Actually, five years of good returns from every asset class!


Click to enlarge

What is remarkable is that there are no red bars (indicating negative returns) in the above charts. None of the major asset classes suffered negative returns in any of the past five years. This has never happened before for Australian investors, ever.

Never in the history of Australian markets have investors received positive real (after inflation) returns from Australian and global shares and bonds, local cash and commercial property in five consecutive years. (For commercial property returns I used listed property trust returns since 1974).

The best run in the past was for four years from 1925 to 1928. Apart from that, the best investors have done has been two consecutive years of positive real returns from all of the main asset classes: 1944-45, 1997-98, and 2004-05.

Some readers might retort with something like, “Ah yes, but that was just because of quantitative easing and negative interest rates.”

Well, not really. In the US, which is still the world’s largest market and the one that drives markets in the rest of the world, the Fed scaled back QE during 2014, started reducing the Fed balance sheet in 2015 and 2016 as bonds matured, and then started raising interest rates in December 2015. So the early monetary expansion turned into monetary tightening. In Europe and Japan, the central bankers are backing away from QE and negative rates. On the fiscal front, expansion turned into tightening; the four years of trillion-dollar deficits in the US from 2009-12 has been followed by fiscal tightening from 2013-16. But still the stock markets, bond markets and property markets powered on.

On top of all that, we’ve had a steady stream of ‘sell everything’ panics along the way that have provided sensible long-term investors with great buying opportunities, such as:

  • the Greek defaults
  • a couple of bond yield spikes
  • a ‘flash crash’ or two
  • the Cyprus banking collapse
  • the US ‘fiscal cliff’ crisis
  • the shut-down of the US Federal government because it couldn’t pay its bills
  • the violent unwinding of the Arab Spring uprisings across the Middle East
  • the rise of ISIS
  • the fracturing of political structures into radical right and left wing parties across the world
  • the collapse of commodities prices causing a string of bankruptcies in oil, gas and steel industries
  • the slowing of China
  • stagnant or weak economic growth in Europe, Japan and just about everywhere else in the world
  • a currency war between all of the main central banks in the world
  • a series of escalating military tensions in the disputed waters off China
  • another Chinese stock market bubble and bust
  • the rise of nuclear threats in Iran and North Korea
  • deep recessions in Russia and Brazil
  • a plethora of pathetic Prime Ministers in Canberra, plus
  • a good measure of Brexits and Trumps to boot!

And every asset class did well through it all.

If this is the ‘new new normal in a low return world’, then I want more of it!

It is another reminder for investors to ignore the chatter of fund spruikers, so-called ‘experts’ and the financial media in particular and focus on the facts. Bring on 2017.

 

Ashley Owen is Chief Investment Officer at independent advisory firm Stanford Brown and The Lunar Group. He is also a Director of Third Link Investment Managers, a fund that supports Australian charities. This article is general information that does not consider the circumstances of any individual.

 

11 Comments
longonly
December 01, 2016

Ashley.

Yes, all very true but---------with the Dow where it is one of two things will be needed to bring it back to about "normal". Either earnings must jump exponentially or pe,s must reduce. The ASX is not historically hot, about fair value, but who cares when the Dow decides to downgrade?

Interesting discussion.

Longonly.

ashley
December 01, 2016

to longonly -
i agree that Australian shares are still well below their 2007 highs. But that only matters to people who bought at the 2007 highs. Unfortunately many did and if they are still holding on they will be waiting many more years to get back to square one - and that's before inflation.
All Ords at 6853 in October 2007 is 8450 in today's terms after inflation. It may be many a long year before the All Ords gets back to 8450. In the past the All Ords has taken more than 30 years to recover in real terms after past crashes (eg 1968 to 2004).
I also agree that the US market is horribly over-priced on a whole range of metrics - but it has been over-priced been since 2010 but it has returned 100% since then.
The problem is that markets generally don't crash BECAUSE they are expensive (eg on PER measures). Most of the time they don't even crash WHEN they are expensive. (eg at the top of the market the Australian market P/E ratio was only 15 - hardly expensive. But the Australian market crashed worse than almost every other market in the world - and we didn't even have recession or a sub-prime problem.
Of the 20 biggest stock market crashes in Australia, only 2 of them were when the market was expensive at the time (1987 being the stand-out example). The causes of the crash are almost always external forces that infect the local market whether it is expensive here or not (1951-2 was the main exception).
cheers
ashley

ashley
December 01, 2016

hi phil,
on meeting el-Erian - met him at a PIMCO sales pitch in Sydney on the grand world tour to sell the 'new new normal' catch-phase. What amazed me was the idea that if you thought economic growth would be 'lower for longer' why on earth would you sell treasuries? I still don't get it. Anyway i June 2011 I under-weighted Australian and global shares in portfolios in and over-weighted bonds. What happened next? Greece 2 + the US downgrade crisis hit - shares sold off everywhere and bond prices soared as yields plummeted. Amazing that even when the cause of the problem was US debt, people still rushed into buy more debt as a 'safe haven'.
Then at the end of 2012 - the start of the great QE boom - I shifted the over-weight in bonds back into shares and listed property - and rode the QE boom all the way into this year.

Also, in case readers get the wrong idea - the fact that we have had an unprecedented 5 year run of positive returns from every asset class is not a suggestion that it will continue. Of course it won't. Never has in the past, and never should.

cheers
ashley

longonly
December 01, 2016

Your numbers may well be correct for the last few years, but it is worth remembering that only 2 sectors of the ASX are trading above their previous GFC numbers------health care and consumer staples. The Dow is about 17/18% above its long term market average. The Dow pe is about 21, long term average about 15. Dunno about you experts, but to me it looks dangerous.

Longonly.

Peter Vann
December 01, 2016

There is another point worthy of consideration and illustrated by the following question;

Which return is better, 5% or 10% (after tax & fees)?

It depends!!!

If 5% is generated in a 3% inflation environment, then it is better than 10% in a 10% inflation environment.

Real after tax and fees returns relate to our investment's purchasing power.


Peter

ashley
December 01, 2016

hi peter V,
yes real returns are what matters to living standards. The past 5 years have also seen unusually low inflation. Even cash has return positive real returns (in 40% of all years in Australia, cash has suffered negative real returns - and that's before tax).
So the past 5 years have been unusually good in real terms as well.
For historical stats I generally always use real returns.
cheers

ashley

Peter
December 01, 2016

And what happened just after the past best run of 1925 to 1928? Everybody probably thought how wonderful the returns were before the Great Depression. I fear we are headed into a major financial calamity unlike we have ever seen before. Trump's desire to slash US tax rates and spend up big will push the US into never seen levels of debt on top of dubious financial engineering like quantitative easing and record low interest rates that has really not achieved what was intended. Most governments are still piling debt on top of debt that cannot really serviced now, let alone in the future - Australia included. Voters are angry and likely to elect even more inept politicians who cannot hope to deliver what they promise except to fuel more voter anger.

Murray Rothbard
December 01, 2016

Ashley,

Perhaps what they meant was that a world of low returns was required for the global economic and political environment to remain normal, not that low returns were inevitably hurtling our way?

I would suggest that the list of calamities you put forward is not indicative of a well-functioning global economic or political system. These events in isolation have not impeded the ascent of equity and bond markets to date (due to significant monetary accommodation, as well as other factors), but the trend is decidedly negative in my view.

Will investors be able to muster enough courage to continue bidding risk assets higher if this trend in global relations continues?

Phil Brady
December 01, 2016

"I met El-Erian in May 2011 and questioned him about the ill-timed decision" - and what was his response?

Chris
December 01, 2016

Ashley,

The real question looking forwards is "where to invest in 2017 and beyond ?". Nothing looks to be compelling value right now and several commentators have raised the following points in some form or another; a viewpoint that I share.

1. The Australian equity market index has returned well below its long term average over the last two years, and being dominated by banks and major resource companies is an issue. Both are having their profits squeezed (esp. miners from lower commodity prices) and this looks set to continue.

2. International equities (hedged and unhedged) produced a poor return last year because the AUD was not as weak as expected because of QE policies across Europe, China, Japan and the US. Recent US economic indicators suggest reasonable conditions for US corporations but (in my opinion) the index looks to be at record highs. Europe is still in the doldrums.

3. Australian bonds have performed well over the last few years but there are bubbles appearing in the bond markets. Central Bank policies and the likelihood of currency wars will mean returns will be poor.

4. Australian cash yields are at record lows but Australian retail investors will benefit if banks continue to chase depositors. The recent hike in one year term deposit rates to 3% presents a good return for savers, but remains well below long term averages.

5. Listed property (local and offshore unhedged), have seen spectacular returns over the last two years but well above what is regarded as sustainable. The returns are still recouping the disasters of the GFC, but listed property can currently trade at anything up to 20% above the value transacted on direct property markets. Listed property has been a major beneficiary of the chase for yield.

With all this going on, there's not really anywhere that screams "value" to me right now.

Gary
December 01, 2016

My 2-3% on cash and term deposits does not feel especially good.

 

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