Managed Futures
In the 2007 Meeting, Warren Buffett and Charlie Munger addressed the rise of Managed Futures funds, providing a skeptical assessment of their long-term value for investors.
📖 The "Lousy to Negative" Verdict
When asked about managed futures funds (which use quantitative and trend-following signals to trade across stocks, bonds, and commodities), Munger’s response was characteristically blunt:
"I’d say averaged out, I would expect that the return per dollar per year in managed futures funds would be somewhere between lousy and negative." — Charlie Munger, 2007 Meeting
🧠 Strategic Objections
1. The Disadvantage of Narrow Mandates
Buffett argued that funds committed to a limited segment of the market (like only futures or only bonds) are at a disadvantage compared to holding companies like Berkshire, which can "do anything that makes sense."
- Shrinking the Universe: Buffett believes it is a mistake to circumscribe actions. "We buy futures at Berkshire... but we also buy currencies and businesses."
2. "Sales Tools" vs. "Investment Tools"
Buffett characterized many special-purpose funds as "sales tools" rather than investment vehicles.
- Competition for Opportunities: When a certain asset class becomes a popular "thing to sell," massive amounts of money flow in, increasing competition for a limited number of opportunities and predictably lowering returns.
- Brains vs. Areas: Buffett concluded that "Areas don’t make opportunities; brains make opportunities."
🏛️ Context at Berkshire
While critical of managed futures funds, Berkshire itself uses futures. Buffett and Munger differentiate between the instrument (which can be a useful tool for a wide-ranging allocator) and the fund structure (which often charges high fees for a rigid strategy).
🔗 Connections
- Concept: Derivatives, 2002 Warning, Circle of Competence
- Entity: Berkshire Hathaway Inc.
- Source: 2007 Meeting