Absolute Return - Returns a Loss

Gary

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A recent structured product that used an absolute return strategy as its underlying index matured with a 10% loss to investors (on the 90% capital guaranteed version of the product).
The underlying strategy developed by BNP Paribas has been used in several products. I have long considered the use of capital guarantees on absolute return strategies to be a very inefficient use of capital. Insurance against a loss on a strategy aimed at avoiding a loss.
In a forest, the absence of fires may on the surface appear to reflect very robust safety controls. But problems hide in the absence of stressors and as the brush gets thicker the resulting cumulative harm can manifest itself in devastating circumstances. Equally, a decaying bridge might deliver smooth and reliable performance until its structure fails.

Just as a woodsman would quickly figure out the dangers lurking in a forest with thick brush, an inspection of a bridge by an engineer could reveal its deficiencies before the structure collapses.

My point here is that on the surface we can view something as being safe, consistent and reliable, but without proper due diligence, dangers may be lurking .

The BNP Platinum Strategy appeared to offer consistent, reliable performance, but when you consider how these strategies are generated you begin to get a different understanding.

I am not sure that investors understand how some of these strategies are generated. If they did, they might well be more circumspect about them and less willing to accept the stunning ‘track records’ that accompany the marketing material.
Sophisticated investment banks that pedal strategies that are aimed at generating hefty fees and offer little prospect of a return should not be tolerated. Ask yourself the following:
Does this make sense?
Do I really know what the seller is trying to achieve?
What is the seller’s objective? Are we aligned?
Enough is enough. Time for common sense to prevail.
 
Agree 100% Gary. Structured products are becoming more complicated all the time, with it becoming increasingly difficult to understand what is going on.

...or else the product provider manages to get a great interest rate and peddles a deposit account as a structured product so they can take massive fees out of it.

I wouldn't touch any of them with a barge pole.



Steven
 
four out of five managed funds fail to beat index funds , id never invest in any of those products which charge a minimum of 2% when you can buy an etf with an annual fee of less than .2%
 
A recent structured product that used an absolute return strategy as its underlying index matured with a 10% loss to investors (on the 90% capital guaranteed version of the product).



Interesting post Gary- but have you understated the real loss to clients? Lets can assume most money going into these products is a switch out of deposits - given that interest rates were probably 4%pa or more - the real loss here is probably closer to 30%.

I wont say there is mis-selling going on with structured deposits as some of you guys on this site immediately jumped at me for even suggesting this! But is it time for these products to be banned to protect vulnerable investors?
 
There is no longer any value whatever in these products- if there ever was.

The pricing environment is so bad that product producers are finding it impossible to create even an illusion of value.

Consumers will be better served by their disappearance.
 
Have you looked at any of the Quintas Structured Products recently. They seem to have clever structures and are returning gains to clients
 
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