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Should you still hold gold as correlations rise? - why not ask Frank the camera salesman


CliveH

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30 Aug 2013 | 15:02

Natalie Kenway

Categories: Commodities Topics: Gold | North investment partners | Morningstar | Hargreaves lansdown

 

Investment managers are beginning to question the value of holding gold for diversification purposes, as its correlation to equity markets soared to 65% this year.

 

Historically, the precious metal has been the asset class of choice to protect portfolios against downturns in equity and bond markets, and to hedge against inflation.

 

While this worked in investors' favour throughout downturns in the past, more recently, gold is moving more in line with other markets.

 

According to Morningstar data, the long-term correlation of the SPDR Gold ETF to the S&P 500 has historically been 0.11%, and this fell to 0.02% during the credit crunch.

 

During the bull run of 2009 to 2011 it moved into negative territory and was -0.13%. However, since 2011 it has increased to 65%.

 

Mark Preskett, investment consultant at Morningstar, said: "For asset allocators, the diversification argument has diminished.

 

"I can see why funds of funds managers own it, as historically it is uncorrelated to the equity and bond markets but correlation has actually risen."

 

John Husselbee, chief executive officer at North Investment Partners, added the ETFs which now exist in the markets have had a huge impact on gold's characteristics as an asset class.

 

"When we see portfolio liquidity and people selling everything, like at the back end of 2008, gold also tends to fall with other asset classes.

 

"We cannot neglect the influence of the ETFs, particularly in the US. It has made gold a more speculative vehicle and more liquid than in the past."

 

He said gold remains a good diversifier but only in the very long term.

 

"Asset classes will sometimes be correlated. It happened during the financial crash when everyone was selling everything to raise cash.

 

"We are now in a unique situation where more QE will stimulate the equity markets, but investors are also worried about inflation and are buying gold too. They are buying both for different reasons.

 

"It does not mean gold is not a good diversifier over the long term. It is an insurance policy for things we do not want to worry about."

 

Lowcock said managers such as Sebastian Lyon and Newton's James Harries have added to gold positions as they are sceptical about the effects of QE.

 

The recent spike in the gold price may have also held appeal to fund managers looking to increase exposure.

 

The precious metal has risen more than 20% since its $1,180 intraday low on 28 June to trade at $1,417. A 20% rise or more in an asset price is the generally accepted definition of a bull market.

Funds investing in gold mining shares have also been attracting the attention of investors looking for an entry point back into the market.

 

"Some gold share funds have fallen 30% over the past year," said Preskett. "So I can see why some bottom-fishing investors have been taking a look."

 

Husselbee added gold is still interesting, but he is not planning to increase exposure across his funds at this stage.

 

"It is now a cheaper asset class that is worth considering, but we have no plans to reintroduce it to the portfolio," he said.

 

.....................................................

 

Yep - i suspect that to an idiot - that is all "black and white"

 

because that is how he see things

 

Sad - - - - really sad :-S

 

 

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