The Best Managers Of 2011 Will Lag In 2012

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Jan. 3, 2012, 12:03 a.m. EST

By Mark Hulbert, MarketWatch

CHAPEL HILL, N.C. (MarketWatch) "” Do you drive by looking in the rear-view mirror?

Of course not.

And it's not a good idea in the investment arena, either. Yet many investors right now are choosing their advisers for 2012 on the basis of how those advisers did in 2011.

To get an idea of just how bad an idea that is, consider the strategy among the more than 600 advisers tracked by the Hulbert Financial Digest that would have been picked a year ago by this approach. That would have been the "Rare Earth Stocks" portfolio of the Dines Letter, with a 2010 return of 139.2%.

In true "the first shall be last" fashion, this portfolio in 2011 lost 54.4% "” putting it in the bottom 1% of all portfolios monitored by the Hulbert Financial Digest.

By the way, don't make the mistake of concluding that this portfolio is still well ahead of the game, even after taking last year's loss into account. On an annualized basis, a 139.2% gain followed by a 54.4% loss works out to just 4.4%.

This portfolio's reversal of fortunes is not a fluke, furthermore. Consider a hypothetical model portfolio that each year followed the model that had the best return in the previous calendar year, according to the Hulbert Financial Digest. Over 21 years through this past Dec. 31, this portfolio produced a 23.0% annualized loss.

For all intents and purposes, of course, that's a complete and total wipeout.

Don't conclude from this that you should instead follow the previous year's worst performers. By doing that, you would perform even worse.

Consider a hypothetical portfolio that, instead of following the investment letter portfolio with the best returns in the previous calendar year, mimicked the portfolio that was the absolute worst performer. Believe it or not, this portfolio produced an annualized loss in excess of 50%.

Republican presidential hopefuls in Iowa prepare for the first of the state-by-state contests to choose a party presidential nominee. The Iowa caucuses will take place on January 3. (Video: Reuters / Photo: Getty Images)

What accounts for these results? Risk.

The portfolios that are at the top and bottom of the one-year rankings are almost always ones that have incurred extraordinary risk. Though once in a long while lightning will strike twice, the far more certain bet is that extremely risky strategies will eventually lose big.

Incredibly risky bets are never a good idea for anything except your play money, and the portfolios at the top of the one-year rankings invariably will be very risky. So take those rankings with little more than a grain of salt.

The rankings to pay more attention to are those that cover a lot more time than just one year. How long? I used to think that five years was long enough to separate out those with genuine ability, but I have since concluded that it has to be far longer than that. I now recommend focusing on performance over at least 15 years.

I admit that it can be excruciating having to wait that long to see if an adviser currently playing a hot hand is truly worth following. And it's always possible that he or she is the real McCoy, and you miss out on some good years by waiting.

But it is far more likely that, in the course of waiting, you discover that hot hands can turn cold awfully quickly.

Click here to learn more about the Hulbert Financial Digest.

Mark Hulbert is the founder of Hulbert Financial Digest in Annandale, Va. He has been tracking the advice of more than 160 financial newsletters since 1980.

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Mark Hulbert is editor of the Hulbert Financial Digest, which since 1980 has been tracking the performance of hundreds of investment advisors. The HFD... Expand

Mark Hulbert is editor of the Hulbert Financial Digest, which since 1980 has been tracking the performance of hundreds of investment advisors. The HFD became a service of MarketWatch in April 2002. In addition to being a Senior Columnist for MarketWatch, Hulbert writes a monthly column for Barron's.com and a column on investment strategies for the Journal of the American Association of Individual Investors. A frequent guest on television and radio shows, you may have seen Hulbert on CNBC, Wall Street Week, or ABC's World News This Morning. Most recently, Dow Jones and MarketWatch launched a new weekly newsletter based on Hulbert's research, entitled Hulbert on Markets: What's Working Now. Collapse

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