Friday, 8 November 2019

CFA Institute Investment Foundations Program: Chapter 14 – Investment Vehicles (Part II)



In a previous article, we introduced the CFA Institute Investment Foundation Program (Read more here).  It is a free program designed for anyone who wants to enter or advance within the investment management industry, including IT, operations, accounting, administration, and marketing.  Candidates who successfully pass the online exam earn the CFA Institute Investment Foundations Certificate.

There are total of 20 Chapters in 7 modules, covering all the essential topics in finance, economics, ethics and regulations.  This series of articles will highlight the core knowledge of each chapter.

Chapter 14 provides an overview of Investment Vehicles. The learning outcome of chapter 14 is as follows:
·       Compare direct and indirect investing in securities and assets;
·       Distinguish between pooled investments, including open-end mutual funds, closed-end funds, and exchange-traded funds;
·       Describe security market indices including their construction and valuation, and identify types of indices;
·       Describe index funds, including their purposes and construction;
·       Describe hedge funds;
·       Describe funds of funds;
·       Describe managed accounts;
·       Describe tax-advantaged accounts and describe the use of taxable accounts to manage tax liabilities.

Index funds, which are passively managed, are among the most common types of pooled investment vehicles and are used widely in most parts of the world. They are popular because they provide broad exposure to an asset class and are cheap relative to many other products.

A security market index is a group of securities representing a given security market, market segment, or asset class. The security market indices just mentioned are widely published equity market indices. Practitioners have also created many other indices. They are popular because they provide broad exposure to an asset class and are cheap relative to many other products.

A price-weighted index is an index in which the weight assigned to each security is determined by dividing the price of the security by the sum of all the prices of the securities. As a consequence, high-priced securities have a greater weighting and more of an effect on the value of the index than low-priced stocks. The DJIA in the United States and the Nikkei 225 in Japan are examples of price-weighted indices.

Many indices are capitalisation-weighted indices (also known as cap-weighted indices, market-weighted indices, or value-weighted indices). The weight assigned to each security depends on the security’s market capitalisation. Market capitalisation is equal to the market price of the security multiplied by the number of shares outstanding of the security.  The Hang Seng in Hong Kong SAR, the FTSE 100 in the United Kingdom, and the S&P 500 Market Weight Index are examples of capitalisation-weighted indices.

Equal-weighted indices show what returns would be made if an equal value were invested in each security included in the index. The prices of these securities change continuously. Thus, to maintain the equal weights between securities, regular index rebalancing is necessary. That is, the weights given to securities whose prices have risen must be decreased, and the weights given to securities whose prices have fallen must be increased. The S&P 500 Equal Weight Index is an example of an equal-weighted index.

An index fund is a portfolio of securities structured to track the returns of a specific index called the benchmark index. An index fund is a passive investment strategy because the index fund manager aims to replicate the benchmark index.

Hedge funds are private investment pools that investment managers organise and manage. As a group, they pursue diverse strategies. The term “hedge” once referred to the practice of buying one asset and selling a correlated asset to take advantage of the difference in their values without taking much market risk—thus the use of the term hedge because it refers to a reduction or elimination of market risk. Although many hedge funds do engage in some hedging, it is not the distinguishing characteristic of most hedge funds today.

Funds of funds are investment vehicles that invest in other funds. They can be actively managed or passively managed.  Two main investment strategies characterise most actively managed funds of funds. Some managers try to identify funds with managers they believe will outperform the market. They then invest in funds managed by those managers. Others use various proprietary models to predict which investment strategies are most likely to be successful in the future and then invest in funds that implement those strategies. Both types of managers try to hold well-diversified portfolios of funds to reduce the overall risk of their funds.

The costs of investing in an actively managed fund of funds can be high because investors pay two levels of fees. They pay management and performance fees directly to the fund of funds manager and they also indirectly pay fees to the managers of the funds in which the fund of funds invests.

To promote savings for retirement income, educational expenses, and health expenses, many countries give tax advantages to certain investment accounts.

In general, tax-advantaged accounts allow investors to avoid paying taxes on investment income and capital gains as they earn them. In addition, contributions made to these accounts may have tax advantages. In exchange for these privileges, investors must accept stringent restrictions on when the money can be withdrawn from the account and sometimes on how the money can be used.

Investors in taxable accounts can often minimise their tax liabilities through careful investment management decisions. In particular, most jurisdictions do not tax capital gains until they are realised.



An index fund will sell securities if:
 
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