Solid foundation is needed to withstand shaky times

The Freedom Forum's strategy worked well in the bull market but has
since suffered.

Financial Times, Oct 4, 2001
By ROBERT CLOW

The Freedom Forum, an Arlington, Virginia-based foundation, thought it
was being pretty conservative putting most of its assets in Standard &
Poor's 500 stocks.

For a while, the strategy worked well. The Freedom Forum has had a
return of more than 10 per cent a year on its portfolio since it was
founded in 1991.

But earlier this week the foundation announced it was laying off staff
and pulling back from its international commitments in London,
Johannesburg, Hong Kong and Buenos Aires.

The reason was that the Freedom Forum's investment portfolio has
declined in value from Dollars 1bn to Dollars 700m over the past two
years.

The foundation was not prepared for the US stock market to decline for
two successive years, said Charles Overby, Freedom Forum's chairman.

"We were prepared for a 10 per cent drop and then coming back a bit," he
said, adding that there had been only four back-to-back decreases in the
whole of the 20th century.

The Freedom Forum is an international foundation devoted to free speech
and free press. It was founded by Al Neuharth, founder of USA Today and
former chief executive officer of Gannett Co as the successor to a
foundation formed in 1935 by the newspaper publisher Frank Gannett.

Mr Overby is optimistic about the future of the Freedom Forum's
finances. "I am confident the market will come back," he said. But he
said that one possible lesson of the Freedom Forum's setback for other
foundations might be: "Don't expect to operate at the peak of the stock
market forever."

Todd Petzel, chief investment officer of the Commonfund, a foundation
and investment adviser to other foundations, puts things rather
differently. "I think when they are building their portfolio they should
think about their downside," he argued. He said that some of the more
sophisticated foundations ask themselves how many bonds should they buy
to insure a steady income stream through four down years of equity
returns.

The Freedom Forum's problems point to two major lessons for foundations,
Mr Petzel suggested. "In the last two years what you saw was people who
had thoughtfully put money aside in defensive strategies got a little
bit of a cushion," he noted. The Commonfund and many other foundations
invest in hedge funds, real estate and private equity as non-correlated
assets that ought to provide a cushion against an equity market
downturn.

Of the Freedom Forum, Mr Petzel said: "They just did not have any shock
absorbers."

The second lesson, he argued, was that foundations should rebalance
their portfolios back to their original asset allocation. Many
foundations saw equities swell as a proportion of their total assets as
the stock market rose, while bonds and other investments fell by
comparison. Those investors who made an effort to sell equities and buy
more bonds as the bull market progressed will not have lost so much.

Preserving and protecting a steady cash flow is all the more important
if a foundation has long-term commitments, as the Freedom Forum did. The
Forum could arguably have provided better for those operations by owning
more bonds, which would have provided a steady income stream.

Many of the foundations that took more defensive positions during the
bull market are buying stocks now to take advantage of their low
valuations, Mr Petzel said.

Mr Overby said that the Forum's investment strategy would probably
remain largely the same.

"There certainly is no single investment strategy that is a cure for all
your investment needs," said Mr Petzel, but he still argued for a
diversified approach. "If (investors) have assumed that the market is
going to bounce back, I think they have got to ask the question, what if
it does not?"

Full article at:
http://globalarchive.ft.com/globalarchive/articles.html?print=true&id=01
1004002133

Michael Keaney
Mercuria Business School
Martinlaaksontie 36
01620 Vantaa
Finland

[EMAIL PROTECTED]

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