S&P 500

Volatility at its highest level since 1974.

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Large Cap and Growth was where you needed to be in the first nine months of 1999.

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Volatility was high during the month of August, still the second highest yearly level since 1974 (post WWII).

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With a lack of leadership and little direction in this market during July, the percent of volatile trading days was well below the YTD figure.

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Just as many plan sponsors throw in the towel, active managers pull a great quarter out of their collective hat. What's in store for the second half of 1999?

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Volatility in 1999 remains high after eight of 22 trading days in June (36%) ended with up or down moves of 1% or greater in the S&P 500.

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S&P 500’s cap weighted 5% Q1 return overwhelmed most active manager’s returns.

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Q1 1999 following the same market script of 1995-1998, with big cap stocks, especially Nifty Fifty types, dominating smaller companies in terms of market performance.

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The following table compares the performance of the Russell 2000 Index (since its inception in 1979) with the S&P S00. Over this entire period, the Russell has outperformed the S&P in ten of the twenty years (S0% of the time), producing a slightly lower annual compound rate, 12.4%, versus 13.6% for the S&P 500.

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In 1998, the S&P 500 on a close to close basis moved up 1% or more on 47 trading days and down 1% or more on 33 trading days. Combined, this represents almost 32% of the 252 trading days. In 1995, only 5.2% of the trading days experienced moves of 1% or more.

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Institutions' preference for liquid big caps have made it very difficult for most portfolio managers to keep up with the S&P 500 or the NASDAQ year to date.

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In January, the S&P 500, on a close to close basis moved up 1% or more on four trading days and down 1% or more on two trading days and down 1% or more on two trading days (January 9 was down 2.97%).

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Jim Floyd maintains a continuing earnings momentum monitor for a universe of 3000 stocks, breatking the universe down into tiers based on market capitalization.

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The new year has started with a disappointing thud rather than the liquidity induced bang expected by the consensus.

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The following table compares the performance of the Russell 2000 Index since its inception in 1979 with the S&P 500.

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Over and over we hear and read that today’s mutual fund investors are different. They are truly long term investors saving for retirement.

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Octophobia…but October 1997 is not at all like October 1987. In 1997, the Advance/Decline line has continued “in gear” with the S&P 500, whereas in 1987, the A/D line peaked out five months before August 1987’s peak.

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It will happen again! Relative overweights in small caps will be an advantage instead of disadvantage to portfolio managers. Small caps can grow earnings faster.

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Jim Floyd’s breakdown of eleven broad sectors within the S&P 500. The S&P 500 experienced 24 component stock changes during 1996. New component additions were not balanced within the sectors by the stock deletions.

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The passive indexers continue to hold the hot hand.

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