Active and Passive Portfolio Management

Active and Passive Portfolio Management

Lee Bartholomew

15 years: Fixed income markets

An investment portfolio can be managed actively or passively. Lee briefly describes what these types of investment entail and the benefits of each method for the investor.

An investment portfolio can be managed actively or passively. Lee briefly describes what these types of investment entail and the benefits of each method for the investor.

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Active and Passive Portfolio Management

1 min 36 secs

Key learning objectives:

  • Define Active and Passive Portfolio Management

  • Identify the costs and benefits of using Passive vs Active Portfolio Management

Overview:

Passive portfolio management is managing a portfolio to mimic the performance of a particular index/benchmark. Active portfolio management is managing a portfolio against a benchmark and taking active positions in order to outperform the underlying benchmark. These two methods of portfolio management are very important when trying to understand investors decision making processes.

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Summary

What is the Benefit of Passive Portfolio Management?

The benefits of passive portfolio management are the lower fees compared to active management. As a result, there has been a shift in the market towards passively managed investments instead of active.

Why is Passive Portfolio Management unpopular amongst investors?

Many investors do not believe the higher management fees charged by active managers are justified in their excess returns versus the index.

What are the Benefits of Active Portfolio Management?

With active portfolio management, investors have the opportunity to outperform a passive portfolio; as there are active steps being taken to “beat the market”.

For example, an actively managed fixed income portfolio, the portfolio manager can:

  • Overweight / underweight issuers
  • Overweight / underweight sectors
  • Overweight / underweight asset classes
  • Overweight / underweight currency exposure
  • Overweight / underweight duration

What are the Disadvantages of Active Portfolio Management?

Active portfolio managers are typically constrained to a risk budget with the quantity of active risk they can take, and are measured based on their active return against the benchmark.

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Lee Bartholomew

Lee Bartholomew

Lee is the Global Head of Fixed Income Product R&D at Eurex, one of the largest derivatives exchanges in the world. Eurex is one of the largest companies within the Deutsche Boerse Group.

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