Updating My Triple Net Active vs. Passive Portfolio
Six months since inception, my Triple Net active versus passive portfolio experiment, conceived at a time when "social-distancing" was not yet a thing, continues to provide some interesting results. The idea, that could have only been conceived in the warped mind of a value investor, was to determine whether taking a scattergun approach to buying companies at relatively low multiples of net current assets (current assets minus total liabilities), could outperform a more active approach. Of course, inherent in the argument is the belief that either group should also outperform the markets over the long-term.
The original screening criteria included the following:
- Market capitalization in excess of $100 million
- No financials or development-stage companies
- Trading at between 2 and 3 times NCAV (NCAV is calculated by subtracting a company's total liabilities from current assets)
The 48 qualifying names represent the "passive" portfolio. I then honed this list down to the eight that I found most interesting, which comprise the "active" portfolio.
The active approach is still winning. That portfolio, comprised of Astec Industies (ASTE) (+13%), Crimson Wine Group (CWGL) (-21%), Dril-Quip (DRQ) (-45%), Fitbit (FIT) (+94%), Johnson Outdoors (JOUT) (+12%), LiveRamp Holdings (RAMP) (-5%), MarineMax (HZO) (-1%), and National Presto Industries (NPK) (flat), is now in positive territory (+9%) and is outperforming the passive portfolio (-3%). During that same time frame, the Russell 2000 Value Index is down 21% while the Russell Microcap Value Index is down 22%. (The Russell 2000 Index, which includes both growth and value components is off 13%, while the Russell Microcap Index has fallen 10%).
Since the last update, (HZO) has made a nice move to the upside (+73%), after the boating sector was bid up in early April on sentiment that the sector was oversold.
The top performers in the "passive" portfolio, besides FIT, include Cyberoptics (CYBE) (+104%), OraSure Technologies (OSUR) (+104%) nLight (LASR) (+54%), Axcelis Technologies (ACLS) (+45%), Astec Industries (ASTE) (+33%), and Onto Innovation (ONTO) (+24%).
FIT is still carrying the active portfolios' outperformance, having been boosted by Alphabet's (GOOGL) November $7.35 takeout bid.
While this experiment in active versus passive value is still inconclusive, it is still nice to see both groups of triple nets outperforming.
(Alphabet is a holding in Jim Cramer's Action Alerts PLUS member club. Want to be alerted before Jim Cramer buys or sells GOOGL? Learn more now.)
At the time of publication, Jonathan Heller was Long CWGL.