Canadian pension funds underinvested in alternatives

Compared to their foreign counterparts, Canadian pension funds invest less in alternative assets largely because of a more cautious attitude, insufficient knowledge of the asset class and barriers to implementation.

That was the main message of a Mercer roundtable on alternatives in Toronto on Thursday.

Driven by a desire to diversify their portfolios at a time of low returns, more Canadian pension plans have been investing in alternatives. Preliminary figures from an ongoing Mercer survey reveal that in 2013, 38% of Canadian pension funds are investing in alternatives, compared to 25% of funds in 2010.

Also, the percentage of pension funds’ allocations to alternatives has increased to 18% in 2013 from 15% in 2010, according to the survey.

However, despite the growth, this percentage to alternative allocations—which is skewed largely towards bigger Canadian plans—trails other countries such as the United States and Australia.

Additionally, the figures reveal that there isn’t much diversification within the plans’ alternative allocations. Canadian pension funds limit themselves mainly to real estate and infrastructure, but this is a mistake, said Ryan Bisch, Canadian alternatives boutique leader at Mercer. “If we’re not using all the tools in the toolkit, questions should be asked whether we can get the [necessary] degree of diversification,” he said, explaining that pension plans would benefit from venturing into hedge funds and private equity.

A major reason Canadian plans still haven’t quite warmed up to the idea of alternatives is their caution, Bisch added. “I think it’s the conservative nature of the average Canadian [pension] fund.”

Another reason cited by experts is insufficient knowledge, which leads to lack of comfort with the class. “Alternatives can be complex, so it’s pretty hard to convince people that they need to advance on that front,” said Yvan Breton, investment management business leader for Canada and Latin America with Mercer. A pension fund doesn’t want to be the first one investing in a certain alternative so plans look around to see if others are doing it, Breton explained.

This cautious attitude is especially pronounced when it comes to hedge funds, said David McMillan, a partner in Mercer’s St. Louis office. “It’s a generally opaque space and hedge funds mean different things to different people.” To him, hedge funds provide exposure to non-traditional risks.

Finally, implementation is often a barrier to investing in alternatives, especially for smaller pension funds, Breton said. “If you are huge, you can do that because you have teams,” he explained, adding that the solution is to delegate the implementation to a third party for smaller plans.

Implementation difficulties range from finding the right money manager and doing a lot of planning to dealing with voluminous paperwork, according to Breton.

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