Last night a bunch of former colleagues informally got together at a Grand Central watering hole to catch up. Most people seem to be doing well, maybe there was a bit more passing of business cards than normal. "It's time to keep your head down and work hard," someone said over the din and a beer.
Everybody expects performance to head south and there was some reminiscing about how pension fund advisors used to manage and massage returns on the way down in core real estate accounts -- avoiding anything too precipitous. One manager I knew of a decade ago had a bunch of bad properties with few good prospects -- somehow inevitable writedowns came in measured increments over six or seven quarters rather than all at once. The advisor apparently wanted to avoid the consultants' "penalty box" or rouse clients' to withdraw or stop investing. Is that happening again? NCREIF returns are falling, but we still see appreciation registering despite cap rate decompression and softening fundamentals. There were a few wink-winks among the group at the bar.
Another former colleague in the fund management business said he has bluntly told portfolio managers at his company to be very careful in today's environment: "One thing you don't want is to be the last firm taking writedowns -- that will start to raise a lot of questions that you don't want to answer."
Appraising portfolios has always depended on rearview mirror assessment looking at recent deals -- managers use various combinations of in house and third party appraisers, who review properties at least annually, many quarterly, typically without site visits. It would be naive to think the process does not allow for some back room give and take, especially when transaction activity is fairly limited like today.
The dicey question now for many fund managers and their appraisers is to calibrate how low and how fast. Let's put it this way -- it won't be a straightforward calculation. But at this point in the cycle, managers won't win points for holding back if that's their inclination.
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