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Colossus (Invest Like the Best / Business Breakdowns)Podcast27 Feb 2018Source: traffic.libsyn.comHost: Patrick O'Shaughnessy

Dan Rasmussen - Private Equity Returns in Public Markets - [Invest Like the Best, EP.78]

In plain words

This interview argues that private equity's high returns come not from improving companies, but from buying small, cheap firms with lots of debt (leverage). Since private equity is now overpriced, Dan Rasmussen says you can replicate its returns by buying small, cheap, highly leveraged public stocks. He especially likes small Japanese leveraged firms because they almost never go bankrupt. He warns that classic frameworks like Porter's Five Forces are dangerous because they boost confidence without improving accuracy.

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At a Glance

Dan Rasmussen (Founder of Verdad Advisers, former private equity professional) argues that the core driver of private equity excess returns is not operational improvement, but rather three factors: "size, value, and leverage". He contends that while private markets are currently overvalued, investors can replicate the risk-return profile of private equity by purchasing small, cheap, and highly leveraged companies in public markets.

~9 min full read · 8 sections
Deep Analysis

Thematic Section

1. The Three Myths of Private Equity: Operational Improvement, Low Volatility, and Replicable Historical Returns

Rasmussen argues that three core claims widely promoted by the private equity industry lack empirical support.

  • The Myth of Operational Improvement: The industry claims to enhance corporate operational efficiency through management empowerment. However, Rasmussen’s team studied 390 private equity transactions that issued public bonds and compared financial data three years before and after the acquisition. The findings show: revenue growth and EBITDA growth both slowed post-acquisition, with almost no improvement in profit margins (only a few basis points). The truly significant change was: debt levels surged in 70% of cases (from approximately 2x EBITDA to 4-5x), while capital expenditure declined. Rasmussen notes: “Private equity firms buy entire companies to change the capital structure—using leverage to boost equity returns. Operational improvement is largely window dressing.”
  • The Myth of Low Volatility: Private equity appears low-volatility due to subjective quarterly valuations (often marked as “flat”). But if treated as a public market equivalent (buying small companies with substantial debt), its actual volatility should be far higher than that of public markets.
  • The Myth of Replicable Historical Returns: Investors believe past high returns (net excess return of about 6% from 1980 to 2010) can continue, but overlook that the driving factors (purchase price, leverage levels) have fundamentally changed. Since 2010, private equity has underperformed public markets (based on the Cambridge Associates benchmark).
2. Valuation Is Core: Purchase Price Determines Future Returns, and the Current Private Market Offers No Discount

Rasmussen emphasizes that in private equity, valuation is even more important than in public markets because leverage amplifies the impact of price.

  • Mechanism: Private transactions are typically 65% debt-financed. A higher purchase price not only enlarges the denominator (equity value) but also shrinks the numerator (free cash flow) due to increased interest costs, creating a “near-exponential negative effect” on free cash flow yield. Conversely, buying at low prices (e.g., 6-7x EBITDA) makes the positive effect of leverage far outweigh interest costs.
  • History and Current State: Historically, the private market offered a massive discount relative to public markets (e.g., 8x EBITDA in the late 1990s vs. 14-15x for the S&P 500). But after the financial crisis, valuations have fully converged. Many current transactions occur at 11-12x EBITDA with 6-7x net debt/EBITDA. Rasmussen judges: “For transactions above 10x EBITDA, it is unlikely that the fund as a whole will outperform public markets.”
  • Advice for Investors: Avoid overvalued funds and instead seek funds that can still buy companies at low prices (such opportunities still exist). Demand systematic, portfolio-wide data from funds to prove their value-creation ability, rather than relying solely on anecdotal case studies.
3. From Private to Public: Building a Strategy with the “Size, Value, Leverage” Three-Factor Model

Rasmussen translates his private equity research into a public market strategy: buy small, cheap, highly leveraged companies to simulate the return characteristics of private equity.

  • Logic: The successful model of private equity from 1980 to 2010 was “buying companies below 7x EBITDA, with 65% leverage, and a market cap of about $200 million.” This essentially uses leverage to push free cash flow yield to around 20%. Rasmussen’s logic is: “If you buy something at a 20% yield, it should return 20%.”
  • Empirical Evidence: This strategy performs well in backtests across markets, geographies, and cycles. The key is the direction of leverage, not the level—companies must be deleveraging (paying down debt). Rasmussen finds that companies that paid down debt in the past year have a 60% probability of continuing to do so in the next year, a “predictability” far higher than growth rate forecasts (around 50%).
  • Risk Control (“Red Team” vs. “Blue Team”): The blue team (buy signal) is “small, cheap, high leverage”; the red team (risk filter) must eliminate companies with high bankruptcy risk. Specific methods include excluding companies with C-grade credit ratings, high short interest, low Piotroski F-scores, and using machine learning models (based on U.S. data since 1964) to improve deleveraging prediction accuracy from 60% to about 70%.
4. The Unique Advantage of the Japanese Market: A Fertile Ground for “Leveraged Small Value” Without Bankruptcy Risk

Rasmussen believes Japan is the ideal place to execute his strategy because its financial system (main bank system, cross-shareholding among corporations) effectively provides bankruptcy protection for small companies.

  • Data Comparison: In Japan, the volatility of the leveraged small-value strategy is about half that of its U.S. counterpart (approximately 17% standard deviation), with smaller drawdowns. The reason is that among Japan’s roughly 3,500 listed companies, only about 1 goes bankrupt each year. Rasmussen notes: “Without bankruptcy risk, why would a small leveraged company be riskier than a large blue-chip stock?”
  • Opportunity Size: Japan has 3,500 listed companies, similar in number to the U.S., and valuations are generally low. His global fund currently allocates about 35% to Japan, 40% to the U.S., and the remainder to Europe and emerging markets.
5. Critiquing Porter’s Five Forces: A Dangerous Framework That “Increases Confidence but Not Accuracy”

Rasmussen systematically critiques Michael Porter’s Five Forces model, arguing it lacks an empirical foundation.

  • Historical Context: The Five Forces model originated from the “structure-conduct-performance” theory of the 1960s-70s, which held that industry structure (especially market share) determines corporate profitability. But empirical research by the Chicago School (e.g., Bork, Posner) had already proven: there is no correlation between industry concentration and profit margins. The theory was abandoned in antitrust practice and academia by the 1970s.
  • Danger for Investors: Rasmussen warns: “Anything that increases confidence but not accuracy is the most dangerous thing in investing.” The Five Forces model leads investors to buy “great companies” (large, high-margin, high-market-share stocks), which essentially means buying large-cap growth stocks—historically not an effective investment strategy. He cites data showing that “quality” metrics like net profit margins have almost no predictive power for future returns; what is truly useful is eliminating the worst-quality companies.

Mentioned Positions

Position Guest Sentiment Key Data
3G Capital Positive (as an exception for operational improvement) EBITDA margins often double post-acquisition; but uses proprietary capital, external investors cannot participate
Vista Equity Positive (as an exception for operational improvement) Systematic cost-cutting capabilities in the software sector
Japanese Small-Cap Leveraged Companies (General) Strongly bullish Only about 1 bankruptcy per year among roughly 3,500 listed companies in Japan; strategy volatility around 17%
U.S. Small-Cap Leveraged Companies (General) Bullish (but cautious on volatility) Must navigate high-yield bond market panic cycles (roughly every 5 years)
Canadian Small-Cap Mining Company (Example) Negative (as a "false positive" case from quantitative screening) Trades at 1.2x EBITDA, but carries significant bankruptcy risk

Judgments Worth Remembering

1. The three drivers of private equity excess returns are size, value, and leverage, not operational improvements. (Rasmussen) — An empirical analysis of 390 transactions shows that post-acquisition revenue and EBITDA growth slow, profit margins remain nearly unchanged, and the only significant change is a doubling of debt levels.

2. Purchase price matters more in private equity than in public markets because leverage exponentially amplifies the impact of price. (Rasmussen) — A higher purchase price not only reduces the denominator (equity value) but also shrinks the numerator (free cash flow) due to increased interest costs, creating a double negative effect on free cash flow yield.

3. Private equity deals priced above 10x EBITDA are generally unlikely to outperform public markets. (Rasmussen) — Based on Cambridge Associates data, historical patterns support this judgment; current market transaction prices have reached 11-12x EBITDA.

4. The direction of leverage matters more than its level—investors must buy companies that are deleveraging. (Rasmussen) — Companies that repaid debt in the past year have a 60% probability of continuing to repay in the following year, a predictability far higher than growth rate forecasts (around 50%).

5. Japan is an ideal market for executing a "small value with leverage" strategy because its financial system effectively eliminates bankruptcy risk for small companies. (Rasmussen) — Among approximately 3,500 listed companies in Japan, only about one goes bankrupt annually, and the strategy's volatility is half that of a comparable U.S. strategy.

6. Porter's Five Forces is a dangerous framework that "increases confidence but not accuracy," leading investors to buy large-cap growth stocks. (Rasmussen) — Empirical evidence from the Chicago School has long shown that industry concentration is unrelated to profit margins; this theory was abandoned by antitrust practice and academia in the 1970s.

7. Investors should use base rates rather than expert judgment for forecasting. (Rasmussen) — Citing Tetlock's research: expertise does not improve forecasting accuracy, only confidence; decisions should be based on historical probability distributions (e.g., "how do LBOs below 7x EBITDA perform?") rather than personal narratives.

8. Most good ideas don't work—experts are often confident purveyors of bad ideas. (Rasmussen) — Financial advisors frequently make equally poor decisions for themselves and their clients; the problem is not malice but the ineffectiveness of the theoretical frameworks they believe in.