4

DESIGNING YOUR PORTFOLIO: THE ROLE OF ASSET ALLOCATION, DIVERSIFICATION, AND REBALANCING

“The most important key to successful investing can be summed up in just two words − asset allocation.”

Michael LeBoeuf, American business author

Although you might not be an experienced investor, you may already be aware of some important investing principles from your real-life experiences. For example, have you ever noticed that street vendors sometimes carry seemingly unrelated products such as sunglasses and umbrellas? Why? A customer is unlikely to buy both at the same time, but that’s exactly the point. These vendors are aware that on sunny days, sunglasses are likely to be in demand but on rainy days, people want umbrellas. By selling both products, vendors can diversify their product line and reduce the chance of low sales on any given day. Another example is the wide menu choice in a diner. If these examples make sense, you’re well on your way to understanding the fundamental investing principles of asset allocation and diversification. In fact, asset allocation is the easiest way to diversify a portfolio.

“Diversifying across many investments that are dissimilar and rebalancing those investments to their original target at the end of the year can reduce the annual volatility of the portfolio over time by enough to increase the compounded return.”

Richard A. Ferri

This chapter begins by examining asset allocation and diversification followed by a discussion of portfolio rebalancing. Savvy investors must be knowledgeable about these topics because they are essential to building wealth over the long run. However, this process takes time and dedication. Don’t expect to become a financial expert or to make a fortune overnight. Patience is a virtue when it comes to investing.

4.1. WHAT IS AN ASSET CLASS AND ASSET ALLOCATION?

An asset class is a group of assets or securities that exhibits similar characteristics and behavior in the marketplace and is subject to the same laws and regulations. Asset allocation is dividing your investment dollars across different asset classes. Once you’ve implemented the asset allocation, you have created a portfolio, which is a collection of financial or real assets.

4.2. WHY IS ASSET ALLOCATION IMPORTANT?

The main goal of asset allocation is to minimize risk while meeting an expected level of return. Thus, placing part of your money into different types of investments can help you when some investments don’t perform well. By diversifying into multiple asset classes you avoid concentrating your investment in a single area. Although financial experts often disagree on the exact allocations that investors should follow, they generally agree that the asset allocation decision has the greatest impact on the long-term performance of a portfolio. In fact, studies show that asset allocation is much more important than market timing and security selection in contributing to your portfolio’s overall returns. You can reduce your risk of losing money because the investment returns of each asset class move up and down under different market conditions. For example, market conditions may lead one asset class such as stocks to perform well while the returns on other categories such as bonds and cash equivalents are average or poor. Historical evidence indicates that the returns of stocks, bonds, and cash typically don’t move up and down at the same time. However, the correlation or association between the returns on stocks and bonds has varied widely over the last century and is sometimes strongly positive. Thus, diversification has not always provided the same level of benefit at different times in history.

“The difference between success and failure is not which stock you buy or which piece of real estate you buy, it’s asset allocation.”

Tony Robbins

Where should you invest your money? Every investor must answer this profound question. Unfortunately, no simple formula is available to identify the right asset allocation for every person. Hence, asset allocations are highly personal and depend on such factors such as your financial goals, time horizon, and risk tolerance. Despite this fact, financial professionals stress that asset allocation is extremely important.

4.3. WHAT ASSETS MAKE UP TRADITIONAL AND ALTERNATIVE INVESTMENTS?

Although investors face many investment opportunities, they can be separated into two broad types: traditional and alternative investments. Traditional investments consist of the three most common asset categories: (1) stocks or equities, (2) bonds or fixed income, and (3) cash and cash equivalents, which are mainly short-term debt instruments. You can further subdivide these individual asset classes in other ways. For example, stocks can be differentiated based on size (e.g., large cap, mid-cap, and small cap) or industries (e.g., retail, financial, and manufacturing). Cash and cash equivalents include checking accounts, savings accounts, certificates of deposit (CDs), Treasury bills, money market deposit accounts, and money market funds. With these well-known investments, savvy investors can build their wealth over time through dividends, interest, and capital gains.

Below is an example of a portfolio diversified across three major categories using a mix of 50%/40%/10% among stocks, bonds, and cash, respectively.

Stocks (50%)

Bonds (40%)

Cash (10%)

Because traditional investments have varying levels of risk and return, they exhibit different behaviors over time. Thus, if you’re new to investing, traditional investments are a great place to start. If you invest in anything outside of the three traditional assets, you’re making an alternative investment, which includes a broad range of investments such as real estate, hedge funds, private equity, commodities, and infrastructure. Some types of alternative investments such as hedge funds aren’t readily available to most individual investors because of various restrictions on owning them.

4.4. HOW DO TRADITIONAL AND ALTERNATIVE INVESTMENTS DIFFER?

Because traditional and alternative investments have important differences, you should carefully consider both the pros and cons of each investment option before investing to determine what’s right for you. Let’s examine a few differences between these two types of investments.

“Over the long term, despite significant drops from time to time, stocks (especially an intelligently selected stock portfolio) will be one of your best investment options.”

Joel Greenblatt

4.5. WHAT ROLE SHOULD TRADITIONAL OR ALTERNATIVE INVESTMENTS PLAY IN YOUR PORTFOLIO?

Given the differences between traditional and alternative investments, is one better than another? There’s no definitive answer to this question because the response depends on how you want to invest and what characteristics appeal to you. The decision may depend on how much liquidity you require, how much risk you’re willing to bear, how much money you have to invest, and your comfort level with the level of regulatory oversight of your investments. Consequently, you should carefully consider all your options before making any investment decisions. Keep in mind, however, that alternative investments don’t take the place of traditional assets – they’re complements, not substitutes. Therefore, you’re not necessarily making an either/or type of decision. Having both types of investments in your portfolio can be beneficial to building wealth. As a general rule, alternatives should constitute no more than 20% of a diversified portfolio.

“Hedge funds, private equity and venture capital funds have played an important role in providing liquidity to our financial system and improving the efficiency of capital markets. But as their role has grown, so have the risks they pose.”

Jack Reed

If you’re new to investing or unsure about alternative assets, the logical starting point is to begin with traditional investments in building your portfolio. Most novice investors should leave investing in alternative investments to more experienced investors such as the professionals. After you become a savvy investor, adding alternative investments to your portfolio can be a powerful tool to help you achieve greater diversification, dampen volatility, and boost returns.

4.6. WHAT FACTORS INFLUENCE YOUR ASSET ALLOCATION?

Asset allocations can range from highly conservative to highly aggressive. Your personal situation plays a large role. As you move through the various stages of life, you’ll need to change your asset allocation strategy to reflect your changing circumstances.

“An asset allocation plan is based on your personal circumstances, goals, time-horizon, and need and willingness to take risk.”

Michael LeBoeuf

“The problem with long-term investing is the short term. Nothing destroys a good long-term plan like extreme short-term volatility. That throws people off track, and they often do things that are emotional rather than rational.”

Richard A. Ferri

4.7. WHAT TYPES OF ASSET ALLOCATION STRATEGIES ARE AVAILABLE?

When investing in traditional assets, your biggest decision involves how much of your portfolio you should allocate to stocks, bonds, and cash. At first glance, this asset allocation seems easy because you’re only dealing with a few asset classes. In practice, this isn’t so simple. Here are several asset allocation strategies.

“You should have a strategic asset allocation mix that assumes that you don’t know what the future is going to hold.”

Ray Dalio

“The most important thing you can have is a good strategic asset allocation mix. So, what the investor needs to do is have a balanced, structured portfolio – a portfolio that does well in different environments…. we don’t know that we’re going to win. We have to have diversified bets.”

Ray Dalio

“It is not prudent to attempt to switch and swap asset classes based on short-term market predictions.”

Richard A. Ferri

4.8. WHAT ONLINE ASSET ALLOCATION TOOLS ARE AVAILABLE?

Various online asset allocation tools are available for helping you make these decisions. Be advised, however, that if you use several different online asset allocation tools, you’ll probably get somewhat different recommendations because each tool uses a different set of assumptions. Nonetheless, sampling some of these tools is a good way to start your analysis in building a balanced portfolio. You should also be aware that your perception of their risk tolerance is important, which some of these tools provide you help to identify. Each asset allocation calculator should get you in the right ballpark.

4.9. WHAT IS AN ASSET ALLOCATION FUND?

You can avoid the hassles involved in developing an asset allocation by using an asset allocation fund, which is a fund that provides investors with a diversified portfolio of investments across different asset classes. Various investment companies such as Fidelity Investments and T. Rowe Price manage different types of these funds. The most basic type of fund is a balanced fund, which implies a balanced allocation of equities and fixed income. Other types include target-date funds (TDFs), funds designed to maintain a specific asset allocation ranging from conservative to aggressive, and funds managed in anticipation of specific outcomes, such as inflation. Let’s illustrate an asset allocation fund by looking at a TDF in more detail.

A TDF, also called a life cycle fund, is a pooled investment vehicle (PIV) whose asset allocation mix becomes more conservative as the target date approaches. The target date is intended to represent the date that you plan to retire or start withdrawing funds. The portfolio’s composition gradually transitions from higher risk stocks to lower risk bonds and cash equivalents. This shift provides the potential for long-term growth and guards against the market’s downside as the target date gets closer. Most TDFs are basically a fund of funds that invests in other mutual funds or ETFs. A fund’s name often refers to its target retirement date such as “Retirement Fund 2040” or “Target 2050.” A fund’s marketing materials typically provide the allocation glide path, which is the shift of assets across the entire investment time horizon. TDFs are frequently available through retirement plans such as 401(k) plans, as discussed in Chapter 6, and are often the “default investment.”

As with any investment, TDFs have both advantages and disadvantages, but the pros outweigh the cons.

In summary, asset allocation funds offer a “one-size-fits-all” solution, which may be good enough for the average investor who doesn’t have the time or expertise to build a diversified portfolio. For example, Fidelity Investments manages different types of these funds that are managed to a specific target date, to maintain a certain asset allocation, to generate income, and to hedge specific outcomes such as inflation.

4.10. WHAT ARE SOME GUIDING PRINCIPLES OF ASSET ALLOCATION FOR “TYPICAL” INVESTORS?

Although many asset allocation strategies and models are available on the internet and elsewhere for the do-it-yourself investor, broad consensus exists among financial experts about the basic guidelines of asset allocation. Below are some of these guidelines for “typical” investors.

“Every portfolio benefits from bonds; they provide a cushion when the stock market hits a rough patch. But avoiding stocks completely could mean your investment won’t grow any faster than the rate of inflation.”

Suze Orman

Although these guiding principles primarily apply to “typical investors” for their age, your needs may differ due to your risk tolerance, special circumstances, and other factors. Consequently, you may need to do some tweaking to get a more appropriate asset mix.

4.11. WHAT IS THE BEST ASSET ALLOCATION FOR YOU?

“The enemy of a good asset allocation is the quest for a perfect one. Fight the urge to be perfect.”

Richard A. Ferri

The answer to this question is “it depends.” This might not seem helpful but a “one-size-fits-all” asset allocation doesn’t fit everyone! There’s no perfect or best asset allocation strategy, only one that’s right for you and your specific situation. Determining the appropriate asset allocation depends on picking an asset mix that makes you feel comfortable and offers the best chance of meeting your financial goals based on a specific risk level. You have several major ways to develop an asset allocation.

Each of these asset allocation approaches has strengths and weaknesses. The approaches range from standardized to customized. If you’re someone who has relatively little investment knowledge and experience, you’ll probably find asset allocation funds particularly useful. Why? These funds are the simplest possible option. All you have to do is to pick a reputable fund such as Vanguard that matches your expected retirement date or asset allocation and the fund handles the rest. Savvy investors know when to go on autopilot.

“The conventional asset-allocation method is like sheet music. It is prescribed, it has right answers and wrong answers and it sounds about the same every time. But jamming is different. Jamming is when you make the music. When you improvise and adapt to conditions. When you are creative.”

John Kao

Let’s use an analogy. Most people drive cars with an automatic transmission, not a manual transmission, because these cars are much easier to operate. By analogy, a TDF is the automatic transmission of retirement plans. It automates the decision and eliminates the complexity of choosing different asset allocations and rebalancing a portfolio. Thus, TDFs are a good choice for a novice or even a “typical” investor. If you want to gain more control over your driving, you may want to switch to a car with a manual transmission and clutch. If you don’t select a TDF, another excellent choice is to follow an SAA strategy with rebalancing at least annually. As you gain more investing knowledge, skill, and experience, one of the more complex and nuanced asset allocation strategies may become more appealing because it’s customized to meet your needs. However, more active management approaches such as TAA and DAA involve market timing, additional fees, and possible tax payments that typical investors should usually avoid.

4.12. WHAT IS PORTFOLIO DIVERSIFICATION AND ITS KEY BENEFITS?

“Diversify. In stocks and bonds, as in much else, there is safety in numbers.”

Sir John Templeton

Investment professionals usually view diversification as one of the key tenets of investing. A well-diversified portfolio is the foundation of a smart investment strategy. Diversification is an investment strategy of spreading money across multiple asset classes and securities to limit exposure to any one asset type. The word itself makes many feel warm and fuzzy! You can diversify your portfolio using both traditional and alternative assets. Although diversification seems like a simple process, it isn’t. The trick is to find the proper balance in your portfolio (asset allocation) to achieve your financial goals. Finding the right level of diversification is a personal matter. You don’t want too little diversification, but you also don’t want too much. For example, having too many individual stocks can lead to extensive due diligence, a complicated tax situation, and performance that mimics the market. Too much diversification can lead to diworsification, a term coined by Peter Lynch in his 1989 book, One Up on Wall Street. Diworsification results from adding too many asset classes with similar correlations to a portfolio that worsens the risk–return trade-off. Thus, diversification is like eating chocolate. It’s good but only in moderation. To achieve adequate diversification, you need to (1) spread your portfolio among different asset classes, (2) stay diversified within each asset class, and (3) include assets or securities that vary in risk.

If constructed properly, diversification can improve returns for a given level of risk. Other important benefits of appropriate diversification are that it can help mitigate your portfolio’s risk and volatility as well as provide peace of mind. Yet, diversification can’t eliminate all risks, ensure a profit, or guarantee against loss.

4.13. HOW ARE DIVERSIFICATION, ASSET ALLOCATION, AND RISK RELATED?

A diversification strategy using asset allocation can help you achieve more consistent returns over time and reduce your overall investment risk. Still, a particular asset allocation model doesn’t necessarily lead to diversification and reduce risk unless it appropriately spreads an investment among various asset categories and securities. For example, investors who allocate 100% of their portfolio to large-cap stocks or to corporate bonds aren’t well diversified. Another common misconception is that increasing a portfolio’s diversification necessarily decreases its risk. For example, just adding more stocks to a portfolio that are similar to the stocks you already own is unlikely to reduce risk because whatever happens to one is likely to happen to others.

4.14. WHAT LEVEL OF DIVERSIFICATION IS BEST?

Most beginning investors are unlikely to go down the path of researching, selecting, and buying individual securities or investments such as stocks and bonds because they lack the expertise or time to do so. If you’re such an investor, you’re better off buying a diversified blend of low-cost mutual funds or ETFs that include US stocks and bonds and foreign shares before taking on more investments. For example, you can achieve sufficient domestic and foreign diversification by owning just three index funds: a total US stock market fund, a total US bond market fund, and a total international stock fund. Think about that – extremely efficient, low-cost global diversification with just three investments!

“Portfolio theory, as used by most financial planners, recommends that you diversify with a balance of stocks and bonds and cash that’s suitable to your risk tolerance.”

Harry Markowitz

If you want to choose your own investments, you probably don’t want to have too many. As a general guideline, if you need more fingers than are on both hands to count your investments, you may have too much overlap. As you now know, traditional assets consist of just three asset classes. Diversification is also possible within an asset class. For stocks, you can diversify by market capitalization, geography, and sector. For bonds, you can diversify by such features as maturity, credit quality, and tax status.

4.15. WHAT KINDS OF DIVERSIFICATION MISTAKES DO INVESTORS MAKE?

Investors can make several mistakes when diversifying or trying to diversify their investment portfolios. Having a properly diversified portfolio avoids these errors.

“Investors have been so oversold on diversification that fear of having too many eggs in one basket has caused them to put far too little into companies they thoroughly know and far too much in others which they know nothing about.”

Philip Fisher

“Obsession with broad diversification is the sure road to mediocrity.”

John Neff

“Diversification is protection against ignorance. It makes little sense if you know what you are doing.”

Warren Buffett

4.16. WHAT CAN GO WRONG WITH DIVERSIFICATION?

Diversification works when assets react differently to the same economic event. That is, diversification provides benefits when you hold two or more assets whose values don’t rise or fall in synch. For example, stocks typically do better when the economy grows, and bonds and other fixed income securities do better when the economy slows.

“You can’t diversify your way out of a financial hurricane.”

Kenneth G. Winans

Diversification works best during a bull (up) market when you don’t need it. In theory, diversification of noncorrelated assets can reduce losses in bear (down) markets. Unfortunately, when markets are falling or crashing, diversification loses some of its benefits. That is, diversification is less efficient under extreme conditions. Why? In bear markets, historical correlations break down and the returns on assets tend to move more closely together. Thus, there’s a downside danger to diversification. When you need it most, the benefits of diversification are smaller and may even disappear.

4.17. WHAT IS PORTFOLIO REBALANCING AND ITS BENEFITS AND COSTS?

“Wall Street’s graveyards are filled with men who were right too soon.”

William Hamilton

A common practice followed by savvy investors is to monitor, rebalance, and refresh their portfolios. As previously noted, using asset allocation to achieve diversification isn’t a “set it and forget it” proposition. Rather, you need to monitor your portfolio and periodically evaluate its performance and risk. You also need to revisit your asset mix to ensure that it’s still appropriate. If not, you should rebalance. Additionally, if your investment strategy or risk tolerance has changed, you should readjust the weightings of each asset class to match the new asset allocation.

“Consistently rebalancing your portfolio can help protect you from trading based on emotions.”

Marci McGregor

Rebalancing is the process of periodically realigning a portfolio’s weightings to bring the assets back to a desired allocation. Given market volatility, you can experience portfolio drift, which occurs when asset classes have differing intermittent rates of return. As a result, weightings tend to drift over time from their target allocations. You need to keep this drift or “risk creep” in check to reduce exposure to risk relative to the target asset allocation. Peter Lynch, a famous mutual fund manager, colorfully referred to this practice as “cutting the flowers and watering the weeds.” Rebalancing involves selling some of the assets that are doing well (the winners or flowers) and putting the proceeds into areas that are struggling (the losers or the weeds). This approach seems counterintuitive because investors don’t want to sell when the stock market is doing well or buy when it’s doing badly. However, rebalancing actually promotes good investment behavior. You’re really selling high and buying low, which is a sound investment principle.

Although rebalancing may seem boring, it’s a sound investment strategy that offers numerous benefits. You rebalance to keep a well-balanced portfolio, which can lead to higher long-run gains. Rebalancing can also prevent you from making the classic behavioral mistake of buying high and selling low. That is, it imposes discipline by helping you follow your investing plan despite what’s happening in the market. Additionally, rebalancing can protect you against an asset bubble, which is when an asset’s price becomes over-inflated. Rebalancing is the key to maintaining a specified risk level over time. Finally, you need to periodically refresh your portfolio to reflect any changes in financial conditions, lifestyle, and goals.

4.18. WHAT STRATEGIES ARE AVAILABLE FOR PORTFOLIO REBALANCING?

Because rebalancing is an important investing principle, you’ll need to have a strategy for reviewing your portfolio and deciding when to rebalance. Choosing an appropriate strategy generally depends on such factors as your personal preferences, transaction costs, and tax considerations.

4.19. WHAT WAYS ARE AVAILABLE TO REBALANCE A PORTFOLIO?

Different ways are available to bring your portfolio back to your original asset allocation mix or to a new mix if your financial circumstances or risk preferences change. Here are three different ways to rebalance your portfolio if you’re doing the rebalancing yourself and not relying on an asset allocation fund such as a TDF to do it for you.

4.20. WHAT MISTAKES SHOULD YOU AVOID IN REBALANCING A PORTFOLIO?

Investors often make the following mistakes when rebalancing a portfolio.

4.21. TAKEAWAYS

Savvy investors know that asset allocation, diversification, and rebalancing are critical to helping them meet their financial goals. Because no single model or strategy is right for achieving every financial goal, you need to find an approach that fits you. Here are some key takeaways from this chapter.