New Sunday Times Feature - Diary of a Private Investor

You could also look at it a different way. If you had 500K and estimated you needed money for about 25 years you'd be better off taking out 20K every year until you were 93. That's if you were allowed to do this. Which I'd far prefer to do and indeed might end up doing myself if I get sick of being a landlord and want to swan off into the sunset. Like you I reckon getting to 80 would be enough. And from my experience of relations after 70 most of them don't want to be moving around a lot as regards travel and costs so you might prefer to take out 30K in the first 10 years and 15 in the later years. etc.
 
Well of course I had to buy the Sunday Times to read Colm's piece. Entertaining as usual and who could argue with the main message that investing in bonds at 1% p.a. seems particularly dumb. Who would actually do this? And yet managed funds, the mainstay of the retail investment sector, are still substantially invested in bonds.
Colm cites the past good performance of bonds being mainly driven by capital gains from a revaluation of the sector. Mathematically this is all very obvious, bonds valued at 3% are much cheaper than bonds valued at 1%. But the same phenomenon is present in equity valuations. Over the last 10 years the S&P dividend yield has fallen from 3.25% to 1.79%. All else equal, this translates to a 80% capital gain. These capital gains are driven by revaluation metrics rather than economic fundamentals. And of course the main driver is QE.
Mathematically it is not possible for bond returns from this point to reproduce recent gains. But I wouldn't be as confident as Colm is that equities will return 6% p.a. over the next 20 years. There is no room left in the revaluation metric, such growth has to come from economic fundamentals alone (or inflation). Indeed as QE eventually unwinds the revaluation metric should act as a brake on performance.
 
Who would actually do this?
Well, I do!

The idea that the capital markets are dramatically mispricing bonds relative to equities seems bizarre to me. Equities are now richly valued by any metric and that will inevitably impact future returns.

Of course I expect equities to out-perform bonds over the next 15 years. But I still allocate a portion of my pension to bonds. Why? To moderate the risk profile of my portfolio.

I'm not investing to maximise my wealth - I'm trying to achieve my financial goals while taking the least amount of risk possible. Bonds are important tool in this regard.
 
Well, I do!

The idea that the capital markets are dramatically mispricing bonds relative to equities seems bizarre to me. Equities are now richly valued by any metric and that will inevitably impact future returns.
The bond markets are dysfunctional. Short term yields are negative. Better under the mattress. But the monetary authorities are playing on the fact that banks don't have mattresses big enough. Long term yields are also silly, so much so that life companies are told to ignore long term market yields and use a considerably higher yield to value their liabilities.

I agree that there is significant transmission from bond pricing to equity pricing but I doubt it is to the same level of dysfunctionality.
 
Well, the cyclically adjusted price earnings ratio of the S&P500 is now at roughly twice its long term average - on that basis we're now at 1929 valuation levels.

Maybe that's justified but I still want to have some (admittedly very expensive) bonds in my portfolio. I will be glad of them if we see another stock market crash.
 
But I wouldn't be as confident as Colm is that equities will return 6% p.a. over the next 20 years. There is no room left in the revaluation metric, such growth has to come from economic fundamentals alone (or inflation). Indeed as QE eventually unwinds the revaluation metric should act as a brake on performance.
Duke, I don't have a major problem with your analysis but I'm reminded of the traders' adage: "Bears make sense, bulls make money." Markets are always a source of worry. That's why they deliver so well in the long term - to reward people like me for taking the risk. And I wouldn't be as pessimistic as you on current prospects for equities. At present, the dividend yield on the FTSE All-Share Index is 3.73% (I can't shake off my colonial trait of using the UK market as my reference point); ten years ago to the day it was 4.24%. Dividends are expected to increase from their current levels, so I hope to get considerably more than 3.73% in the long-term. I'm happy to project 6%. The current Earnings Yield is 7.6%; ten years ago it was 8.6%. That doesn't smell too much of irrational exuberance to me.
Of course I expect equities to out-perform bonds over the next 15 years. But I still allocate a portion of my pension to bonds. Why? To moderate the risk profile of my portfolio.

I'm not investing to maximise my wealth - I'm trying to achieve my financial goals while taking the least amount of risk possible. Bonds are important tool in this regard.
This is where I get lost. You ARE trying to protect your wealth. I'm NOT trying to maximise mine. Quite frankly, I don't care what my "wealth" is at any point in time. I DO want to maximise the earning potential of my portfolio. That means avoiding anything that will not deliver the expected return. That definitely includes bonds, which I know are a disaster from an income perspective. Why should I want to "moderate the risk profile of my portfolio" in the short-term, if it destroys its long-term earnings potential? It makes no sense.
In a presentation to the Society of Actuaries last February, I used the expression "It's a pension, not a piggy-bank". For someone like me, reliant completely on my savings for future income needs, for however long my wife or I are alive, that thought must always be at the forefront of my mind. Others in the same boat, and their advisers, should also try to eliminate the piggy-back mentality from their thoughts and keep the income imperative front and centre.
 
Hi Sarenco,

Why not hold cash rather than bonds?

I’m 100% invested in equities, but if I wanted to dial down the risk, I think I’d hold 60% equities and 40% cash.

I just don’t see how one can hold decent bonds and not lose money.

Gordon
 
@Gordon Gekko

In this context, I'm using the word "bonds" as shorthand for all fixed-income instruments, including bank deposits.

The fixed-income side of my portfolio has an effective duration of around 5 years, which I regard as a reasonable point on the yield curve in terms of its risk/reward profile. However, there are certainly arguments for shortening duration in the current environment. Or simply paying down debt (which is effectively a "negative bond"), if liquidity is not a concern.

@Colm Fagan

You are obviously free to invest as you see fit but I take a fundamentally different approach. I am not trying to maximise the earning potential of my portfolio - if that was my objective I would just load up on debt and invest the lot in small cap emerging market equities.

I am trying to maximise the probability that I will meet my financial objectives and I will seek to do that while taking the least amount of investment risk possible. As such, I diversify broadly accross and within asset classes - never taking too much or too little risk to meet my personal objectives.

Incidentally, the FTSE100 only represents around 5% of the global equity market and it's very unrepresentative of the broader market in terms of its sectoral composition. Personally, I think income investing is irrational but I'm conscious that is a controversial view around here.
 
Well, I do!

The idea that the capital markets are dramatically mispricing bonds relative to equities seems bizarre to me. Equities are now richly valued by any metric and that will inevitably impact future returns.

Of course I expect equities to out-perform bonds over the next 15 years. But I still allocate a portion of my pension to bonds. Why? To moderate the risk profile of my portfolio.

I'm not investing to maximise my wealth - I'm trying to achieve my financial goals while taking the least amount of risk possible. Bonds are important tool in this regard.

Warren Buffett made a point about bonds in his recent letter, he said he is not an investor and won't be at today's low returns. The only time that he should have been a bond investor was 1982 at the historical high interest rates then. Also there has been much talk over the last few years about the bursting of the bond bubble, the amount of money invested in world bond markets has grown exponentially since the 1982, yet the amount of money invested in world stock markets has remained virtually static since 1990s. Nobody seems to pay much attention to this
 
Today's column in the Sunday Times counts as update number 6 in my "Diary of a Private Investor". For those who didn't see today's paper, here it is, as I submitted it. They made some editorial changes before publishing it (including changing the title, which I was particularly proud of, but that's life!).

Refusing to act my age 19 August 2018
Update #6 of "Diary of a Private Investor"


A November baby, I have always envied friends who could celebrate landmark birthdays in the sun. Then, in early 2016, I had a brainwave. I calculated that I would be exactly two-thirds of a century old on 25th July 2016, right slap bang in the middle of summer. Here at last was the opportunity to celebrate a landmark date in the garden with friends, sharing a few glasses of beer or wine over a summer barbecue. I gave lots of subtle and not-so-subtle hints to various members of the family, but all to no avail. On the appointed day, I found myself, on my own in the garden, raising an imaginary toast with imaginary friends on the imaginary occasion.

Some financial planners and pension consultants share my obsession with measuring progress towards centenarian status. They have a golden rule that we should invest our age in bonds. By their reckoning, at some point during my imaginary barbecue on 25 July 2016 (at 3 PM to be precise, or so my mother told me), I should have crossed the threshold of having exactly two-thirds of my retirement savings in bonds. The proportion in bonds should now be close to 69%. Instead, it is precisely zero. (I make an exception for the tuppence-halfpenny that went into the post office on my confirmation, that I still haven't managed to track down.)

My reason for going against conventional wisdom is simply that an investment strategy that included bonds would not keep me and my other half in the manner to which we’re accustomed. My retirement plan is constructed on the basis that I will earn close to 6% per annum on my savings for the rest of my days. I believe that I can earn that, or more, from equities.

Irish government bonds currently yield less than 1% a year. If I were to invest half my retirement savings in bonds, considerably less than the 68% recommended by some pension consultants for my current age, I would have to earn 11% a year on my other investments to earn the target 6% on the total portfolio. That's impossible. Something would have to give.

The problem is compounded by some consultants' practice of quoting past returns on bonds to bolster their argument that, as we get older, we should commit a significant proportion of our savings to this asset class. Yes, bonds have delivered strong returns over the last ten or twenty years but the reason for those good returns is precisely why I think we should now avoid them like the plague. Ten years ago, investors could demand a yield of more than 3% on bonds. Their present-day successors are happy with less than one-third of that, which means that anyone holding a bond originally priced to earn 3% to maturity can now pocket a significant capital gain on top of their income yield. This boosts the historic return to considerably more than 3%. The opposite could be true ten years from now. If new investors at that time are demanding more than 1%, current investors will earn considerably less than 1% a year on their investment and may even suffer a capital loss.

My confidence that I will earn 6% or more from equities is based partly on history - they have delivered significantly more than this on average over the last 100 years - and partly on hard-headed analysis of likely future returns, based on projections for future growth in profits and dividends. I haven't been disappointed over the last twenty years of managing my own pension fund. I am confident that I won't be disappointed over the next twenty years - if I last that long.

This is where the high priests of financial planning chant in unison: "But what about sequence of return risk?" This incantation frightens off most of my fellow senior citizens from sticking with equities. It refers to the risk that, while equities may deliver 6% on average, you could be unlucky and have a sequence of bad results in the early years, when the fund is at its highest, with the good returns coming later, when there is less money in the pot.

I have several answers to this. One is that good past returns have enabled me to create a cushion that will help soften the blow of any short-term turbulence. A second is that a significant portion of my "income" comes from dividends, which are generally unaffected by temporary market downturns. This reduces the need to redeem investments, possibly at the wrong time. Thirdly, I always keep a small cash balance in the fund to allow for such eventualities and fourthly, if the worst comes to the worst, we can always economise, as we had to do on occasion during my time in business.

Now, if you’ll excuse me, I must get back to planning my move to Australia in time to celebrate my three-quarters of a century with a summer barbecue.
 
Warren Buffett made a point about bonds in his recent letter, he said he is not an investor and won't be at today's low returns.
I think if you reread his comments, it was in relation to the long term investment. He consistently points to the 30 year treasury bond yields, and that over that timeframe equities will always outperform bonds.

In the shorter term, his actions tell more. He has no choice but to invest in bonds (or the money markets). Berkshire Hathaway is sitting on in excess of $110bn in cash equivalents, of which over 45bn is in short dated treasury bonds. So he is in fact a large investor in bonds, whatever he says!

yet the amount of money invested in world stock markets has remained virtually static since 1990s.
Sorry I don't understand this? Are you saying there has been no additional funds added to global stock markets since the 90's?
 
But that’s the whole point; Buffett highlights that private investors have the time-horizon to invest in equities.

Whatever he/Berkshire does with its regulatory cash/capital over the short-term is a separate issue.
 
@RedOnion yes in relation to the total money invested in all global assets, the total funds invested in the global stock markets has remained virtually static since the late 90s, the big explosion in invested money has been in the global debt markets, that market has almost tripled. It is probably the case that the big central banks are responsible for a lot of this new debt. There was an interesting graphic showing all this with the global debt market dwarfing every other asset class even land and real estate.
 
Mr Buffett's views on bonds are actually quite nuanced.

Here's an extract from his 2018 shareholder letter –

"I want to quickly acknowledge that in any upcoming day, week or even year, stocks will be riskier – far riskier – than short-term U.S. bonds. As an investor’s investment horizon lengthens, however, a diversified portfolio of U.S. equities becomes progressively less risky than bonds, assuming that the stocks are purchased at a sensible multiple of earnings relative to then-prevailing interest rates."

I wouldn't disagree with any of that but it does beg the question – what is a sensible multiple of earnings relative to the then-prevailing interest rates? The cyclically adjusted price ratio of the S&P500 is currently twice its long term average and reflects 1929 valuations. Is that a sensible multiple of earnings relative to prevailing interest rates today? Frankly, I don't know so I'll hedge my bets somewhat.

I would also note that earlier in the same letter , Mr Buffett made the following remark -

"During the 2008-2009 crisis, we liked having Treasury Bills – loads of Treasury Bills…"
 
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Mr Buffett's views on bonds are actually quite nuanced.

Here's an extract from his 2018 shareholder letter –

"I want to quickly acknowledge that in any upcoming day, week or even year, stocks will be riskier – far riskier – than short-term U.S. bonds. As an investor’s investment horizon lengthens, however, a diversified portfolio of U.S. equities becomes progressively less risky than bonds, assuming that the stocks are purchased at a sensible multiple of earnings relative to then-prevailing interest rates."

I wouldn't disagree with any of that but it does beg the question – what is a sensible multiple of earnings relative to the then-prevailing interest rates? The cyclically adjusted price ratio of the S&P500 is currently twice its long term average and reflects 1929 valuations. Is that a sensible multiple of earnings relative to prevailing interest rates today? Frankly, I don't know so I'll hedge my bets somewhat.

I would also note that earlier in the same letter , Mr Buffett made the following remark -

"During the 2008-2009 crisis, we liked having Treasury Bills – loads of Treasury Bills…"

The difference being that in 1929 prior to the crash T bills were yielding a descent coupon so while P/E's may be at 1929 levels one must consider the contemporaneous returns available from alternative or risk free assets which today stand at multi-century lows.

In this context PE's at 1929 levels can actually reflect reasonable valuations when all alternatives are considered.

In short paying 24 times earnings (implied 4% return) in 1929 when bonds yielded a lot more was folly. Paying 24 times earnings when 10yr German bunds are yielding 0.30% (implied P/E ratio of 333) is potentially a reasonable return for the risk premia.
 
In the shorter term, his actions tell more. He has no choice but to invest in bonds (or the money markets). Berkshire Hathaway is sitting on in excess of $110bn in cash equivalents, of which over 45bn is in short dated treasury bonds. So he is in fact a large investor in bonds, whatever he says!

There is a technical element to this. Pure USD deposits in a bank cost the bank a capital charge under Fed regulations. That charge increases for large amounts and for investment funds (or other financial institutions).With the rates so low it would have meant charging BH to accept deposits. While he maintains some USD in deposits, he was probably asked to remove a large chunk of it and the main short term highly liquid USD market is US T Bills. So probably not an investment decision but rather a liquidity management one
 
The difference being that in 1929 prior to the crash T bills were yielding a descent coupon so while P/E's may be at 1929 levels one must consider the contemporaneous returns available from alternative or risk free assets which today stand at multi-century lows
The cyclically adjusted price-earnings ratio of the S&P500 currently stands at 32.8 and 10-year US Treasuries are currently yielding 2.8%.

Immediately before the stock market crash in October 1929, the S&P 500’s cyclically adjusted PE ratio had just hit 30 and 10-year US Treasuries were yielding 3.3%.

To be clear, I am not saying that the current valuation of the S&P500 does not represent a sensible multiple of earnings relative to prevailing interest rates. I'm simply saying that it's not immediately obvious to me that it does - so I'm hedging my bets somewhat.
 
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