Should retirees be 100% invested in equities?

And as for the need to be cautious, I'm not saying anything about having to cut expenses or alter their lifestyle, I'm just saying that they would have been well advised to treat some of the doubling of their money in four years as unsustainable.
But Colm what in concrete terms am I supposed to do with this “advice”?

Reduce my exposure to equities? Not according to your 100% equities for life mantra.

Reduce my proposed expenditure? Apparently not.

So what does this “need to be cautious” look like in practical terms? What actionable moves are you suggesting?

Furrow my brow and hope for the best? Sorry but that’s not a strategy.

And forget about the start of 2000, what if I’m retiring today?

Sorry but your 100% equities forever approach is just plain wrong for pretty much all retirees.

I’ve already demonstrated why that is the case by way of a concrete, real world example and your inability to deal with this head on is very frustrating.
 
First of all, @Sarenco and @conor_mc have said that if @SquirrelChaser and I are so confident about knowing when markets are about to tank, then why not go into cash, etc.?
Colm, I never intended my comments to sound as smug as that, hope it wasn’t taken that way. I think one thing which I tried to acknowledge is that you guys are sophisticated retail investors - having read your blog, you’re actually a rare enough creature in these here parts given you’re a stock-picking retiree rather than passive index pensioner. But I do think your hypothetical example of a year-1 15% drop is a bit of a softball compared to an actual real life scenario of a 1968 retiree who saw three recessions on the trot only separated by anaemia growth in real terms. And since both your lived experience and our 1968 example are in the rear-view mirror, we need to acknowledge that the main danger with sequence of returns risk is actually in the action/inaction taken. Do you keep the same withdrawal rate and weather the storm? Great if it’s a 2022 blip, not so great if it’s a decade of 1970’s stagflation.

And I think that’s where others here feel you are being a little myopic about your personal experience. You only had blips over the past 14 years and your portfolio doesn’t seem to have ever really tanked, to the extent that you would have worried about running out of funds in retirement. You’ve not lived through that worst case scenario that actually happened, where a split portfolio or a glidepath in early retirement would have been the difference between succeeding or failing at the retirement game.
 
For global equities I am using the historic characteristics of the MSCI ACWI since inception.
I haven 't a clue what that means. I hope you don't give that explanation to a client if they ask you what assumptions you made about equity v bond returns and if there's a greater chance of a fall after a rise.
Sorry but your 100% equities forever approach is just plain wrong for pretty much all retirees.

I’ve already demonstrated why that is the case by way of a concrete, real world example and your inability to deal with this head on is very frustrating.
I've already answered that 100% equities would have delivered a better outcome than 80:20 or any other such distribution for someone saving for a long number of years and then drawing from their savings for a long number of years, even if they retired on 1 January 2000, because they would have enjoyed the benefit of the growth in the years leading up to 2000 (see #47 in this thread where I modified my original assertion).
But Colm what in concrete terms am I supposed to do with this “advice”?

Reduce my exposure to equities? Not according to your 100% equities for life mantra.

Reduce my proposed expenditure? Apparently not.

So what does this “need to be cautious” look like in practical terms? What actionable moves are you suggesting?
I'm not a financial adviser and have no aspirations to be one, but if I were advising someone in those circumstances, I would probably (as at 1 January 2000) have said something like "You've had an incredible few years. Market values have doubled in the last four years/ Some say that's unsustainable and that the market is frothy. I don't know, but to be on the safe side, it might be worth assuming that only say 3% of current market value can be taken as a sustainable income. If you must take 4% (to please the taxman), you should put some of it aside to cover the risk that values may fall back in the near future." I'm not sure I would go so far as to tell them to get out of the market. Of course, with the benefit of hindsight I would have advised that, but it's always easy to be wise after the event. What I've said above is probably as far as I would have gone at the time. Is that sufficient to answer your question of what "need to be cautious" means in terms of actionable moves?
 
I've already answered that 100% equities would have delivered a better outcome than 80:20 or any other such distribution for someone saving for a long number of years and then drawing from their savings for a long number of years, even if they retired on 1 January 2000, because they would have enjoyed the benefit of the growth in the years leading up to 2000 (see #47 in this thread where I modified my original assertion).
I have already explained, with reducing patience, why that was NOT the case.

Withdrawing €40k per annum, adjusted for inflation, from a 100% equity portfolio (MSCI World index tracker) with an initial value of €1m starting in January 2000 would have completely exhausted your portfolio a number of years ago.

Bust.

Living off cat food.

In your final years.

If you had started with a conventional 60/40 portfolio on retirement in 2000? You would be absolutely fine and would be very confident that you could continue drawing €40k per annum, adjusted for inflation, from your portfolio until you run out of life.
I don't know, but to be on the safe side, it might be worth assuming that only say 3% of current market value can be taken as a sustainable income.
Ah, so you ARE suggesting I cut my expenditure.

Sorry, that’s not an option - I need €40k per annum to maintain my desired lifestyle.
 
I have a pension with Irish Life and am 7 years to retirement.
I noted today that I am now in 2 funds

Empower Growth Fund (Risk Rating 4)
Empower Stability Fund ( Risk Rating 2)

I am being "sheperded" into low risk funds the closer I get to retirement.

I will take an ARF self administered option when i retire so the above makes no sense.

Have been looking at putting 100% into their Indexed World Equity Fund (Risk Rating 6).

And problems with this approach that I may be missing?
So to sum up


Target date funds or life-styling is an invention of the pension trustees to reduce THEIR fiduciary risk by automatically reducing volatility in your defined contribution pension account in the years before your nominal retirement date.

Conceptually if your intention is to purchase an annuity in retirement this makes sense as you have hedged the interest rate risk (bond prices move inversely to interest rates) so falling pension value but rising annuity rates is fine.

But it’s a blunt instrument in the real world where investors also have the option of remaining invested via an ARF.

Many people don’t retire at a nominal age of say 65 anymore. Some earlier, some retire in phases. What if you have multiple accounts from previous employments etc?

Volatility isn’t risk and when saving regularly into a pension over long periods of time you really want to be maintaining a high equity allocation for as long as possible for the highest expected returns. Which for many if not most people requires a coach to manage the perfectly natural emotional desire to bail out if and when markets get choppy.

In numerous studies, the process of planning for retirement has been shown to benefit from ongoing advice but we know most people don’t seek or receive competent financial planning advice. Less than 30% nearing retirement have used an adviser, according to new research from behavioural finance experts, Oxford Risk - https://lnkd.in/eQV9bwnX

So there is frequently a gap between the optimum asset allocation for a given investor and their actual asset allocation. Either too much or too little in equities.

In this post https://www.linkedin.com/posts/marc...8-5odP?utm_source=share&utm_medium=member_ios


I have estimated how large that gap might be from an analysis of the realised returns of various investment options provided by a large Irish employee benefits consultant compared to a range of bond/equity portfolios. The return given up can be significant and for many, if not most people easily covers the additional cost of the advice.

This thread then morphed into a discussion about the strategy to pursue at and post retirement.

The focus of much of the subsequent debate has been on the mathematical phenomenon which has only been published relatively recently by the London school of Economics known as sequence of return risks.

This isn’t something you choose to believe in. It’s a mathematical fact. You might be lucky and due to an accident of your birth, your retirement might coincide with a spectacular bull market, and you may never be aware of it. But that doesn’t mean that it doesn’t exist.

And remember a 50% decline requires a 100% return just to get back to par.

So those at the point of drawing down from their pensions should consider Pascal’s Wager to inform their decision making.

You don’t know how the future is going to play out so you would be well advised to play it safe in the early years.

Yes, markets have an upwards bias, they go up 70% of the time and over long periods of time you should expect to be rewarded with a positive premium over inflation of c4% to 6% annually.

BUT there is no free lunch and those juicy returns come with a price which is that equities are also extremely volatile, more volatile than you would predict since returns are not normally distributed. Markets have fat tails meaning that bad periods are much worse and more frequent than you might want them to be to support a regular monthly income in retirement.

Looking at data on the daily index movements of the Dow Jones Industrial Average from 1916 to 2003, orthodox theory predicts there should be 58 days when the Dow moved more than 3.4% over that period; in fact there were 1,001. Theory suggests just six days of index moves beyond 4.5%; in fact there were 366. Index swings of more than 7% should occur once every 300,000 years; in fact, the 20th century saw 48 such days.

Consider the stock market collapse during the Russian bond default of August 1998. On 4 August the Dow fell 3.5% and, three weeks later, as the news worsened, stock fell again, by 4.4%, and then again, on the 31 August, by 6.8%. Theory would estimate the odds of
that final 31 August collapse at one in 20 million – an event which, were you to trade daily for almost 100,000 years, you would not expect to see even once. The odds of getting three such declines in the same month were about one in 500 billion.

A year earlier, the Dow had fallen 7.7% in one day (probability: one in 50 billion). In July, 2002, the index recorded three steep falls within seven trading days (probability: one in four trillion). And on 19 October 1987, the worst day of trading in at least a century, the index fell 29.2%. The probability of that happening, according to orthodox financial theory, was less than one in 10 to the 50, odds so small they have no meaning, and are beyond the scale of nature.

You could search for powers of ten from the smallest sub-atomic particle to the breadth of the observable universe and still never meet such a number.






https://www.linkedin.com/posts/marc...6-S3Wc?utm_source=share&utm_medium=member_ios
 
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@Sarenco, I think the point @Colm Fagan is making is that if in your hypothetical example the retiree ended up with €1m from a 100% equities portfolio, then they would have retired with a smaller pot if they’d lifestyled into a more conservative investment mix, therefore guaranteeing a cut to their planned expenditure anyway.
 
@Sarenco I think you’re being deliberately obtuse. With reducing patience, I would have said to the client “That 1m fund you have was worth less than 0.5m just four years ago and you were planning your retirement on it being worth something like 700k now. There are people more knowledgeable than me who are saying that this dot-com boom is a bubble that’s about to burst so my advice to you is to plan your withdrawals from the fund on the assumption that it’s only worth the 700k on which you based your retirement plans. If my fears aren’t realised, that’s great and you can adjust your expenditure upwards”.
Given your disrespectful approach, I do not intend to engage further with you on this.
 
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@Sarenco I think you’re being deliberately obtuse. With reducing patience, I would have said to the client “That 1m fund you have was worth less than 0.5m just four years ago and you were planning your retirement on it being worth something like 700k now. There are people more knowledgeable than me who are saying that this dot-com boom is a bubble that’s about to burst so my advice to you is to plan your withdrawals from the fund on the assumption that it’s only worth the 700k on which you based your retirement plans. If my fears aren’t realised, that’s great and you can adjust your expenditure upwards”.
Given your disrespectful approach, I do not intend to engage further with you on this.
And this advice would have been more valuable in 2000 when there was no imputed distribution, and the client could have used their lump sum to fund their lifestyle initially while leaving the ARF as untouched as possible
 
But I do think your hypothetical example of a year-1 15% drop is a bit of a softball compared to an actual real life scenario of a 1968 retiree who saw three recessions on the trot only separated by anaemia growth in real terms. And since both your lived experience and our 1968 example are in the rear-view mirror, we need to acknowledge that the main danger with sequence of returns risk is actually in the action/inaction taken. Do you keep the same withdrawal rate and weather the storm? Great if it’s a 2022 blip, not so great if it’s a decade of 1970’s stagflation.

And I think that’s where others here feel you are being a little myopic about your personal experience. You only had blips over the past 14 years and your portfolio doesn’t seem to have ever really tanked, to the extent that you would have worried about running out of funds in retirement. You’ve not lived through that worst case scenario that actually happened, where a split portfolio or a glidepath in early retirement would have been the difference between succeeding or failing at the retirement game.
Hi @conor_mc. Thanks for your patience.
1968. The year after I joined Irish Life as a fresh-faced 17-year old!
I don't have any numbers to hand, but inflation at that time might have been around 7% a year. It rose to double digits shortly afterwards and increased to 20% or very close to that later again. Savers were getting screwed but as George Orwell might have said, some were more screwed than others. Holders of annuities or bonds were complete toast. A saver's only hope was to invest in real assets. It was a good time to be a borrower.
I think we've dealt with one aspect of the criticisms of my approach, my preference for equities over bonds. Anyone who avoided bonds like the plague at that time was right.
You're probably right that someone wouldn't have been able to maintain their retirement income in real terms, but that would have been due more to the overall treatment of savers at that time than investing in equities. There may also have been a similar phenomenon to the dot-com bubble/ bust of 2000, which I discussed in my last contribution. As I recall, there was a complete reassessment of equities in the early 60's. Before then, people wanted a higher dividend from equities than from bonds because of their perceived higher risk, but then people realised that equities were a hedge against inflation and dividend yields fell dramatically, so prices rose dramatically, resulting in the negative yield gap. As usual, they probably overdid it, and 1968 may have been the start of the hangover. I'm working purely from memory (as a 75-year old!) so I could be wrong.
On your second point, there's no doubt that my ARF has done far better than I expected when setting out on this retirement journey. You're right that I only had blips along the way. I was expecting bigger drops occasionally. The average return over the 14 years since I started the ARF is over 11% a year. Given what inflation has been like in the period, I would have been more than pleased with (say) an average of 7.5% a year. That means that I had enough capacity for a massive fall, which thankfully didn't happen. I'm not complaining!
 
Hi @Louisval My first involvement in this discussion was to address head on the sequence of return risk with a simple example:
Let's look at some sample (deterministic) numbers to check the reasonableness of this assertion and also to explore the infamous bogeyman of "sequence of return risk".
Suppose someone starts with €2,000 in their ARF and withdraws €100 in year 1, increasing by 2% a year.
They have two investment options.
One is to invest in "bonds", earning a steady 4% a year (all figures are net of charges, etc.).
The other is to invest in "equities". The value falls by 15% in year 1 but thereafter increases by 8% a year. (For what it's worth, the worst annual fall for my ARF was slightly less than this; it happened in year 8). Suffering the fall in year 1 is the worst possible sequence of return risk.
The implied ERP of 4% a year is less than the average future ERP of 5.5% which a group of 1,756 economists expects (see footnote 1 of this paper). It's also about 8% a year less than my ARF delivered over the last 14 years, but as noted above I was lucky, and I would definitely not extrapolate that into the future; however, I would happily extrapolate an average expected equity outperformance of 4% a year into the future.
Under investment option 1, the money runs out at the start of year 27. There's just €50 left at the end of year 26. In contrast, under investment option 2, the fund value after 26 years is €2,100.
After 15 years (just beyond where I am now with my ARF, and I hope I still have a few years left in me), there is €1,327 of the initial €2,000 left in the ARF under investment option 1 versus €1,949 under option 2.
You can see how the discussion developed from that by following the thread. I hope that satisfies your curiosity!
 
@NotMyRealName - I too am with @Louisval and would caution him not to engage......wall to the talking

That said - I can't help not following my own counsel! It's funny how the successful ARF bet gets rolled out incessantly but it's all gone quiet regarding the Tesla bet for some reason. I'm sure this will give rise to appeals to park "ad hominem" attacks and a "disrespectful approach". Calls to deny factual statements are merely attempts to gag.

My reason for being the ungracious pastor here is that I'm genuinely concerned that some people could be influenced and seduced by Colm's all-equity gamble. Those, at Colm's age and means, can probably financially withstand serious storms in the stock market. Sooner or later, younger retirees with lower means will just get mushed by such a strategy at some stage along the way.
 
I think the point @Colm Fagan is making is that if in your hypothetical example the retiree ended up with €1m from a 100% equities portfolio, then they would have retired with a smaller pot if they’d lifestyled into a more conservative investment mix, therefore guaranteeing a cut to their planned expenditure anyway.
Perhaps.

But let’s assume that my hypothetical retiree (perhaps unwisely) remained 100% invested in a global equity index fund right up to the point of retirement at the start of 2000.

Let’s also assume, for simplicity, that the pension lump sum was used to pay off his mortgage and other debts and he has no other assets or sources of income.

So, what he wants to know is what asset allocation to adopt within his €1m ARF that will give him the best chance of maintaining a €40k a year lifestyle, adjusted for inflation, over a projected 30-year retirement.

He’s worked long and hard to get to this position and is not interested in cutting his expenditure over vague fears that the market might be “overvalued”.

We now know, with the benefit of hindsight, that maintaining a 100% allocation to a global equity index fund would have been disastrous.

We also now know, with the benefit of hindsight, that maintaining a traditional balanced 60/40 portfolio would have worked out just fine.

That’s the reality for a 2000 retiree.
 
Perhaps.

But let’s assume that my hypothetical retiree (perhaps unwisely) remained 100% invested in a global equity index fund right up to the point of retirement at the start of 2000.

Let’s also assume, for simplicity, that the pension lump sum was used to pay off his mortgage and other debts and he has no other assets or sources of income.

So, what he wants to know is what asset allocation to adopt within his €1m ARF that will give him the best chance of maintaining a €40k a year lifestyle, adjusted for inflation, over a projected 30-year retirement.

He’s worked long and hard to get to this position and is not interested in cutting his expenditure over vague fears that the market might be “overvalued”.

We now know, with the benefit of hindsight, that maintaining a 100% allocation to a global equity index fund would have been disastrous.

We also now know, with the benefit of hindsight, that maintaining a traditional balanced 60/40 portfolio would have worked out just fine.

That’s the reality for a 2000 retiree.
does that exception prove a rule?
 
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That said - I can't help not following my own counsel! It's funny how the successful ARF bet gets rolled out incessantly but it's all gone quiet regarding the Tesla bet for some reason. I'm sure this will give rise to appeals to park "ad hominem" attacks and a "disrespectful approach". Calls to deny factual statements are merely attempts to gag.
That is the most ridiculous misstatement I ever heard in all my life, but it's fairly typical of the sort of BS that some people write about me, so I'm not surprised.
As I'm sure you know very well, I've flogged myself to death on this forum - and I've encouraged others to do the same - over my disastrous Tesla short. I've just counted no less than 829 postings in the thread "The Perils of Shorting - A Real-life Example". Do you want me to publish the entire thread as an extension of the St James Bible?!!!
 
I don't think I need to post any more on this thread. People know where I stand. Maybe the one aspect of my approach that hasn't come through sufficiently is that I only invest in shares/ companies that I know something about (or knew something about at the time I invested in them). That gives me a level of comfort that I probably wouldn't enjoy if I were "investing" completely in the dark, without knowing anything about the shares in my portfolio.
 
I don't think I need to post any more on this thread. People know where I stand. Maybe the one aspect of my approach that hasn't come through sufficiently is that I only invest in shares/ companies that I know something about (or knew something about at the time I invested in them). That gives me a level of comfort that I probably wouldn't enjoy if I were "investing" completely in the dark, without knowing anything about the shares in my portfolio.
And this is actually another aspect of your approach which compels me to address the wholly imprudent nature of what you are doing.

Again, I have no issues with you speculating with your pension in any way you see fit. It is after all your money.

The issue is that you frequently post your approach in a public forum and there is a risk, despite your protests that you are not encouraging others to follow your approach and that you are “not an adviser”, that others, who may have ordinarily sought sound counsel, decide instead to follow your approach which is flawed because:

A) You are picking stocks. That is objectively imprudent because one can invest in index funds for very low cost. As the late Nobel prize winner Merton Miller used to say” diversification is your buddy”

Markets do not reward idiosyncratic or stock specific risks because you can diversify them away and just be left with market or systemic risk

B) Markets are prone to wild short term fluctuations as I have noted above and therefore a 100% equity approach for an ARF is objectively an extremely high risk due to the very real threat of poor returns in the early years.

That is not to say an ARF should be held in cash either that is equally reckless but for different reasons.

Your approach would not pass regulatory; suitability or appropriateness tests for all but the most wealthy investors or judicial scrutiny by say the prudent investment rule 1992 in the USA or the trustee investment act 2000 in the U.K.

Your approach whilst it might have worked for you is imprudent and there is a danger that when you post on a public forum it might encourage others to take the same approach and they might not be as lucky.

They will have no recourse, insurance or compensation.

Edited tone due to feedback
 
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Your approach whilst it might have worked for you is imprudent and you are reckless to post on a public forum as it might encourage others to take the same approach and they might not be as lucky.

They will have no recourse, insurance or compensation.

And if that happened that is entirely up to them, with zero recourse to Colm.

You are wrong to suggest that Colm is "reckless" for posting, he is discussing his approach. What others may or may not do based on what they read or interpret, is no concern of his. I seriously value the quality of posting on this forum, including yours, but this post is appalling.
 
And if that happened that is entirely up to them, with zero recourse to Colm.

You are wrong to suggest that Colm is "reckless" for posting, he is discussing his approach. What others may or may not do based on what they read or interpret, is no concern of his. I seriously value the quality of posting on this forum, including yours, but this post is appalling.
+1. Also...
 
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And if that happened that is entirely up to them, with zero recourse to Colm.

You are wrong to suggest that Colm is "reckless" for posting, he is discussing his approach. What others may or may not do based on what they read or interpret, is no concern of his. I seriously value the quality of posting on this forum, including yours, but this post is appalling.

I tend to agree with Itchy here.

I might not accept everything posted by Colm in this thread, I am not even sure I understand it all! But I enjoy hearing his point of view and I learn a lot from reading the views of others.

And if I decide to replicate the approach taken by some guy I never met on the internet when he himself has balanced his views with examples of his own failures and warnings that his approach might not be for everyone, then that's on me.

It's not reckless to discuss contrarian views in public, in fact it's probably necessary for society to evolve. Sometimes contrarian views can lead to something beneficial - we just need to take time listen.

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