What’s The Right Amount Of Portfolio Complexity?

crispydocUncategorized 9 Comments

As an ER doc and birdwatcher, I find that the breadth of human behaviors have a great deal in common with the variety of birds.

Many years ago I enjoyed explaining to a faculty interviewer at a residency program that a short observation period, applied pattern recognition and a need to think quickly on one's feet are inherent to both pursuits.

This is the point in the narrative where you justifiably begin to sweat a little. Is this a prelude to describing all the stuff he's seen people put in their butts over his career as an ER doctor?

Fear not, dear reader. I ask only that you indulge a few observations of the variety and range of portfolio complexity I've seen.

I do, however, have some difficult news for you: your portfolio may not be as different as you think.

A Taste Of Everything / Slice And Dice

There's a trend I've observed with new financial literacy zealots. They want a portfolio that includes a taste of every item on the investing menu, and they end up with a Bento box of assets. Small cap value? Let's place a little bit in here, next to the fried, breaded vegetables. Gold? It's under the sticky rice.

The problem with an extreme slice and dice portfolio in a taxable account can be encapsulated in a simple bit of fortune cookie wisdom:

Enthusiasm for complexity wanes with age, but a low basis taxable investment is forever.

Starting out with a highly complex portfolio might saddle you with your investments for years to come due to reluctance to sell and incur capital gains tax. Such orphan investments (assets left over from abandoned investment strategies) become a smaller proportion of your portfolio over time, as your investing plan coheres into something you can stick with.

Anecdotal observations of fellow DIY investors who are further along their investing journey suggests that many investors tend to adopt a less complex portfolio over time as their willingness to accept hassle decreases. My experience dovetails with these observations.

The Majesty Of Simplicity

The Bogleheads (a group that is less monolithic than it might appear) endorse low cost passive indexing through as few as 2-3 index funds in order to produce good enough investing returns with a minimum of hassle.

Critics are quick to point out the flaws inherent in such strategies, but this investing approach nonetheless remains popular with many investors and retains the benefit of being relatively easy to execute and easier still to hand off to a spouse in the event that the financially interested partner dies first.

Set It And Forget It

From the one fund to rule them all fans come target date retirement funds and balanced funds.

The former use a dynamic asset allocation that changes over time with increased equity exposure early, and increased bond exposure as the target date approaches to reduce sequence of returns risk.

The latter automatically rebalance to maintain a static asset allocation over time, such as 60/40 stocks to bonds. Mike Piper, a.k.a. The Oblivious Investor, is a thoughtful guy who has decided to take this route.

Again, these strategies tend to be easy to hand off to a financially disinterested spouse in the event that you predecease your partner.

Mature Complexity

There's a small subset of investors who enjoy the intellectual exercise and problem-solving that investing requires, and who use it as a constructive hobby - a way to stay off the streets and out of gangs. These folks are often former engineers by training, people who enjoy the math and never back down from challenges with uncertainty. They love to model and minimize risk. They make great teachers, but few disciples can easily follow their lead.

The need for complexity in these cases needs to be balanced with the need to hand off to a less financially engaged partner. Often, arrangements are made with a third party, either a trusted relative or a financial advisor, to step in and act as a fixer as soon as the financially engaged spouse dies to prevent the surviving spouse from making financial mistakes.

What's your preferred level of portfolio complexity?

Comments 9

  1. I like how Rick Ferri talks about this.

    We start with simplicity. We don’t know anything about investing. Then we learn about stocks, bonds, mutual funds, etc.

    We invest. It is pretty simple.

    Then we keep reading, learning, sharing ideas. We learn about moving averages, P/E ratios, correlations, backtesting, small value outperformance, value investing, etc.
    The complexity creeps in.

    But if we keep learning and growing we will work through it and get to the other side.
    It becomes simple again.

    Rick has written books about asset allocation options, ETFs, etc but owns only 4 funds himself. Harry Markowitz who won a Nobel prize for his work on how to pick the ideal asset allocation just split his own portfolio 50:50 stocks: bonds. Ben Graham (Warren Buffett’s mentor) recommended something similar.

    Simple is better. But we have to learn a lot of useless complexity to really believe that is true.

    1. Post
      Author

      Well put, WD. There’s a process of education, iteration and (hopefully controlled) learning from failures that leads to finding that individual balance that works. I share you observation that over time, bright people I look up to trend toward simplicity.

      Fondly,

      CD

  2. What preferred level? A level that actually makes money on a real basis across the actual expected time frame not just some average time frame, based on real economic conditions, not normative conditions, taking into account, inflation, tax management, cliffs, fees, age adjusted penalties, possible legal pitfalls, spousal succession, long term care, and estate planning etc.

    Wall street loves to sell you narrative. They get paid when you buy some narrative and get paid well. They get paid by making the complex sound simple, but there is a level of complexity below which you dare not tread. That level is called essentiality.

    1. Post
      Author

      I like your concept of paring back to the essential.

      I’ve evolved in my thinking over time. I used to think that every doc should be a DIY investor. Now I realize that only a subset have the interest, and only a fraction of that subset have the discipline. For those, the complexity they should aim for is the ability to distinguish sound advice from BS and be appropriately skeptical of the source of their advice.

  3. What’s the best level of complexity in the face of a wealth tax?
    You get killed, no matter what.
    I would call this: simple enough.

    1. Post
      Author

      LSYW,

      I’ll create a new complexity characteristic for your described portfolio: resignation!
      Yes, a wealth tax will catch up with you. You can frame this in one of two ways:

      1) You’re hosed no matter what you do.
      2) How lucky are you to be in the range of incomes that gets to face this issue?

      I tend to focus on the latter as it makes me feel more grateful than resentful, and that ability to define (or distort) my reality is more valuable to me. I get that some people will call me naive, a sucker or worse for my perspective.

      Appreciate your input,

      CD

  4. Pingback: The Sunday Best (9/20/2020) - Physician on FIRE

  5. Hey guys I’ve found in my short investing career of one year that my risk tolerance is more aligned with risk capacity as I read more and more. At age 39 I was 80/20 but through this bear I was more upset the market didn’t crash farther! I am now 100% equities,, but it’s because of reading market history that odds are the market always goes up in the long run, I also know through reading that I have to go around 60/40 when I retire. Have you guys found the more knowledge a DIYer attains that their risk tolerance starts to reflect their risk capacity? Or is ones temperament sort of immovable in terms of risk capacity no matter how much knowledge you obtain?

    1. Post
      Author

      Hey Rikki,

      It’s aggressive but not unheard of for a first-year investor to be 100% equities, although you’d do well to read what Gasem (among others) has to say about the risks that such a portfolio entails – he makes a case that the market may be at greater risk of blowing up than most of us realize.

      Other smart people like Benjamin Graham (who mentored Warren Buffett) advise that an investor should be at most 75% in equities, and they are far wiser than I’ll ever be at investing.

      If you’ve read Bernstein, you’ll recall a couple of his quotes (I’ll paraphrase out of laziness):
      First, when you begin investing, you should pray for a bear market and shovel in your cash.
      Second, when you’ve won the game, stop playing.

      The early DIYer focuses on the first quote. Their human capital is great, their financial capital is small, so they have a large need to take risk to achieve their retirement goals.

      The mature investor approaching a glide path to retirement focuses on the second. Their human capital is waning, and hopefully their financial capital is substantial. They need to focus on minimizing sequence of returns risk in tapping their nest egg.

      Point being, ascertaining the maximum risk you are capable of tolerating is the wrong question. If things go well, you ought to ask: What is the minimum risk you need to take to achieve your goals for retirement (and how can you manage that risk, using strategies like the efficient frontier)?

      Or, to return to a third Bernstein quote: The name of the game is not to get rich, but rather, to avoid dying poor.

      I’d argue it’s realizing the truth in that last quote, seeing a few peers or family members die in arbitrary ways you would not have predicted, and realizing that every year you are theoretically growing one year closer to a finite existence that prompts older DIYers to take on only as much risk as they need to meet their objectives.

      Lest I end on a down note, it also prompts them to value their time much more, which can lead to a richer and more meaningful way of allocating time during those precious remaining years.

      Hope this answers your very reasonable question!

      CD

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