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Building Downside Protection For Retirees

https://seekingalpha.com/article/4393471-building-downside-protection-for-retirees

This month I create a profile of the Flexible Portfolio ETF - Strategy Shares Nasdaq 7HANDL Index (HNDL).

Mutual funds with no-load and low minimum required investment from Schwab and Fidelity are matched with risk and risk adjusted return data from Mutual Fund Observer screens.

Over 400 hundred funds are ranked using Risk-Adjusted Returns, Risk, Quality, Momentum, Income, Consistency and Sentiment for over 100 Lipper Categories.

Top Funds per Investment Bucket are listed with two year metrics from Mutual Fund Observer along with graphs.

Comments

  • The tremendous amount of work that you put into these posts is inspiring. I thank you.
  • Thank you for all your diligent work on downside protection. Look like we will revisit March 2020 again in coming months as the pandemic rages on.
  • One of the most helpful articles I've seen in any forum. Thank you for all of your work as I know this will provide many ideas for those of us in or near retirement. I am on the Fidelity network and VWINX is my prime core fund by a long shot with PRWCX and QQQ also part of my core allocations to a much lesser degree. I am looking for ideas for "building downside protection" down the road and will look further into 10 of the funds/etf's listed.
  • Hi Lynn, Thank you for your body of work on the premise of making portfolios more defensive for the coming time period. Each article (MFO or SA) presents helpful information and analyses as you explore non-traditional ways of reducing risk. I've added the following funds you've written about: SWAN, TMSRX, GAVAX and CTFAX, using $$$ from more risky bond funds, cash, and a re-allocation from some equity funds. For someone like me, with a moderate risk profile and focus on total return (not yield), it seems that these options can be considered as much bond alternatives as much as lower-volatility equity fund alternatives. They certainly were less volatile than some of the bond funds I held (see PIMIX.) I also wondered about the role of gold as a defensive holding? Some of the Port. Vis. options I ran with gold seemed to suggest a smallish holding reduces overall volatility. I've never invested in gold before. GAVAX has some in its portfolio, as does HSTRX (although I haven't bought that one.) Thoughts appreciated, and again, thank you so much for these helpful articles!!!
    Rick
  • Thanks for all of the positive feedback. I really appreciate it.

    Rick, as a disclaimer, I am employed in the precious metals industry, but not on the marketing or sales side.

    Gold has a place in portfolios if your believe that 1) the dollar will devalue, 2) inflation will rise, or 3) uncertainty is going to rise. For these reasons, gold has a low correlation to stocks. Gold has risen from $1,500 a year ago to $2,061 in August and then fallen to $1,858.

    I usually own precious metals company stock and don't buy gold ETFs. I did buy gold earlier this year and sold when it crossed the $2,000 threshold as I believed it was a psychological ceiling. Gold related investments helped reduce the volatility in my portfolio. It is an emotional asset as some wise investors don't invest saying they don't know how to value it, and gold bugs saying it is the world's most reliable currency.

    You may be familiar with the "All Weather" Permanent Portfolio created by Harry Brown in 1980's. It was made of four equal weighted assets of gold, cash, stocks, and long term treasuries. It's performance has worked well in some environments and not others.

    I believe that the conditions exist for gold to be a small part of most investor's portfolios in the coming decades. In the short run, I don't know which direction it will take, and am monitoring it in case there is an opportunity to re-enter.

    Be Safe and Enjoy the Holidays.
  • I too want to thank you for all your hard work and interesting ideas. As a recent retiree I am concerned about the potential for significant losses early in retirement that will never be made up, having lived through 1974 and later bear markets. Many other portfolio recommendations ( ie AAII) claim that there has never been a five year period of negative returns on various indices so if you just can leave your equity position alone and have a 5 year supply of resources, don't worry.

    My math show the negative period is in fact longer but it really depends on "hanging on" as you see your net worth drop by 30 or 50%. This works far better at age 25 or 35 than 65, believe me, and almost all of the previous periods did not start from such insane valuations.

    The only concern I have with your suggestions is Hussman. Many of us were quite convinced Hussman knew what he was doing with HSGFX in the run up the 2008 but his fund did especially poorly since, and I can't say I feel comfortable believing him now. There is very little recent data ( since June) on HSTRX even on his web page. The data on M* is equally unhelpful.

    As for Gold, I have owned a small % for years as inflation hedge. Seems to work OK although some mining stocks would pay a dividend

  • Lynn, thanks for your reply and insights. I look forward to seeing your continuing articles as we move forward.

    SMA3, I have the same caution with the Hussman funds, but have RPAR (I believe Lynn wrote about this ETF) on my watchlist.

    Best of luck!
    Rick
  • edited December 2020
    Hi Lynn, great article.
    I have been using great risk reward funds since 2000 but in the last several years and especially since retirement I just sell to cash when I see extreme market conditions. It's the only sure way to protect my portfolio. When a black swan shows up is years such as 2008,2009,2020 there is no way to know what will work and what used to work before may not work in the future.

    I have several criteria but the easiest one is the VIX, when...VIX>30 get ready...VIX>35 start selling...VIX>40 rapid selling. The catch of course is not to stay out for longer term. I have been out of the market about 3% of the times in the last 10 years.

    As you said correctly: "All Weather" Permanent Portfolio created by Harry Brown in 1980's. It was made of four equal weighted assets of gold, cash, stocks, and long term treasuries. It's performance has worked well in some environments and not others. This portfolio performance was poor since 2010 (PRPFX isn't exactly it but close enough) compared to VBINX(60/40) and VWINX(40/60) see (link).
  • sma3 said:


    The only concern I have with your suggestions is Hussman. Many of us were quite convinced Hussman knew what he was doing with HSGFX in the run up the 2008 but his fund did especially poorly since, and I can't say I feel comfortable believing him now. There is very little recent data ( since June) on HSTRX even on his web page.

    Thank you for your insights. I agree on most of Hussman’s funds. HSTRX kept coming up in MFO screens for funds with good longer term performance. I ran it through Portfolio Visualizer and it has performed well during downturns. It stumbled some around 2012, QE, I think. I read the prospectus when I bought it. I like it for a tactical, defensive position. See the link below.

    https://money.usnews.com/funds/mutual-funds/tactical-allocation/hussman-strategic-total-return-fund/hstrx

    My core holdings are traditional, low cost-diversified funds, but I also own a large minority in the funds shown in my articles.

    I am a member of AAII, but don’t buy into the philosophy either. The portfolios are too volatile for me.

    Best wishes for the holidays.
  • FD1000 said:



    I have been using great risk reward funds since 2000 but in the last several years and especially since retirement I just sell to cash when I see extreme market conditions. It's the only sure way to protect my portfolio. When a black swan shows up is years such as 2008,2009,2020 there is no way to know what will work and what used to work before may not work in the future.

    Thank you, FD1000,

    I agree that each bear market is different and they are less predictable with massive quantities of stimulus. I reduce my exposure to stocks to 25% following Benjamin Graham’s guidelines late in the business cycle. MFO has been great to identify lower risk funds. I am pleased with the low downturns in my portfolio which is rising slow and steady.



  • FD1000 said:



    I have been using great risk reward funds since 2000 but in the last several years and especially since retirement I just sell to cash when I see extreme market conditions. It's the only sure way to protect my portfolio. When a black swan shows up is years such as 2008,2009,2020 there is no way to know what will work and what used to work before may not work in the future.

    Thank you, FD1000,

    I agree that each bear market is different and they are less predictable with massive quantities of stimulus. I reduce my exposure to stocks to 25% following Benjamin Graham’s guidelines late in the business cycle. MFO has been great to identify lower risk funds. I am pleased with the low downturns in my portfolio which is rising slow and steady.

    Hello,

    I'm new to this forum and curious which funds do you and others own?
  • Welcome to the Discussion Board. The following represent my largest holdings (in no particular order) and account for over half of my portfolio. I am roughly 25% equities.

    TMSRX T Rowe Price Multi-Strategy Total Return
    SWSBX Schwab Short-Term Bond Index
    DODIX Dodge & Cox Income
    VWIAX Vanguard Wellesley Income Admiral
    VFIJX Vanguard GNMA Admiral
    COTZX Columbia Thermostat Inst
    FUMBX Fidelity Short-Term Treasury Bond Index
    FIKFX Fidelity Freedom Index Income Inv
    SNGVX Sit US Government Securities S
    HSTRX Hussman Strategic Total Return
    VGWAX Vanguard Global Wellington Admiral
    TAIL Cambria Tail Risk ETF
  • Welcome to the Discussion Board. The following represent my largest holdings (in no particular order) and account for over half of my portfolio. I am roughly 25% equities.

    TMSRX T Rowe Price Multi-Strategy Total Return
    SWSBX Schwab Short-Term Bond Index
    DODIX Dodge & Cox Income
    VWIAX Vanguard Wellesley Income Admiral
    VFIJX Vanguard GNMA Admiral
    COTZX Columbia Thermostat Inst
    FUMBX Fidelity Short-Term Treasury Bond Index
    FIKFX Fidelity Freedom Index Income Inv
    SNGVX Sit US Government Securities S
    HSTRX Hussman Strategic Total Return
    VGWAX Vanguard Global Wellington Admiral
    TAIL Cambria Tail Risk ETF

    Thank you for sharing. 25% in equities, wow. I always thought even retirees should have more to make sure funds lasts. I'm in my early 40s. Curious, what is the rate of return for the overall portfolio if only 25% in equities?
  • @Mav123,
    Mav123 said:


    Thank you for sharing. 25% in equities, wow. I always thought even retirees should have more to make sure funds lasts. I'm in my early 40s. Curious, what is the rate of return for the overall portfolio if only 25% in equities?

    Bond and conservative funds have made roughly 8% YTD will little risk because interest rates have fallen, compared to the S&P 500 with 14% YTD, but a maximum drawdown of 20%. Stock valuations are very high now. The 25% is Benjamin Graham's lower limit on stock allocation when the markets are fully priced. This is similar to COTZX's strategy of decreasing allocations as the markets become fully valued. TMSRX's strategy is to make 6% plus inflation regardless of market direction.

    My December article shows that following periods of high valuations over long periods of time (decades), conservative portfolios outperform aggressive portfolios.

    https://www.mutualfundobserver.com/2020/12/enoughin-the-coming-lost-decade/

    When I was your age in the early 1990's I was 100% stocks, but times have changed. The secular bear market of the 1960's and 1970's was followed by the secular bull market of the 1980's and 1990's. You could not go wrong in stocks until the market hit the wall in 1999. Now we are in a period of high debts and deficits, high valuations, aging workforce (deflationary), falling dollar (inflationary), and COVID. I choose to be more conservative now.

    Best wishes in your investing.
  • edited December 2020
    "Now we are in a period of high debts and deficits, high valuations, aging workforce (deflationary), falling dollar (inflationary), and COVID. I choose to be more conservative now."
    Well said, Lynn.
    Here is what another poster on the M* discussion forum said recently that also kind of reflects my situation as a fairly conservative and retired investor: "I don't really need a lot more money - but I certainly don't want to lose a lot. I need to remind myself to err on the side of caution."
    I am currently in the process of doing a year-end review of my portfolio and found that my equity exposure is only 20%. The 20 to 25% range seems to meet my comfort level at this point. My portfolio consists of only seven funds with each holding making up between 10 and 18% of the total value:
    ARBIX
    JBALX
    PIMIX
    TSIIX
    TMSRX
    VLAIX
    VWINX
    My YTD total return through November is 8.5%, with a standard deviation of 9.7%. So far, so good.
    And, thanks, Lynn, for your significant contribution to this important topic, much appreciated.
    Good luck,
    Fred
  • Consider Vanguard's Wellesley fund, VWIAX. I found it good advice taken from this board and elsewhere. The times it took a hit, it bounced back quickly over the fund's duration. I hold it as growth and income in the portfolio, swapping out of PIMIX.
  • Great suggestions! I added TSIIX to the list of funds that I track. I am a long time holder of Vanguard Wellesley.
  • Always appreciate your postings lynnbollin!

    Reading Sebastian page's with t.rowe price new book, diversification and he quotes in it re not overfitting historical data and obsessing over whether factor models, backtests, and other useful statistical analysis are relevant given the current environment and going forward

    I'm guilty of this. Using portfolio optimizer visualizer with back data and thinking this will somehow be the roadmap going forward

    I wonder how many saw the change from growth to value after the plague vaccines announcement and how many think it will continue etc

    Thoughts?

    Best regards,

    Baseball fan
  • edited December 2020
    Starchild said:

    Consider Vanguard's Wellesley fund, VWIAX.


    Thanks, but Vanguard Wellesley is part of my portfolio listing and shown as VWINX. Just a different share class. Since I am not with Vanguard, I can't access VWIAX.
    Fred


  • I'm guilty of this. Using portfolio optimizer visualizer with back data and thinking this will somehow be the roadmap going forward

    Thoughts?

    Baseball fan

    Thanks for the kind words, @Baseball_Fan

    There is a lot to be gained from back testing the past and current performance of funds and portfolios. It is the extrapolation of past trends that deserves scrutiny.

    I continually update my ranking spreadsheet. Technology ranked too high in my opinion. I adjusted based on valuations. It is just a different application of historical trends. Just this morning, I created a “view” of growth vs valuation so that I can look through the weeds.

    That’s what I like about MFO. It is so rich in trend data. I think it best to formulate an idea of where the markets are going and look for supporting trends - or vice versa - understand what is causing the trends.

    Thanks again,
  • beebee
    edited January 2021
    @FD1000 said:
    I have several criteria but the easiest one is the VIX, when...VIX>30 get ready...VIX>35 start selling...VIX>40 rapid selling. The catch of course is not to stay out for longer term. I have been out of the market about 3% of the times in the last 10 years.
    This week seems to be one of those moments to watch the VIX.

    https://finance.yahoo.com/quote/%5EVIX?p=%5EVIX
  • Very interesting...goes against the Wall Street idiom, "if the VIX is high, it's time to buy"..."be greedy when others are fearful"...

    Of course FD1K appears to have done very well timing the market over the years, not being sarcastic, I've seen some of his posts where he backs up his statements.

    Good Luck to All,

    Baseball Fan
  • The VIX shot up to over 37 yesterday but today it was back to under 30. That's why I'm not a robot and did nothing. VIX is only one main thing I'm looking at, I also look at the big picture and try to understand why/what.
    The people who buy when VIX is high are similar to the ones who buy when things go down. I don't buy falling knives, I wait for the rebound, and then I buy. How, when and the rest are part of the whole system. It's not a science, it's based on my decisions at that moment and the ability to reverse back quickly too if I made a "mistake". I also sold at the end of October last year but when risk was down I was fully invested within 3 days. That was a "mistake" but it's part of the system. I rather not lose too much at retirement.
  • edited January 2021
    Delete
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