Investing...


This page is an attempt to quantify my thoughts and strategies on investing, with the goals being to analyze and sharpen my own methods, and to provide guidelines for others travelling along the same path.

Personal Finances

Before even considering whether you should be investing, make sure that your personal financial house is in order, and by that I would suggest that as a minimum you have satisfied the following...

Pay Yourself First

Once your personal finances are in order, your next goal would be to get into the habit of regular savings. Depending on your budget, decide on a percentage of your income that you are going to save every month (be it 5% or 25%), and then treat that amount as a regular monthly bill that you are required to "pay" along with your other monthly bills. Setting up automatic investment programs that deduct money right out of our checking account will make this process almost painless once you get used to the idea of that money not being around for you to spend. If you're not familiar with the power of compound interest, take a look at these tables, which show how quickly your money will grow given a certain rate of return and number of years. Money which you will need to spend in the next few years should NOT go into your investment accounts, as you don't want to be caught in a market down turn just when you need the cash to pay for a car, school or whatever. That short-term money should just be lumped in with your cash reserves. As to where all this investment money you're saving is actually going, there are two distinct types of accounts you will have:

Risk vs Reward

So where exactly do you invest the money in your investment accounts for the greatest return? One iron-clad rule of investing to keep in mind is that high returns equals high risk. Putting all of your money into one high-flying technology stock might provide spectacular returns, but it may also bring equally spectacular losses. On the other hand, putting all of your money in a savings account is very low risk, but that low-risk investment also brings very low returns, and may not even keep up with inflation. Finding the right mix of risk and reward for you will involve some serious personal assesments of how much risk you are willing to take, and it may take some time for you to find the right balance that still lets you sleep at night.

Modern Portfolio Theory

After dabbling in many investment stategies over the years (with mixed success), I've finally settled on one that seems to promise the highest returns with the lowest risk, and that is one based on Modern Portfolio Theory (MPT), a 1990 Noble Prize winning theory discovered by Harry Markowitz. In a nutshell, MPT describes how dividing your investments into non-correlated asset classes can lower its overall risk while at the same time increasing the overall return. Having non-correlated asset classes means that when one asset class is going down, another would be going up, and that by having the correct proportion of your investment in each asset class you can hit a point where your risk as measured by standard deviation is minimized and return is maximized. How you actually choose which asset classes to invest in, and in what percentages, is the tricky part of MPT. I would strongly recommend spending some time reading about MPT, and a terrific starting point would be an online book called "Investment Stategies from the 21st Century". Another would be a fantastic book by William J. Bernstein called "The Intelligent Asset Allocator". Mr. Berstein also maintains a web site filled with content (including the first two chapters of his book) at Efficient Frontier.

Tracking the Indexes

After deciding on an allocation strategy, it is then just a matter of deciding where exactly to put your money so that it can track the different asset classes.

One way to do it is by buying mutual funds that track an index. You can sign up with a mutual fund family like Vanguard Group or Dimensional Fund Advisors (DFA), both of which have a terrific selection of indexed mutual funds with very low expense ratios, and then spread your money between the different funds in that family.

However, I uses another investment vehicle instead of mutual funds, and that is something called an Exchange Traded Fund (ETF). These act like mutual funds, but trade like a stock on the exchanges, so you need a brokerage account to buy them (I use TD Ameritrade). Using a brokerage account lets you buy any mutual fund, ETF, or stock you want, so you are not restricted to one particular fund family. Below you can see the ETFs that I use in my accounts, and you can now find an ETF for almost any asset category you can think of.

MPT Asset Allocation

After digesting the above reading, I then had to decide exactly how I was going to divide up my funds. For someone at my age and risk tolerance level, I decided to maintain a 20-25% level of bonds, split equally between US and International bonds. The stock portion I then split equally between US stocks and international stocks, as the US makes up roughly 50% of the total world stock value. The table below shows my current breakdown, and a list of the ETFs I'm using to make up each category. Note that some categories are further subdivided into US/International/Emerging, large cap/small cap, and value components.
Asset Pct Sub-Asset Sub-Pct Exchange Traded Fund (ETF)
US Stocks30%
Large Cap15% VTI, VTV
Small Cap15% VB, VBR
International Stocks30%
Developed20% VEA, EFV, SCZ, DLS
Emerging10% VWO, DEM, DGS
Bonds22%
US11% BSV
International11% BWX
REITs10%
US/Intl/Timber10% VNQ, RWX, PCL, RYN
Commodity Futures8%
DJ-AIG8% DBA, DBB, DBE, DBP
Investing in even just the first three main asset categories should give you lots of diversification, and the others I'm using should provide even more non-correlated assets without too much more complication. The Coffeehouse Investor has another recommended allocation which may be of interest.

More on Bonds

Instead of buying a bond fund, you can also buy and hold bonds individually, but given the risk in holding individual issues, I would limit the bonds to US treasury issues. I buy TIPS (see Andrew Tobias write up) for tax-sheltered accounts, and I-Bonds (see Andrew Tobias write up) for non tax-sheltered accounts.

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e-mail to carl@griceland.com