back to indexBogleheads University 501 2023 - Retirement Portfolio Designs with Dana Anspach
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Now our next talk must be the most important one 00:00:13.880 |
Most of the presentations today are 20 to 25 minutes. 00:00:17.440 |
This one's a full 30, so it must be really good. 00:00:21.180 |
Dana Ansbach is the founder and CEO of Sensible Money. 00:00:26.920 |
She has been named to the top 100 most influential 00:00:34.920 |
She's been writing on retirement related topics since 2008, 00:00:46.540 |
and the author of the books, Control Your Retirement Destiny 00:00:49.360 |
and Social Security Sense, available on Amazon. 00:00:51.520 |
She's been practicing as a financial planner since 1995 00:00:55.560 |
and really has focused on people in their 50s and 60s 00:01:00.800 |
a different type of planning than those of us 00:01:24.640 |
And we're gonna hear some of that debate later today, 00:01:30.080 |
is that when you get to the decumulation phase, 00:01:32.720 |
that point in time where you have to live off your acorns, 00:01:37.280 |
The best analogy I've heard is it's like you go out 00:01:42.920 |
You go in, you have lunch, come out of the clubhouse, 00:01:49.320 |
Different risks that you're exposed to in retirement. 00:01:52.960 |
And so, there are ways that you can structure 00:02:01.620 |
I wanna start off and ask what are the biggest, 00:02:21.400 |
Is it the actual investment or portfolio returns? 00:02:27.360 |
I think you have to take a step back even further 00:02:37.700 |
Is it being able to have the income or lifestyle 00:02:43.240 |
Is it being able to have the security of knowing 00:02:45.880 |
that that income will be there as long as you live? 00:02:49.800 |
Is it being able to know that should you need 00:02:54.360 |
that you have enough assets remaining to cover those costs? 00:02:57.720 |
There's a lot of different ways that we define outcomes. 00:03:03.220 |
And what I would love to see more of in our industry 00:03:08.640 |
is clarity around what's the advice we're talking to 00:03:14.760 |
So, there's a lot of debate about specific advice, 00:03:34.680 |
When we look at the traditional way of defining outcomes 00:03:43.400 |
And along the horizontal axis, you have risk, 00:03:46.040 |
and along the vertical axis, you have potential returns. 00:03:49.200 |
And as you start to add stocks to the portfolio, 00:03:52.320 |
over the past, we can see that our returns have been higher. 00:03:55.960 |
The numbers you're seeing at the bottom of the slide 00:04:03.460 |
where they're saying if you had 100% stock portfolio, 00:04:18.480 |
you can see what is the worst one-year return 00:04:24.120 |
Well, if your outcome was to maximize returns 00:04:27.800 |
you might say 100% stock portfolio is the way to go. 00:04:32.800 |
I don't know when I might need to use the funds 00:04:39.440 |
you might say, well, 100% bonds is the way to go. 00:04:42.040 |
It really depends on what is your primary outcome. 00:04:46.240 |
The traditional way of constructing portfolios 00:04:48.840 |
maps different portfolios on the sufficient frontier 00:04:54.240 |
as measured by usually short-term volatility, 00:05:01.000 |
and what portfolio maximizes potential return 00:05:37.000 |
Those returns happen in exactly the opposite order. 00:06:02.160 |
Maybe it's a delayed Social Security strategy, 00:06:04.440 |
so they're gonna take 50,000 out of their portfolio 00:06:21.120 |
But if those returns happen in the opposite order, 00:06:32.160 |
And if you compounded that poor sequence of returns, 00:06:37.400 |
that undesirable sequence of returns over time, 00:06:47.540 |
where the person has substantially less money left, 00:06:55.140 |
this debate often turns into the way we frame returns. 00:07:27.380 |
that's gonna determine your success in retirement. 00:07:30.000 |
The paper I really love on this topic is by Jim Sandage. 00:07:35.100 |
This is available on the Social Science Research Network. 00:07:42.660 |
where the orange bars represent 100% stock portfolio. 00:07:46.980 |
This is from 2000 to 2015, so we're looking at 15 years. 00:07:54.840 |
and that withdrawal rate's going up by 3% a year. 00:08:00.460 |
has an average return, no fees, of 6.1% a year. 00:08:05.900 |
He contrasted that with a 100% fixed income portfolio 00:08:16.660 |
while it also declined in value fairly substantially, 00:08:33.100 |
The solutions that work for retirement income 00:08:40.700 |
He even says that using some of the same tools 00:08:42.980 |
that you use in accumulation might be dangerous. 00:08:50.740 |
what are the factors that he says are most important? 00:08:54.060 |
Well, he makes the case that beating the index 00:09:11.740 |
that can help minimize the impact of a worst case scenario. 00:09:30.140 |
you would have average remaining assets to pass along. 00:09:50.660 |
It's from a paper on the Retirement Income Institute. 00:09:55.220 |
And on the vertical axis, he has average remaining assets. 00:10:00.300 |
he's framing it in terms of the percentage chance 00:10:03.900 |
that you would not meet your desired level of spending. 00:10:30.540 |
that you're not going to meet your desired level of spending 00:10:40.020 |
Now, again, I'm not showing this slide to say, 00:10:42.300 |
"Oh, you should all run out and add income annuities." 00:10:45.020 |
I am illustrating that there are portfolio designs 00:11:16.220 |
which I did email and dialogue with him before, 00:11:23.980 |
and I wanted to make sure that he still stood by this research. 00:11:27.100 |
You know, "Has anything changed, and is it okay if I use it?" 00:11:29.740 |
Because I'm not a researcher. I'm a practitioner. 00:11:32.220 |
What I do is take this research and figure out, 00:11:34.340 |
"How do I actually apply it in the real world?" 00:11:43.460 |
So in this article, he talks about time segmentation 00:11:50.180 |
I like to refer to them as rolling income ladders 00:11:56.740 |
You could use CDs. You could use fixed annuities. 00:12:03.980 |
Now, he compares a traditional, basically 60% stock -- 00:12:08.820 |
it's 60.8 in this article, 39.2% fixed income allocation -- 00:12:20.180 |
And he wants to compare that against using bond ladder strategies. 00:12:24.580 |
And in this case, it was a 10-year bond ladder. 00:12:27.980 |
And so at the very bottom, the lighter gray color 00:12:35.460 |
Well, let's say you started off with a 10-year bond ladder. 00:12:47.860 |
to cover the first 10 years of my withdrawals. 00:12:52.340 |
in the amount of $50,000 a year every year for 10 years. 00:12:55.740 |
That would take up about half a million of my portfolio. 00:12:58.300 |
The other half a million would be invested in growth, 00:13:16.140 |
So I always had a 10-year runway ahead of me. 00:13:22.220 |
or rolling ladder approach only goes one way. 00:13:31.060 |
You know, you could rebalance either direction 00:13:41.700 |
is there anything magic about the actual bond ladder? 00:13:52.260 |
that would have resulted if I did the bond ladder, 00:13:58.460 |
And so with the automatic rolling bond ladder, 00:14:01.220 |
it performed worse than if you just rebalanced. 00:14:14.740 |
So then you get into the teal, the next color up, 00:14:20.220 |
meaning I would only extend from stocks to bonds 00:14:33.100 |
did better than the equivalent matching total return. 00:14:36.980 |
A little bit better, not substantially better. 00:14:40.500 |
Then we get into the set of dashed gray lines 00:14:54.460 |
especially when you look at the 30-year mark. 00:14:58.780 |
And if you're a do-it-yourselfer, it's easy to implement, 00:15:04.700 |
So that's pretty nice to see in this research. 00:15:07.980 |
And then you have the personalized rolling ladders, 00:15:10.740 |
which says I'm gonna build this income ladder 00:15:14.220 |
and benchmark it against my personal glide path, 00:15:17.660 |
and I'll show you what that looks like in a minute, 00:15:24.020 |
to know that your portfolio will last for life, 00:15:36.900 |
It's not necessarily based on what the market's doing. 00:15:43.620 |
And that had the highest probability of success, 00:15:47.380 |
especially as you get out into longer time frames. 00:15:54.900 |
So if I just rebalanced to that same allocation, 00:15:58.220 |
and what actually happens in this personalized ladder 00:16:03.100 |
you actually end up with a slightly higher stock allocation 00:16:15.060 |
about actually having the bond ladder in place. 00:16:18.380 |
There's a lot of behavioral aspects that are talked about, 00:16:28.660 |
of their portfolio versus a growth portfolio. 00:16:40.820 |
it would be really hard to have known what to rebalance to, 00:16:47.140 |
It was an allocation that was specifically driven 00:16:49.900 |
from a personal benchmark and a personal plan. 00:17:00.780 |
that can increase your probability of success. 00:17:05.860 |
So when I think of the keys to great outcomes, 00:17:10.980 |
and then it's aligning your portfolio methodology 00:17:17.940 |
this is an example of planning out cashflow by account. 00:17:23.780 |
you see Social Security income beginning in two years 00:17:40.020 |
There's about a six-year age difference between the two. 00:17:54.740 |
about how those withdrawals by account type were derived. 00:18:05.340 |
more than I actually needed to consume that year, 00:18:08.180 |
the software has to do something with that $100. 00:18:11.900 |
It's if I actually withdrew a little bit more money 00:18:19.180 |
here's our total cashflow available to retirement. 00:18:28.460 |
you have to customize the assumptions to you. 00:18:45.220 |
but they're slowing down to an inflation rate of 2%, 00:18:51.180 |
Because when we look at actual retiree spending habits, 00:18:54.320 |
there are the go-go years, the slow-go years, 00:18:56.540 |
and then what are referred to as the no-go years. 00:18:59.900 |
And you can reflect that in the types of assumptions 00:19:03.460 |
Medical expenses are using a 5% inflation rate, 00:19:06.180 |
and we also have a specific column for big-ticket items, 00:19:11.700 |
And we find that the frequency of auto purchases 00:19:13.980 |
slows down as people enter their later retirement years, 00:19:23.780 |
after-big-ticket is what most people want to know. 00:19:27.100 |
You know, what do I have to spend each month? 00:19:29.060 |
You know, after-car purchases and after taxes are paid. 00:19:32.820 |
And that is going up based on the customized inflation 00:19:37.500 |
And then over on the right, if the portfolio averages a 5% 00:19:42.620 |
charting out what are the average remaining assets, 00:19:47.980 |
after all of the withdrawals have been taken. 00:19:54.060 |
then you can customize your portfolio methodology 00:20:00.100 |
So when we look at these specific withdrawals, 00:20:02.260 |
I'm going to spend down that non-retirement account first. 00:20:05.540 |
And in the background, there's Roth conversions 00:20:09.180 |
Wade's going to talk about that in a few sessions. 00:20:12.700 |
But if you've tax-optimized the withdrawals, and you've said, 00:20:16.060 |
well, here's the most tax-efficient way for me 00:20:22.220 |
can help dictate the allocation of that specific account. 00:20:27.780 |
that will have each account balanced 60/40, for example, 00:20:32.460 |
But in this case, if I'm never going to touch Sam's Roth, 00:20:35.580 |
I'd probably have it 100% invested in equity. 00:20:38.540 |
And if I'm going to use all of my non-retirement account 00:20:42.740 |
going to ladder it into CDs or Treasury bills 00:20:47.260 |
And then the two IRA accounts are likely going to be 00:20:54.420 |
allows you to, as I describe it, create a job description 00:20:59.340 |
And then you're matching the allocation design 00:21:02.300 |
of that account to its specific job description, 00:21:10.140 |
Now, if I wanted to add an income annuity in, 00:21:13.140 |
then I might look at Sally's IRA and say, wow, 00:21:20.420 |
So maybe if I were going to place an income annuity 00:21:23.260 |
into this portfolio, I would do it within Sally's IRA 00:21:27.060 |
because I'm not changing the tax consequences of the portfolio. 00:21:30.620 |
I've already optimized my withdrawals based on that. 00:21:33.940 |
So I might run out and say, well, how much of Sally's IRA 00:21:37.340 |
would it take if I wanted to generate a guaranteed $30,000 00:21:41.180 |
a year and add that into my retirement portfolio? 00:21:45.340 |
If I wanted to use an income ladder, a personalized income 00:21:53.540 |
and help me decide how much should be allocated to that. 00:21:58.740 |
So a little more deep dive on the income ladder, 00:22:06.300 |
But that's because I don't have the luxury of saying, well, 00:22:13.400 |
When you're running a firm and have a fiduciary responsibility, 00:22:22.460 |
in a way that gives them the highest probability of success, 00:22:26.020 |
at least based on what the research shows today. 00:22:31.520 |
as predictable cash flow paired with a growth bucket. 00:22:44.900 |
And Wade talked about some of the different ways to do that. 00:22:49.700 |
One of them was his personalized rolling ladder. 00:22:52.260 |
And that is based on the work of asset dedication, which 00:22:57.260 |
This is a personalized plan where the dashed white lines 00:23:02.380 |
represent what's called the critical path, the minimum 00:23:06.940 |
to have remaining for their plan to work for life. 00:23:15.600 |
How can you make it so my last check bounces? 00:23:20.220 |
because I don't know how long you're going to live. 00:23:28.140 |
But the yellow line tracks their actual portfolio 00:23:31.820 |
And when the yellow line is ahead of the dashed white line, 00:23:45.500 |
So whenever your portfolio exceeded your starting 00:23:48.460 |
portfolio value, you would extend the income ladder. 00:23:56.720 |
And I'm hopeful he'll come out with that research pretty soon 00:24:12.900 |
Well, traditionally, we use something like the economy car 00:24:17.100 |
on the bottom, which is a risk-adjusted return 00:24:40.900 |
but what would an all-weather portfolio look like? 00:24:47.820 |
to maximize the minimum gain or to maximize the outcome 00:24:55.500 |
Meaning if I got a worst-case decade in equities, 00:25:07.260 |
So I'm using the research of asset dedication 00:25:10.640 |
from an article published in the Journal of Financial Planning. 00:25:20.700 |
if you wanted to add income annuities or bond ladders. 00:25:23.460 |
And now you're looking at, is there a different way 00:25:38.780 |
We're going to look at risk-adjusted returns. 00:25:40.820 |
And four is what's referred to as mini-max, which 00:25:43.600 |
is a concept that comes out of gaming theory and says, well, 00:25:48.280 |
going to hold up the best in a worst-case scenario? 00:25:50.840 |
For those who want all of the deep dive research, 00:25:58.920 |
They pulled all the return data from the Kenneth French Data 00:26:08.720 |
So we have our S&P. And in a worst-case scenario, 00:26:13.680 |
there was 40 different time horizons studied. 00:26:25.860 |
And so we see, as we know, the average return for the S&P 00:26:32.240 |
And the average would study all of the rolling one-year time 00:26:48.120 |
Now, I can't remember what the allocation of this portfolio 00:26:51.400 |
was, but it might have been like 100% small cap value. 00:26:54.880 |
So it would have been something like a one-asset class 00:27:01.160 |
Now, again, it took 15 years for our worst case to get above zero. 00:27:07.160 |
15 years is a long time if you're in retirement. 00:27:14.920 |
And so if I'm more than 15 years away from retirement 00:27:26.400 |
I think the first year I would even conceive of retirement 00:27:45.040 |
And so I will slowly build out my bond ladder 00:28:01.080 |
before our worst case scenario rose above zero. 00:28:05.800 |
But our average return when we got out to about 10, 00:28:13.240 |
was higher than just the S&P or just our other scenarios. 00:28:31.800 |
So half the time, which again, if you're retired, 00:28:40.480 |
is substantially lower than most of the other strategies. 00:28:55.400 |
But there are strategies that can help hedge different risks. 00:29:10.640 |
you need to understand that in a worst case scenario, 00:29:24.080 |
Some people want to spend as much as possible 00:29:26.240 |
early in retirement and really do are like, my kids are fine. 00:29:37.200 |
Evaluate income ladders and annuities in their ability 00:29:42.640 |
And evaluate portfolios relative to the goal, 00:29:49.120 |
What I still see a lot of, and I mentioned this earlier, 00:29:53.000 |
is comparing returns of one strategy to another. 00:29:56.000 |
And what I would love to see more of in retirement, 00:29:59.120 |
particularly when we're talking about the decumulation space, 00:30:10.040 |
And I really think that can help shift the conversation 00:30:12.640 |
and make so much of what we see out there a little more clear, 00:30:18.600 |
And then we'll be able to put it in its right place