Investing, economics, finance and random thoughts.
Sour Grapes…
The Permanent Portfolio allocation sometimes gets criticized for not following standard investing dogma. One critic stated:
Why not wonder why none of the financial authors or academics endorse it?
Because they’re too busy defending their own pet portfolios and theories. I’ve seen plenty of bad advice from financial authors and academics. And the thing is, they will never admit they are wrong no matter how much money they lose for people who listen to them.
In fact, last year I disposed of a pile of investment books that were chock full of bad advice. They were going to the recycler because I felt it better they be turned into toilet paper than have them wreck the hard earned savings of someone who happened to read them.
Fundmentally I’m an index fund investor. Harry Browne’s advice has many aspects to it that differ somewhat with what many people read from other index fund authors and academics:
- He advocates fixed allocation percentages with rebalancing bands instead of altering stock/bond mix as one ages.
- He advocates using gold in the portfolio for inflation protection instead of Treasury Inflation Protected Securities (TIPS).
- He advocates using Treasury Long Term bonds in the portfolio instead of short/intermediate bonds or the Total Bond Market index.
- He advocates only holding US Treasury bonds to avoid credit risk.
- He advocates holding a good amount of funds in cash to buffer during recessions.
However there are similarities with what many index fund authors and academics state:
- He advises using only index funds for the stock allocation.
- He advises to never try to time the markets.
- He advises that the future is unpredictable and you should ignore market prognosticators.
- He advises to “stay the course” and stick to your rebalancing bands no matter what you think may happen in the markets.
- He advises to have an investment plan so you can deal with market uncertainty and not have your money run your life because you are worrying about it all the time.
Overall I’ve never seen anything in Harry Browne’s advice that I would call “bad”. His advice may be conservative, but it’s not going to get someone into big trouble.
When I read posts on the Internet that criticize Harry Browne and the Permanent Portfolio I have to ask why? Because he was right? Because he advocated a portfolio allocation for many years that was basically unchanged? Because he allowed people to invest and earn acceptable returns with low risk? Because gold sometimes outperforms stocks in a diversified portfolio when academic theory says it shouldn’t? Because people who took credit risk on their bonds instead of owning Treasuries weren’t rewarded as they thought they should be? Because a portfolio that equally weights different assets can match the returns of a conventional stock-heavy allocation with significantly less risk and volatility?
Their criticisms basically amount to: “I don’t care that the portfolio allocation works. All I know is that these academics and authors say it shouldn’t, therefore it’s bad.”
Sounds like sour grapes to me.
| Print article | This entry was posted by craigr on May 19, 2009 at 3:07 pm, and is filed under Investing. Follow any responses to this post through RSS 2.0. Both comments and pings are currently closed. |
Comments are closed.
about 1 year ago
Seems like you and Medium Tex have done a great job over at Bogleheads maintaining an ongoing discussion on the PP. I’ve only recently found it and don’t really have a portfolio yet, but when I do I’ll be ascribing to HB’s logic. Just wanted to say thanks again and keep up the good work.
about 1 year ago
Hi Arc,
Do your research and read other ideas as well. Browne may not have all the answers, but his ideas are pretty well thought out and tested in the real world.
about 1 year ago
I agree with Arc, Craig, that you’ve done a great job informing people about the PP. What’s interesting about many advisors and investment gurus is they know that 90% of anyone’s returns come from proper asset allocation, not stock (or sector) selection, yet they will criticize the PP even though this is the epitome of proper asset allocation.
Though I like this portfolio and have 25% of my money in gold and equities each, I still keep my fixed income allocation in municipal bonds because I’m in the highest tax bracket. I understand intuitively why this may not be the best, but the VWIUX earned 4.59% tax free last year. Obviously 30 year Treasuries would have been better, but I can’t get over the mental hurdle of owning taxable bonds, especially given the fact I’ll be in the 40% tax bracket soon!
Thanks again Craig for the great blog!
Ray
about 1 year ago
I’ve read most popular index fund advisors. Some of them recommend buying emerging market bonds and junk bonds. Others advocate holding expensive and opaque collateralized commodity futures. Another was advising people to put 20% of their money into REITs in 2006 (at just about the peak of the real estate market!).
Yet somehow you’ll have critics saying that Browne’s fairly conservative approach and advice is “riskier” than these other activities. It boggles the mind.
Re: bonds
You need to do what is comfortable with you. It’s obvious you understand the risks/reward involved so if you are happy with your decision I can’t fault you (although I can still rib you over it
)
about 1 year ago
Thanks Craig. I showed my dad HB’s book and he has 100% of his retirement assets invested this way and is very happy. Like Harry said, people who invest like this really won’t be too concerned with market moves because at least one of their assets will be doing well.
I like the allocation and do it with my 401(k) thru the fund, but can’t get over the tax free muni mental hurdle with my taxable money. You do a great job defending this portfolio on Bogleheads!
Ray
about 1 year ago
I enjoy reading your posts, Craig. I think you outline the idea of Harry Browne’s PP in plain English ordinary folks can comprehend. I’m trying to follow the PP allocation, but since over 50% of my portfolio is in a lousy 401(k) I am forced to keep my fixed income in FTBFX, Fidelity’s active total bond fund. So I have to live with the credit risk of corporate and high yield bonds.
Thanks for keeping the PP idea alive!
foglifter
about 1 year ago
A lot of “scientifically optimized” portfolios that never had a bad calendar year in backtesting, had a terrible 2008.
The seemingly naive 1/N allocation is actually quite smart. Of course, it helps if the N are as different from each other as possible.
Regarding munis…Browne’s view was that the tax benefit is illusory. There is no real benefit after accounting for differences in yield, credit risk, call risk, illiquidity, etc.
about 1 year ago
“A lot of “scientifically optimized” portfolios that never had a bad calendar year in backtesting, had a terrible 2008.”
Yep. I think what Browne and Coxon got really right was to look at the economic cycles as a driver of asset classes and not the correlations of asset classes alone.
Some have been critical that the economic factors that drive the returns may not always be correlated to the asset classes in the future. This is possible.
Yet in 2008, just like clockwork, when deflation was in the air the asset tuned to do best in deflation (LT Bonds) went into orbit just as economic theory would suggest.
So it seems the economic correlations have survived to fight another day.
Re: Munis
You are right. Those are exactly Browne’s thoughts on the subject as I understood them. You are taking on these risks for potentially little after-tax gains. Right now we’re seeing California on the verge of insolvency (again??). I doubt the Feds will let it happen, but it does show that credit risk at the muni level (even in a powerful economy like California’s) is very real.
about 1 year ago
Foglifter,
You do your best with the tools you have. Any diversification is better than none at all.
about 1 year ago
Obviously, back-testing doesn’t insure anything, but I was playing around with Simba’s spreadsheet (found here: http://www.bogleheads.org/forum/viewtopic.php?t=2520 ) and came up with something interesting.
Using the default settings on the Portfolio page, if you set an additional variable as the maximum portfolio allocation and then run Excel Solver to maximize the Real Sortino Ratio (a measure of risk adjusted return) with only allowing any one asset to have 25% of your total allocation (don’t put all your eggs in one basket), this is the portfolio that you end up with:
3% US Small Cap Value
25% Emerging Markets
6% International Pacific
25% Long Term Government Bonds
24% 5 Year T-Bills
18% Gold
Wow! That seems an awful lot like the Permanent Portfolio, especially if you consider Harry Browne’s early advice of going for riskier stock investments (if I am remembering correctly). He was crazy like a fox.
about 1 year ago
I think that Harry Browne was that rarest of things–a true genius. His insights about investing, human nature, government and freedom are timeless and utterly sound.
The fact that every manner of slicing and dicing of the PP shows that it performs as promised just makes Harry Browne’s intuition that much more impressive to me.
It is a real privilege to me to be able to share HB’s ideas with others, since so few people are familiar with his thinking and personality. I suspect craig feels the same way.
about 1 year ago
MediumTex,
Wish I’d found out about Browne many years earlier. His advice would have saved me a tremendous amount of money. Funny thing is I voted for him twice for President but had absolutely no idea about his finance background.
about 1 year ago
Re: Rbowling,
I really think in the long run that a conservative strategy like the Permanent Portfolio will probably beat more aggressive stock strategies. There is more to investing than trying to get smoking hot returns every year. You need to actually have a plan you could live with when things aren’t going well. Unfortunately many investing portfolios that seem great today quickly lose their appeal after they dish out a heavy loss. I think there needs to be a balance between absolutely best theoretical returns and safety. I think the PP allocation is “good enough” to not need much tweaking.