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Asset Allocation for Optimal Portfolio Performance

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silvio
11 diapositives · 211 Views · Aug 14, 2014

Understand the importance of asset allocation to meet financial goals by combining stocks, bonds, and cash in a portfolio. Explore historical portfolio performance and risk analysis to make informed investment decisions.

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Asset Allocation for Optimal Portfolio Performance
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  1. Portfolio Performance Securities offered through Lincoln Financial Advisors Corp., a broker/dealer,1300 S. Clinton Street, Fort Wayne, IN 46802-3506, Phone 800-454-6265.Insurance offered through Lincoln affiliates and other fine companies.Lincoln Financial Group is the marketing name for Lincoln National Corporation and its affiliates. CRN200510-1003374

  2. What is asset allocation? Asset allocation is the process of combining asset classes such as stocks, bonds, and cash in a portfolio in order to meet your goals. Stocks Bonds Cash

  3. Long-term portfolio performanceYear-end 1925–2004 $10,000 Endingwealth Averagereturn 100% stocks $2,533 10.4% 75% stocks/25% bonds $1,323 9.5% $1,000 50% stocks/50% bonds $573 8.4% 25% stocks/75% bonds 100% bonds $206 7.0% $100 $62 5.4% $10 $1 $.10 1925 1935 1945 1955 1965 1975 1985 1995 2004 Hypothetical value of $1 invested at year-end 1925. Assumes reinvestment of income and no transaction costs or taxes.

  4. 100% stocks 75% stocks/25% bonds 50% stocks/50% bonds 25% stocks/75% bonds 100% bonds 20-year portfolio performanceYear-end 1984–2004 $100 Endingwealth Averagereturn $11.99 13.2% $10.08 12.2% $10 $8.19 11.1% $6.45 9.8% $4.92 8.3% $1 $.10 1984 1989 1994 1999 2004 Hypothetical value of $1 invested at year-end 1984. Assumes reinvestment of income and no transaction costs or taxes.

  5. Highest return Lowest return Annual portfolio performance 1993 1994 2000 2001 2002 2003 2004 1991 1992 1995 1996 1997 1998 1999 1990 100% Bonds 100% Stocks 100% Bonds 100% Stocks 100% Bonds 100% Stocks 9.7 30.5 7.7 1.3 37.4 23.1 33.4 28.6 21.0 12.6 7.6 12.9 28.7 10.9 11.2 25% Stocks 75% Bonds 25% Stocks 75% Bonds 75% Stocks 25% Bonds 75% Stocks 25% Bonds 25% Stocks 75% Bonds 75% Stocks 25% Bonds 6.6 26.9 11.0 -0.3 32.0 17.6 26.9 24.4 15.1 7.0 2.9 3.6 21.8 8.7 7.6 50% Stocks 50% Bonds 3.4 23.1 7.5 10.7 -1.9 26.8 12.3 20.5 19.9 9.3 1.5 -2.0 -5.3 15.1 6.6 75% Stocks 25% Bonds 75% Stocks 25% Bonds 25%Stocks 75% Bonds 25% Stocks 75% Bonds 75% Stocks 25% Bonds 25% Stocks 75% Bonds 0.1 -3.9 19.3 7.4 10.3 -3.5 21.7 7.1 14.4 15.1 3.7 -6.9 -13.9 8.6 4.4 100% Stocks 100% Bonds 100% Stocks 100% Bonds 100% Stocks 100% Bonds -3.2 15.5 7.2 10.0 -5.1 16.8 2.1 8.4 10.2 -1.8 -9.1 -11.9 -22.1 2.4 2.3

  6. Stocks Bonds 10.4% 162.9% -67.6% 26.5% 36.1% -17.4% 11.7% 21.4% -4.9% 3.5% 9.5% 118.7% -55.7% 24.0% 29.0% -11.5% 7.6% 17.8% -1.3% 0.6% 8.4% 77.8% -40.7% 19.4% 22.2% -6.1% 5.3% 16.2% 1.5% 0.0% 7.0% 40.9% -22.0% 11.4% 20.0% -1.2% 0.3% 14.9% 3.3% 0.0% 5.4% 32.7% -5.6% 8.2% 19.5% 0.7% 0.0% 13.7% 1.2% 0.0% Portfolio summary statistics Rolling periods range of returns 1926–2004 Holding period 12-month 60-month 120-month Average return Highest return Lowest return Negative periods Highest return Lowest return Negative periods Highest return Lowest return Negative periods 100% 25% 75% 50% 50% 25% 75% 100%

  7. Compound annual return 10.4% 9.5% 8.4% 7.0% 5.4% Reduction of portfolio risk over time 1926–2004 200% 12-month holding periods 175% 60-month holding periods 150% 120-month holding periods 125% 100% 75% 50% 25% 0% -25% -50% -75% -100% 100% bonds 100% stocks 50% stocks 50% bonds 75% stocks 25% bonds 25% stocks 75% bonds Each bar shows the range of compound annual returns for each asset class over the period 1926–2004.

  8. Stocks and bonds: risk versus return 1970–2004 13% maximum risk portfolio –100% stocks 80%20% 12% 60%40% 50%50% 11% Return 25%75%– minimum risk portfolio 10% 100% bonds 9% 10% 11% 12% 13% 14% 15% 16% 17% 18% Risk Risk is measured by standard deviation. Return is measured by arithmetic mean. Risk and return are based on annual data over the period 1970–2004. Portfolios presented are based on modern portfolio theory.

  9. 0 5 10 15 20 25 30 35 Simulated portfolio performance 50% chance of this scenario 100% stocks $1,000,000 75% stocks/25% bonds 50% stocks/50% bonds 25% stocks/75% bonds $500,000 100% bonds $100,000 $50,000 $10,000 Years into retirement Assumes a $35,000 initial annual withdrawal from a $500,000 portfolio, adjusted annually for inflation thereafter. Historical 1926–2004 return, risk, and inflation for the portfolios were used. Assumes reinvestment of income and no transaction costs or taxes.

  10. 0 5 10 15 20 25 30 35 Simulated portfolio performance 25% chance of this scenario 100% stocks $1,000,000 75% stocks/25% bonds 50% stocks/50% bonds 25% stocks/75% bonds $500,000 100% bonds $100,000 $50,000 $10,000 Years into retirement Assumes a $35,000 initial annual withdrawal from a $500,000 portfolio, adjusted annually for inflation thereafter. Historical 1926–2004 return, risk, and inflation for the portfolios were used. Assumes reinvestment of income and no transaction costs or taxes.

  11. 0 5 10 15 20 25 30 35 Simulated portfolio performance 10% chance of this scenario 100% stocks $1,000,000 75% stocks/25% bonds 50% stocks/50% bonds 25% stocks/75% bonds $500,000 100% bonds $100,000 $50,000 $10,000 Years into retirement Assumes a $35,000 initial annual withdrawal from a $500,000 portfolio, adjusted annually for inflation thereafter. Historical 1926–2004 return, risk, and inflation for the portfolios were used. Assumes reinvestment of income and no transaction costs or taxes.