HOFFMAN, WHITE & KAELBER FINANCIAL SERVICES, LLC

Investment managers & Financial Advisors

 

August 7, 2004

 

 

This is the August 2004 monthly Wealth Management newsletter from Hoffman, White & Kaelber Financial Services, LLC.  If you do not wish to be included in our circulation, please reply indicating your desire to be removed and we will be happy to oblige.  Alternatively, any of your friends or colleagues may receive this on a regular monthly basis by sending their name and email address to info@hwkfs.com. Feel free to forward this to any of your friends who may find it useful. Thanks for your interest and I hope you enjoy the letter.

 

How do you make financial decisions?  About spending? About investing?  About buying insurance?  Do you act on your emotions?

 

Or, do you make decisions by weighing the possibilities so as to increase your chances of achieving a desired result?  More often than not, we become overwhelmed by the stress of making financial decisions and go with our gut.  Impatience then steers us into making a hasty decision or, sometimes, deciding to take no action at all.  When things don’t go as planned, our favorite explanation is to ascribe it to luck, good or bad as the case may be.

 

If everything results from of luck, making financial decisions and managing life’s risks would be a meaningless exercise.  Invoking luck obscures truth, because it separates an event from its cause.  When we say that someone has fallen on bad luck, we relieve that person of any responsibility for what has happened.  When we say that someone has had some good luck, we deny that person credit for the effort that might have led to the happy outcome.  But how sure can we be?  Was it fate or choice that led to the outcome?

 

Until we can distinguish between an event that is truly random and an event that is the result of cause and effect, we will never know whether what we see is what we’ll get, nor how we got what we got!


As mentioned in our prior newsletters, we strive to provide articles on various aspects of wealth management to assist your understanding of why planning for the present and for your future has importance.  Yes, we also promote our services; yet, you will find that we always seek to present thought provoking topics that are relevant to our wide audience. 

 

In this letter we will try to help you develop an understanding that the essence of risk management lies in maximizing the areas where we have some control over the outcome while minimizing areas where we have absolutely no control because the relationship of cause and effect is not readily apparent or hidden from us.  Lastly, and as always, we will finish with an update on our investment activities.

 

Also, we are sorry that this month’s letter was late in coming.  With vacationing, preparing for my son – Hank – to go off to college and his need for emergency surgery due to appendicitis, I’ve fallen a little behind in preparing this month’s newsletter.

 

 

Not Enough Information!

While we may assemble big pieces of information and little pieces, it always seems that we can never get all the pieces together!  In addition, we often may never know for sure how good our information is either.  On top of that, this uncertainty always makes arriving at judgments so difficult and risky.

 

When information is lacking, we fall back on inductive reasoning and try to guess the odds.  Inductive reasoning often leads us to some curious conclusions as we try to cope with the uncertainties and risks we are left to take.  Nobel Laureate Kenneth Arrow has done some of the most impressive research on this phenomenon.  Early on, Arrow became convinced that most people overestimate the amount of information available to them.  The failure of economists to comprehend the causes of the Great Depression at the time demonstrated to him that their knowledge of the economy was “very limited”.

 

In an essay on risk, Arrow asks why most of us gamble now and then and why we regularly pay premiums to an insurance company?  The mathematical probabilities indicate that we will lose money in both instances.  In the case of gambling, it is statistically impossible to expect more than break even because the house edge tilts the odds against us.  In the case of insurance, the premiums we pay exceed the statistical odds that our house will burn down or that we will be burglarized.

 

Why do we enter into these losing propositions?  We gamble because we are willing to accept the large probability of a small loss in the hope that the small probability of scoring a large gain will work in our favor.  We buy insurance because we cannot afford to take the risk of losing our home to fire, or our life before our time.  That is, we prefer a gamble that has certain odds on a small loss and a small chance of a large gain versus a gamble of uncertain but potentially ruinous consequences for our family by saving cost and going without insurance.

 

In practice, however, insurance is available only when the Law of Large Numbers is observed.   This law requires that the risks to be insured must be both large in number and independent of one another, like successive deals in a game of poker.  It also means that insurance will only be available when there is a rational way, for the insurance company, to calculate the odds of loss.  Consequently, the number of risks that can be insured against is far smaller than the number of risks we take in the course of a lifetime.

 

In business, we seal a deal by signing a contract or by shaking hands.  These formalities prescribe our future behavior even if conditions change in such a way that we wish we had made different arrangements.  At the same time, they protect us from being harmed by the people on the other side of the deal.  Contracts protect us from unwelcome consequences even when we are coping with uncertainty.  Outside of business, people guard against uncertain outcomes in other ways.  They call a limousine service to avoid the uncertain ability of getting a cab or having to rely on public transportation.  They have burglar alarms installed in their homes.  Yes, reducing uncertainty can be a costly business.

 

How Much Information Is Enough?

Have you ever noticed that the way you make decisions involving gains and decisions involving losses may be different?  Where significant sums are involved, would you reject a fair gamble in favor of a certain gain?  Or, if the choice was different and involved loss, would your decision remain the same?  Also, are our decisions significantly swayed depending on the size of an expected gain or loss?

 

Academics believe that we display risk-aversion when we are offered a choice in one setting and then turn into risk-taking when we are offered the same choice in a different setting.  We tend to ignore the common components of a problem and concentrate on each part in isolation.  We have trouble recognizing how much information is enough and how much is too much.  We pay excessive attention to low-probability events accompanied by high drama and overlook events that happen in routine fashion.  If true, why is this so?

 

A 1979 paper on Prospect Theory describes an experiment showing that subjects were first asked to choose between an 80% chance of winning $4,000 and a 20% chance of winning nothing versus a 100% chance of receiving $3,000.  Even though the risky choice had a higher mathematical expectation (80% times $4,000 equaling $3,200), 8 out of 10 subjects chose the $3,000.  These people were risk-averse.  Then the subjects were offered a choice between taking the risk of an 80% chance of losing $4,000 and a 20% chance of breaking even versus a 100% chance of losing $3,000.  Now, 9 out of 10 chose the gamble, even though its mathematical expectation of a $3,200 was once again larger than the certain loss of $3,000.  When the choice involved losses, the subjects were risk-takers, not risk-averse.

 

These results, although understandable, are inconsistent with the assumptions of rational behavior.  The answer to the question should have been the same regardless of the setting in which it was proposed.  From the experiment, the authors conclude, “it is not so much that people hate uncertainty, but rather, they hate losing.”

 

University of New Orleans economics professor, Edward Miller, cites various psychological studies showing that the magnitude of an expected outcome significantly influences our decisions.  “Occasional large gains seem to sustain the interest of investors and gamblers for longer periods of time than [when experiencing] consistent small winnings.  That response is typical of investors who look on investing as a game and who fail to diversify; [because] diversification is boring.  Well-informed investors diversify because they do not believe that investing is a form of entertainment.”

 

If you were expecting this newsletter to discuss how probability works or how to predict the future, you may have come away disappointed.  My intent was to focus on how people make decisions under conditions of uncertainty and how we live with the decisions we have made.  Hopefully, the concepts touched upon will help you develop a more thoughtful approach in evaluating future risks you will face and those risks you will decide to take.

 

Why Do We Present You This Discussion On Risk?

 

At Hoffman, White & Kaelber Financial Services, our focus is to help our clients achieve a more certain future.  With our financial planning clients, our goal is to identify the most logical, balanced and efficient path to meet their desired lifestyle now and into the future.  And, our asset management clients gain comfort in our conservative strategy of seeking to control risk while carefully and methodically growing their investments.

 

 

Hoffman, White & Kaelber Financial Services Investment Performance Update

 

It looks like July 2004 signaled the beginning of a new market phase.  The Federal Reserve Bank began raising the Fed Funds rate by 0.25%; oil prices hit new highs; and, price volatility is increasing in the US and international equity and fixed income markets.  As stated last month, we consider this a major economic event and have already positioned both taxable and non-taxable client portfolios to accommodate this view.  Don’t fret!  This is the type of market environment that our controlled risk approach becomes appreciated most.

For the month ended July 31, 2004, our one-month performance is down 0.20%, our three-month return is up 0.77%, our one-year return is up 7.84%, and our average annualized return since inception is up 11.59%.  This was our second down month in the last seventeen.  While risk is increasing in most market sectors, our (since inception) risk profile has edged downward further to +/-7.16%.  This risk level remains conservatively low and is consistent with our strategy.  With our expectation that this statistic gains ever increasing importance, our Sharpe Ratio remains a very respectable 1.48.

 

About Measuring Risk and Sharpe Ratios

 

Investment pros borrow a tool from the statisticians—standard deviation—to measure investment risk.  It shows the range of returns that investments are likely to earn over a given period of time and it has two sides, the out-performance and the under-performance of an average rate of return.

 

The Sharpe Ratio is a commonly used measure of portfolio earnings quality.  In short, the Sharpe Ratio is a measure of return achieved per risk taken.  Sharpe ratios can be better than just looking at performance because it incorporates the issue of risk.  Some would say it is a measure of a manager’s ability to perform consistently.  The number by itself, however, is hard for many to understand without comparing it to something.

 

Let’s take a look at the S&P 500 Index for a quick comparison.  The Standard & Poor's 500 Index is usually considered the benchmark for US equity performance.  As the name suggests, the S&P 500 consists of 500 companies from a diverse range of industries. Contrary to popular belief, the S&P 500 is not a simple list of the largest 500 companies by market capitalization or by revenues.  Rather, it is 500 of the most widely held US-based common stocks, chosen by the S&P Index Committee for market size, liquidity, and sector representation.  For the last ten years, the Sharpe Ratio for the S&P 500 is less than 0.40 and it doesn’t look much better when looking over the past thirty years.

 

Are you familiar with Morningstar, Inc.?  They are a Chicago-based, global investment research firm, providing information, data, and analysis on the mutual fund industry. They say that a Sharpe Ratio of over 1.0 is "pretty good" and outstanding funds achieve something over 2.0.  Using this “yardstick”, we are more than pleased with our accomplishment to date.

 

For most investors, the Sharpe makes good intuitive sense because they not only hate to lose money but they often compare the returns to risk free investing.  You owe it to yourself to understand and consider this measure when making investment decisions.

 

 

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Research us on the web at www.hwkfs.com

 

 

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