Inaugural Study by Putnam Institute Finds That Optimal Equity Allocation in Retirement Portfolios Should Be Significantly Low...
June 28 2011 - 11:30AM
Business Wire
Putnam Investments today announced the launch of the Putnam
Institute, which will conduct rigorous research on investment
theory and practice related to retirement and educational savings
and the provision of lifelong income, to advance discussion and
ultimately provide solutions in the retail, institutional and
defined contribution markets.
At an event today in New York City, the Institute released its
first study, by Research Director, Dr. W. Van Harlow, “Optimal
Asset Allocation in Retirement: A Downside Risk Perspective.” The
study arrives at a series of conclusions that challenge
conventional industry wisdom and practice, including:
- Most lifecycle fund offerings in
today’s market are too aggressive in their equity exposures: The
appropriate range of equity allocation in retirement is between 5%
and 25% (if an investor’s primary goal is to not outlive his or her
assets);
- Once an investor begins net
withdrawals, the greatest risk to his or her portfolio becomes a
potentially unfavorable “sequence of returns” — not inflation, or
longevity;
- The onset of net withdrawals should be
seen as any investor’s “true” target date — and it should also mark
the “terminal allocation” — the end of any roll-down or glide path;
and,
- It makes no sense to continue rolling
down equity exposure past anyone’s true target date — and funds
that do so are overly risky and misleading.
Putnam Institute’s inaugural study focuses on one of the most
critical investment decisions individuals face once they retire:
how to allocate the assets in their portfolios. The study
approaches the allocation issue by analyzing the downside risks
created by uncertainty over investment returns and life expectancy.
The research found that the range of appropriate equity asset
allocations in retirement is strikingly low compared with those of
typical target-date, lifecycle and other retirement funds now in
the marketplace.
“Americans are confronted daily with complex personal finance
decisions as they try to save and invest for their futures. All too
often, they face uncertainty about how best to proceed, especially
with issues such as asset allocation,” said Robert L. Reynolds,
President and CEO of Putnam Investments, which will sponsor the
Institute’s activities. “Putnam Institute’s first study challenges
many common beliefs about asset allocation in retirement
portfolios, and gives investors and their financial advisors a new
perspective — and some clarity — on how best to secure their
retirement portfolios.”
Commenting on the findings, Harlow noted that “The optimal asset
allocation for retirement portfolios is surprisingly conservative.
This study should give any retiree pause when setting an asset
allocation path. If reducing the risk of outliving one’s assets is
the main goal, then it is critical to limit equity exposure and
recognize the impact that investment volatility can have on the
sustainability of retirement assets.”
Harlow has been named Director of Research of Putnam Institute
and will manage its activities. Drawing on resources from within
Putnam Investments and the academic and policymaking communities,
Putnam Institute will critically examine investment theories,
strategies and assumptions, and suggest changes that can achieve
better outcomes for companies, institutions, retirement plan
sponsors, investment advisors and individual investors. The
Institute will help advance the debate on these issues by publicly
sharing its studies and by holding seminars and other educational
events, including many intended to benefit the financial advisor
community.
Harlow, who holds an MBA, a Ph.D. in financial economics and the
Chartered Financial Analyst (CFA) designation, has been a thought
leader in the asset management industry for more than two decades.
In addition to serving as Director of Research of Putnam Institute,
he also serves as Director, Investment Retirement Solutions, at
Putnam Investments, and has long been active in professional
circles, serving as Editor-in-Chief of Financial Analysts Journal
from 1993 to 1998, and also as a member of the Council on Education
and Research and the Research Foundation for the CFA Institute.
“I’m excited by the impact Putnam Institute can have on personal
finance and financial services challenges. With the resources of
Putnam Investments available to us, and access to many of the
leading academics, policymakers and practitioners in this field, we
have a unique opportunity to deepen the quality of the debate on a
wide range of issues,” said Harlow. “We have a bias toward
practical action, based on our core belief that there may be no
perfect solutions, but that well-grounded research and experience
can guide an unending process of innovation and improvement.”
The activities of the Institute also will be guided by an
Advisory Board whose members have expertise in various fields
relevant to the Institute’s mission. The charter members of the
Advisory Board are:
- Keith C. Brown, Ph.D., CFA,
Distinguished Teaching Professor, University of Texas
- Daniel Cassidy, FSA, CFA, Cassidy
Retirement Group
- Joseph Coughlin, Ph.D., Director,
Massachusetts Institute of Technology AgeLab
- Christopher P. Hennessey, J.D., CPA,
Associate Professor of Law, Babson College
- Guy L. Patton, Chairman, University of
Oklahoma Foundation
- Meir Statman, Ph.D., Professor of
Finance, Santa Clara University
About Putnam Institute
Putnam Institute is a research and educational organization
funded by Putnam Investments. Its focus is primarily on investment
theory and practice related to retirement and educational savings
and the provision of lifelong income. It aims to critically examine
key investment theories, strategies and assumptions and suggest
changes that can achieve better outcomes for companies,
institutions, plans sponsors, investment advisors and individual
investors. The Institute seeks to impact the investment, academic
and policy-making communities by sharing its studies, seminars and
other educational events with the public, the media and government
officials. The full body of current research from Putnam Institute
is available at www.putnaminstitute.com.
About Putnam Investments
Founded in 1937, Putnam Investments is a leading global money
management firm with over 70 years of investment experience. At the
end of May 2011, Putnam had $129 billion in assets under
management, including mutual fund assets of $70 billion and
institutional assets of $59 billion. Putnam has offices in Boston,
London, Frankfurt, Amsterdam, Tokyo, Singapore and Sydney. For more
information, visit putnam.com.
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