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SMSFs drop the ball on risk in asset allocation

SMSFs are taking on more risks than they probably realise by investing most of their assets in Australia. They should reassess the way they allocate assets after taking into account their risk tolerance to reduce the consequence of losses when local markets correct.

In recent years, there has been a steady increase in the number of SMSFs, with growth of about 6% per annum, as the table below shows.

SMSF assets jumped almost $10 billion to $553.7 billion over the December 2014 quarter, up 23% from two years earlier, according to data from the Australian Taxation Office (ATO).

Holdings of Australian shares struck a record $176.2 billion, accounting for 32% of all SMSF assets. Cash and term deposit investments stood at $156.7 billion, 28% of SMSF assets. A record $69.9 billion was allocated to non-residential Australian property and another $21.1 billion to residential real estate, a combined 16% of investments. In contrast, SMSFs invested a reported 0.4% of assets or only $2.4 billion in international shares.

The table below shows the investment mix by percentage, which has been mostly steady since 2010.

Of course, this is not the asset mix of the average fund, and it’s likely that a large percentage of SMSFs have their assets concentrated in just one asset class.

We believe that the reasons for SMSFs concentrating their assets in Australian equities, cash and property are as follows.

Australian equities

Investors have been chasing high dividend yields, especially when combined with franking credits. Many investors have probably never experienced a major market downturn. We know from history that equity markets fall by about 50% once every 10 years. Unfortunately, we can never predict the year of the next major fall, how long it will last and how long it will take to recover. Furthermore, many of these investors have probably piled into the market after the first few years of the bull market since 2008-2009.

Cash

These investors were probably burnt during the last major crash in 2008, and have been trying to avoid risk. The problem for them is that the RBA’s target cash rate is now 2.25% and may fall further.

Unlisted property

These investors understand that equity investments should comprise a large part of their portfolio, but are worried that share investments are far too risky, and that property investments are safer. They also believe:

  • Property asset values are less volatile than share asset values. Because share values change every day, they appear to be more volatile than property values. Most properties are only valued once a year, and valuers, being paid by property managers, have a vested interest in ‘smoothing out’ fluctuations in property values. This point is illustrated by the fact that values of listed property trusts are far more volatile than the valuations of the underlying unlisted properties.
  • Property is less liquid than shares. Investors should demand a premium for this lack of liquidity over shares, which is currently not available.

In addition, property promoters constantly spruik investments in off-the-plan property developments, which are even more risky than normal unlisted property. This is because the investor accepts what is known as ‘construction risk’, the risk associated with building the property, for which the investor does not receive an additional risk premium.

Furthermore, many trustees feel they have been let down by traditional investment management when markets have fallen. As a result, they mistakenly believe that by taking direct control of their own investments, they will receive a better outcome.

In reality, their financial planner, if they have one, has not properly engaged with them in determining their risk tolerance, and they have likely gone missing when markets crashed. By properly engaging with their clients, financial planners will be able to keep their clients during periods of market uncertainty, and receive additional clients as a result of positive referrals.

Diminishing the risks

Such a high level of investment in property and shares is probably much more risk than is consistent with SMSF investors’ risk tolerance or financial needs. SMSFs are saving for retirement and such a high exposure to growth assets involves more risk than they need to meet their cash flow. Good investment advice can help to minimise this risk. At the very least, advisers should be testing the risk tolerance of SMSFs to determine suitable investments for their clients.

Geographic diversification is also important. There are unlimited opportunities to diversify SMSF exposures across different asset classes and geographies, thereby reducing investment risks. The benefits potentially include stronger returns. US markets have, for example, outperformed Australian markets over the past 12 months and the fall in the Australian dollar has magnified returns. If the Australian dollar continues to fall, then we could see even further gains from international shares. Most SMSF investors are currently missing out on these gains.

 

Paul Resnik is a co-founder of FinaMetrica, provider of psychometric risk tolerance testing tools and investment suitability methodologies to financial advisers in 23 countries. Paul has 40 years of experience in the financial services. Peter Worcester is an actuary who also has 40 years of experience in financial services, and he was a key witness for the Joint Parliamentary Committee investigation into Storm Financial. This article contains general information only and readers should seek their own professional advice.

 

6 Comments
Tim
March 18, 2015

The stats are most likely rubbish. My SMSF is invested 100% in a cash ETF (I think the market is overpriced right now). Because this ETF is listed on the ASX, my SMSF administration company classifies my asset allocation as 100% Australian shares. This data feeds straight into my SMSF tax return and hence is used by the ATO for asset allocation purposes.

Garbage in, garbage out.

Stephen H
March 10, 2015

The ATO's data is flawed. Why? Because the ATO's SMSF tax return input form captures investment holding data by legal form, not underlying economic exposure to asset class. Only the very few investors who buy International shares directly on the NYSE (or wherever) will be included in the ATO's 0.4% number. The rest of us will get our International exposure through buying Australian managed funds like Vanguard International, Platinum International or their ETF equivalents. Which the ATO reports as Australian managed funds or Australian equities.

Multiport put out an interesting survey at http://multiport.com.au/market-news/smsf-investment-patterns-survey.aspx where they analyse the economic asset allocation of funds using their SMSF admin service. I would have much greater confidence in their data, rather than the ATO's legal form equivalent.

SMSF Trustee
March 09, 2015

Want to know why Morningstar has been so successful with the SMSF market, why they fill the Wesley Centre for their conferences every year? It's because they don't treat SMSF investors like silly, ignorant people who need to be taught a lesson. They treat them with some respect, providing constructive, helpful risk management advice. They give them ideas about both domestic and global investing, how to go about it, what the risks and the opportunities are and then they let them make the call themselves.

Yes, a lot of SMSF investors are not optimising their portfolios, but please tell me - as a psychological expert (allegedly) - how berating them like this is going to help or change anyone's behaviour?

John K
March 06, 2015

If one purchases an LIC such as Platinum International or PM Global Opportunities for ones SMSF they are counted by the ATO in the SMSF return as 100% Australian Shares even though they are 100% Invested in International Shares.
Garbage In - Garbage Out was what I learnt from a lifetime of working in IT.

John
March 05, 2015

while the professionals go on, and on, about these topics, allow me to reproduce what drives some SMSFs (from a blog):

" I seem to be stating the same boring mantra over and over for quite some time now. This is, with sufficient shares providing more than enough income for our needs I can't get interested in buying anymore until such risk assets reward us very well indeed. Hence that means only buying them when they represent excellent value. Cash is offering ordinary returns at present but its value is priceless when having lots of it on hand allows one to buy aggressively when shares become cheap again.

As for international shares I got an urge to consider adding some more to the portfolio quite some time ago. Boredom occasionally combined with the feeling that one should do something was to blame. Plus despite having been convinced long ago by the likes of Peter Thornhill and other respected investors that international diversification is not necessary one can at times succumb to the concept because it is preached to us all the time by many fund managers with vested interests. But at the time my wife who usually trusts me to look after our investing asked why the hell do we need to look internationally! Is it going to give us better and or more reliable income especially when franking is taken into account? For me and the way we invest the answer was NO. Just need reminding of it occasionally!

So in the meantime I continue to go about life pretty much ignoring the market until just about everyone is once again screaming that shares are doomed and this time it's different... "

Jimmy
March 05, 2015

I think Peter Burgess had a pretty good response to this common myth about smsf's at the recent SPAA conference. All is not as dire as Paul would make out...

 

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