Kyle Wiggs / Writing / Portfolios & risk

Portfolios & risk

What a risk score does not measure

One number, produced from a questionnaire, standing in for three separate questions. It demonstrates well and it hides the two that matter most.

What the questionnaire is good at

Capturing disposition. How someone describes their relationship with volatility, in a calm room, with nothing happening.

That is real information and it belongs in the file. It is not nothing.

The first thing it misses

Capacity. How much loss the plan can absorb before the plan stops working.

Capacity is arithmetic. Time horizon, required withdrawals, fixed obligations, and flexibility in the goal. It has no relationship to how the client feels, and two people with identical questionnaire answers routinely have completely different capacity.

The second thing it misses

Behaviour. What the client actually does when the decline is happening rather than hypothetical.

People are poor predictors of their own conduct in conditions they have not experienced. The questionnaire asks them to be exactly that.

Tolerance is stated. Capacity is calculated. Behaviour is revealed. A single number implies all three agree.

Why the score moves

Administer the same questionnaire to the same person in a rising market and a falling one and you will frequently get different answers.

Some of what the score captures is the date it was taken.

Why the industry does it anyway

Because a number is concrete, it demonstrates well, it fits in a proposal, and it produces a documented artefact for the file.

Those are genuine benefits. The mistake is treating the artefact as the analysis.

What to do with it

Use it as one input. Calculate capacity from the plan separately. Ask directly about past behaviour in previous declines, which is revealed rather than stated.

Then reconcile the three, in writing, where they disagree. The disagreement is where the advice actually is.