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The risk library  /  Reserves and return

Art. 24 · Reserves and return · 4 min read

Insurance-grade investment

Reserve money has a second specification besides return, and it is usually left blank: how far the value can move between now and the day you need it.

Two funds both average 6% a year. One moves by roughly 5% in a typical year; the other by roughly 20%. For a long-term growth pot, the second may well be the better choice. For a risk reserve it is close to unusable, and the reason is specific.

The moment you need a reserve is not random. Fires and floods are, but many of the things that drain a reserve arrive alongside bad conditions everywhere else: a customer failing, a downturn in trade, a legal dispute, a funding round falling through. That is exactly when a volatile holding is down. You end up selling at the bottom to fund a loss, and the drawdown becomes permanent.

Standard deviation, in plain English How far a typical year lands from the average. A fund averaging 6% with a standard deviation of 5 will usually land somewhere between 1% and 11%. The same average with a standard deviation of 20 means an ordinary year can be −14% or +26%, and neither is unusual.
£100k £150k THE YEAR YOU HAVE A FIRE down a third from its peak Both arrive at a similar place after ten years. Only one of them was reliable on the way. Illustrative simulated paths, not any real fund.
  • Low-volatility holding: a dull, steady climb
  • High-volatility holding: same destination, a very different ride
Fig. 26 · The destination is not the specification for reserve money. The dashed line is: on the day the reserve is needed, what is it worth?

This is why investment-grade corporate bond funds come up so often in this conversation. They sit in a middle band, with more return than cash and far smaller swings than equities, and they are deep and liquid enough to sell without moving the price. The large US-listed investment-grade corporate bond ETFs, of which LQD is the most cited example, are the usual illustration of the category. That is a description of a category, not a recommendation of a holding: currency, credit risk and interest-rate sensitivity all still apply, and 2022 was a reminder that "low volatility" does not mean "no bad years."

WHERE RESERVE MONEY BELONGS Current account Money-market fund, short-dated gilts Investment-grade corporate bonds the usual home for reserve money Property fund and can take months to exit Equities none HOW FAR A TYPICAL YEAR LANDS FROM THE AVERAGE large more less
Fig. 27 · Vertical axis is long-run return; positions are schematic. This is a map of the trade-off, not a data plot, and nothing in it is investment advice. Return alone does not specify a holding. For money that must be available on demand, the horizontal axis is the binding constraint, and liquidity, how fast you can turn it into cash without a discount, is a third dimension this flat picture can't show.

One practical structure that sidesteps most of this: split the reserve. Keep the first layer, enough for the excesses and immediate cash needs after a loss, in instant-access cash, accepting that it will lose a little to inflation. Put the deeper layer, the part that would only be called on in a serious year, somewhere with a modest return and small swings. The first layer buys speed; the second buys purchasing power.

Use it

  • Write down the specification before choosing a home. How much, available how fast, and what fall in value would be intolerable.
  • Ask for the volatility number, not just the return. Any fund factsheet has it. If the person selling it only quotes return, that is informative.
  • Layer the reserve. Instant-access cash for the first slice, low-volatility holdings for the deeper slice.
  • Take advice for anything material. This article explains a trade-off; it does not tell you what to buy, and anyone managing a substantial reserve should be talking to a regulated adviser.

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Explanatory content only. This article describes how insurance and risk decisions work in general terms; it is not insurance, legal, actuarial, or investment advice, and it is not a recommendation to buy, keep or cancel any cover. Every figure and diagram is illustrative, chosen to make a mechanism visible, not to describe any particular business.