I created a tool to visualize your sequence risk in a portfolio. We talk a lot about the "efficient frontier", but the EF turns investing into a performance chasing and alpha optimization problem. The average investor doesn't care about this (and most active managers can't find it in the first place). The average investor wants to know their TEMPORAL risks across the portfolio. "When can I pay for X?" The Defined Duration Frontier flips the conversation from one about portfolio optimization to sequence risk mitigation thereby helping people understand how their asset allocation actually helps them understand the temporal risks within the portfolio.
The cool thing about this tool is that it displays the importance of temporal diversification for financial planning needs. Eg, you might think 60/40 is "diversified", but you actually have a lot of sequence risk in that portfolio because its defined duration is long on average. You need other temporal diversifiers to mitigate your sequence risk and give people certainty for planning purposes.
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