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Diversification

Spreading investments across different assets to reduce risk without sacrificing expected returns.

Portfolio Theory4 tags
Definition

What it means

Diversification is the strategy of spreading investments across different assets, sectors, geographies, or asset classes to reduce risk. The core principle: 'Don't put all your eggs in one basket.' When some investments decline, others may hold steady or rise, reducing overall portfolio volatility.

Formula

The math

Portfolio Risk < Weighted Average of Individual Risks (when correlation < 1)

The mathematical magic of diversification: as long as assets aren't perfectly correlated, combining them reduces total risk below what you'd expect from just averaging individual risks.

Interpretation

How to read it

  • Systematic RiskCannot be diversified away - affects entire market
  • Unsystematic RiskCan be eliminated through diversification
Example

Worked example

Holding 30 stocks from different sectors eliminates most unsystematic risk. Adding international stocks and bonds further diversifies against country-specific and asset class risks.

Why it matters

In context

Diversification is called the 'only free lunch in investing' because it reduces risk without necessarily reducing expected returns. It's the most accessible risk management tool for individual investors.

Pitfalls

Common mistakes to avoid

  • Thinking owning many stocks in the same sector is diversification
  • Ignoring that correlations increase during market crises
  • Over-diversifying to the point of guaranteed mediocrity
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