I get the hype around JEPI due to the inflows. I'd be interested in seeing this analysis with JHEQX, due to its use of puts. I think that's a better conversation.
Wow! Thanks for providing this. I tend to believe we don't need bonds for all the points you mention. I've run these thoughts through my head and some basic analysis, nothing like what you did. After-tax sharpe is very useful. If you're using asset location and use JEPI, JEPI looks even better compared to VGIT. I just appreciate having to worry less about correlation in drawdowns.
Right. Correlation feels like I'm holding my breath and hoping. Options are certain.
I get the hype around JEPI due to the inflows. I'd be interested in seeing this analysis with JHEQX, due to its use of puts. I think that's a better conversation.
Hedged equity due diligence is in the hopper for late December!
Wow! Thanks for providing this. I tend to believe we don't need bonds for all the points you mention. I've run these thoughts through my head and some basic analysis, nothing like what you did. After-tax sharpe is very useful. If you're using asset location and use JEPI, JEPI looks even better compared to VGIT. I just appreciate having to worry less about correlation in drawdowns.