Monday, December 10, 2012

HEDGES GET TRIMMED



Hot off the Bloomberg airwaves: the average Hedge Fund has returned 1.4% year-to-date, the third year of gross underperformance. Legendary John Paulson's funds are mostly down 20%, while Steve Cohen (SAC) is up 9% (and undergoing an SEC insider trading investigation).

For the record, the S&P 500 is up 12.7% so far, with its ETF - the SPY- up 13.6%. The Nasdaq Composite, despite AAPL falling from the tree, is up 14.6% as of today, with hopes of more the rest of December.

Despite the scare of higher dividend taxes in the near future, here are some interesting facts garnered mostly from Barron's this week: per Sam Stovall, taxes to be on dividends ( ordinary income) are the same as on Bonds! So far, since November 7, there have been 160 "Special Dividends" - my advice, buy them AFTER the ex-date, so the stock price will have dropped, increasing dividend %. 50% of dividend stocks are in tax-deferred accounts anyway. 

A very interesting chart by Ned Davis (NDR) shows that, paradoxically, stocks do much better in decades (since 1930) where taxes on dividends are higher! The worst decade for stocks - the only negative number at -1% - was the past decade; the Depression years - 1930s- earned +.3%. The best was the 1950s, up 19% when taxes were 91%!!!!

In the past I've mentioned the investment strategy that I've been almost exclusively testing and using for my entire retirement funds (because of its safety and performance). Called the DITM (deep-in-the-money) covered call plan, as of  the November close, my small IRA account ( a microcosm of DITM with strictly 5-6 stocks and cash)  is up 8.21% YTD, or 9% annualized through December. Considering the safety net of selling calls well below the BUY price, to ride through Volatility, and the consistency of year over year @9-10%, it has proven a winning strategy - especially since that IRA continues to make all-time (adjusted for prior withdrawals) highs. 

What is most surprising is that my portfolio is overweighted in Energy and tech stocks (MCHP, QRE, INTC, WMB,  PWE, PGH, VNR, ERF, et. al., some of whom are currently slightly "under water". Hopefully they will all rise before expiry and be called away for 100% of expected return - or will have normal covered calls (above the then existing price), receiving a higher intrinsic Call value and 3% or more dividends (more since the stock has fallen!).

Caveat - since the year end is seeing possibly very volatile times, and DITM does have as its only flaw the threat of a Bear market (20% or more), it is prudent to spend a few $$ for downside protection - either with puts, put spreads, or Inverse ETFs.  
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