From 1988 through the end of 2014, both the CBOE S&P 500 PutWrite Index and CBOE S&P 500 2% OTM BuyWrite Index generated higher returns and lower volatility than the S&P 500 Index, according to the white paper. The strong risk-adjusted returns are attributed to the richly priced options.
“From 1988 through the end of 2014, both the CBOE S&P 500 PutWrite Index and CBOE S&P 500 2% OTM BuyWrite Index generated higher returns and lower volatility than the S&P 500 Index, according to the white paper. The strong risk-adjusted returns are attributed to the richly priced options,” adds Seeking Alpha.
ALPS U.S, Equity High Volatility Put Write Fund
