New Study Compares 25-Year Performance of Options Strategy Benchmarks to ...
20.05.12
CHICAGO, Feb. 14, 2012 /PRNewswire/ -- The merits of using options-based strategy benchmark indexes to construct a diversified portfolio is the subject of a new study -- "An Analysis of Index Option Writing for Liquid Enhanced Risk-Adjusted Returns" – released today by investment-advisory firm Asset Consulting Group.
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The study, commissioned by Chicago Board Options Exchange (CBOE), evaluates the performance of four key options strategy benchmark indexes: the CBOE S&P 500 BuyWrite Index (BXM), CBOE S&P 500 PutWrite Index (PUT), CBOE S&P 500 2% OTM BuyWrite Index (BXY) and CBOE S&P 500 95-110 Collar Index (CLL) against more "traditional" stock and bond indexes.
The study provides an assessment of options-based strategy benchmark index performance over a 25-year period. It highlights key benchmark index effectiveness in helping to generate income and limit volatility exposure in various market environments, including periods marked by flat stock market performance, low interest rates and recurring market volatility.
Source: Sacramento Bee