: Historically, buy-write indices have exhibited about 30% lower volatility than the S&P 500. Performance in Different Market Conditions
: This is the "sweet spot." It outperformed the S&P 500 in 5 out of 7 periods where the index posted annual returns of 10% or less. buy write index returns
The strategy typically offers lower volatility and higher income than owning the index outright, but it tends to underperform in strong bull markets due to the "cap" on upside gains. : Historically, buy-write indices have exhibited about 30%
The is a benchmark designed to track a "buy-write" or covered call strategy, where you hold the S&P 500 index and sell monthly at-the-money (ATM) call options against it. Historical Performance Summary buy write index returns