CBOE S&P 500 PutWrite Index (^PUT)
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Popular comparisons: ^PUT vs. SPY, ^PUT vs. ^SP500TR
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CBOE S&P 500 PutWrite Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
CBOE S&P 500 PutWrite Index had a return of 7.40% year-to-date (YTD) and 7.74% in the last 12 months. Over the past 10 years, CBOE S&P 500 PutWrite Index had an annualized return of 6.66%, while the S&P 500 had an annualized return of 10.58%, indicating that CBOE S&P 500 PutWrite Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.40% | 13.20% |
| 1 month | 0.11% | -1.28% |
| 6 months | 5.77% | 10.32% |
| 1 year | 7.74% | 18.23% |
| 5 years (annualized) | 7.75% | 12.31% |
| 10 years (annualized) | 6.66% | 10.58% |
Monthly Returns
The table below presents the monthly returns of ^PUT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.43% | 1.65% | 1.85% | -0.77% | 1.46% | 1.57% | 7.40% | ||||||
| 2023 | 3.60% | 0.05% | 2.99% | 1.41% | 1.44% | 2.47% | 1.59% | -2.35% | -2.09% | 0.13% | 3.01% | 1.39% | 14.32% |
| 2022 | -2.37% | 0.21% | 3.97% | -4.18% | -1.78% | -3.14% | 3.46% | -4.28% | -5.91% | 4.56% | 2.65% | -0.43% | -7.66% |
| 2021 | 0.24% | 1.42% | 4.26% | 1.00% | 2.16% | 2.21% | 1.08% | 2.05% | -1.24% | 4.57% | -1.36% | 3.69% | 21.79% |
| 2020 | -1.09% | -7.38% | -13.42% | 5.23% | 4.44% | 1.04% | 4.10% | 2.02% | 1.06% | -2.94% | 8.86% | 2.23% | 2.13% |
| 2019 | 2.77% | 1.40% | 1.21% | 1.58% | -3.75% | 4.77% | 1.43% | -1.74% | 0.90% | 2.33% | 1.12% | 0.94% | 13.51% |
| 2018 | 0.90% | -2.16% | -1.34% | 2.05% | 1.99% | 0.16% | 2.60% | 1.54% | 0.22% | -5.59% | 1.68% | -7.56% | -5.93% |
| 2017 | 1.96% | 1.18% | 0.50% | 0.95% | 1.12% | 0.56% | 1.02% | -0.02% | 0.76% | 0.58% | 1.32% | 0.42% | 10.85% |
| 2016 | -4.64% | 1.52% | 2.01% | 0.49% | 1.15% | 1.74% | 1.28% | 0.78% | 0.30% | 0.21% | 2.38% | 0.45% | 7.77% |
| 2015 | -1.93% | 2.64% | -0.22% | 1.83% | 1.09% | -0.31% | 2.85% | -4.03% | -0.18% | 4.58% | 0.60% | -0.42% | 6.40% |
| 2014 | -1.91% | 4.14% | 0.76% | 0.79% | 1.71% | 0.30% | -0.55% | 3.55% | -1.08% | -2.44% | 0.33% | 0.80% | 6.38% |
| 2013 | 2.18% | 0.44% | 1.61% | 1.16% | -0.56% | 0.06% | 1.42% | -1.41% | 1.11% | 3.28% | 1.07% | 1.34% | 12.28% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^PUT is 73, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for CBOE S&P 500 PutWrite Index (^PUT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the CBOE S&P 500 PutWrite Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the CBOE S&P 500 PutWrite Index was 28.93%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.
The current CBOE S&P 500 PutWrite Index drawdown is 1.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.93% | Feb 21, 2020 | 22 | Mar 23, 2020 | 201 | Jan 7, 2021 | 223 |
| -16.01% | Apr 21, 2022 | 113 | Sep 30, 2022 | 174 | Jun 12, 2023 | 287 |
| -15.52% | Oct 4, 2018 | 56 | Dec 24, 2018 | 245 | Dec 13, 2019 | 301 |
| -8.77% | Aug 18, 2015 | 6 | Aug 25, 2015 | 48 | Nov 2, 2015 | 54 |
| -8.23% | Aug 16, 2011 | 34 | Oct 3, 2011 | 9 | Oct 14, 2011 | 43 |
Volatility
Volatility Chart
The current CBOE S&P 500 PutWrite Index volatility is 1.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.