CBOE S&P 500 PutWrite Index (^PUT)
Share Price 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.
Compare to other instruments
CBOE S&P 500 PutWrite Index had a return of 10.00% year-to-date (YTD) and 6.11% in the last 12 months. Over the past 10 years, CBOE S&P 500 PutWrite Index had an annualized return of 6.89%, while the S&P 500 had an annualized return of 9.89%, indicating that CBOE S&P 500 PutWrite Index did not perform as well as the benchmark.
|5 years (annualized)||5.79%||9.02%|
|10 years (annualized)||6.89%||9.89%|
Monthly Returns Heatmap
This table presents a comparison of risk-adjusted performance metrics for CBOE S&P 500 PutWrite Index (^PUT) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
|Sharpe ratio||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|CBOE S&P 500 PutWrite Index||0.56|
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the CBOE S&P 500 PutWrite Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the CBOE S&P 500 PutWrite Index is 28.93%, recorded on Mar 23, 2020. It took 201 trading sessions for the portfolio to recover.
|-28.93%||Feb 21, 2020||22||Mar 23, 2020||201||Jan 7, 2021||223|
|-16.01%||Apr 21, 2022||113||Sep 30, 2022||—||—||—|
|-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|
The current CBOE S&P 500 PutWrite Index volatility is 2.04%, 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.