CBOE S&P 500 PutWrite Index (^PUT)
Share Price Chart
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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.
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Returns By Period
CBOE S&P 500 PutWrite Index (^PUT) has returned -0.18% so far this year and 8.68% over the past 12 months.
^PUT
- YTD
- -0.18%
- 1M
- 2.35%
- 6M
- -1.03%
- 1Y
- 8.68%
- 3Y*
- N/A
- 5Y*
- N/A
- 10Y*
- N/A
^GSPC (Benchmark)
- YTD
- 5.92%
- 1M
- 3.83%
- 6M
- 4.26%
- 1Y
- 11.91%
- 3Y*
- 16.90%
- 5Y*
- 14.47%
- 10Y*
- 11.61%
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.
Based on daily data since Dec 2022, the average daily return (also called the expected return) is 0.05%, while the average monthly return is 0.92%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.00% | 0.03% | -4.75% | -1.63% | 0.96% | 1.62% | -1.92% | ||||||
| 2024 | 1.43% | 1.65% | 1.85% | -0.77% | 1.46% | 1.57% | 1.59% | 2.39% | 1.50% | -0.48% | 4.54% | -0.10% | 17.84% |
| 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 | -0.98% | -0.98% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^PUT is 59, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.
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.
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Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 15.06%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current CBOE S&P 500 PutWrite Index drawdown is 3.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.06% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -5.66% | Aug 1, 2023 | 63 | Oct 27, 2023 | 42 | Dec 28, 2023 | 105 |
| -4.96% | Jul 23, 2024 | 10 | Aug 5, 2024 | 8 | Aug 15, 2024 | 18 |
| -3.61% | Mar 7, 2023 | 5 | Mar 13, 2023 | 6 | Mar 21, 2023 | 11 |
| -2.14% | Apr 12, 2024 | 6 | Apr 19, 2024 | 13 | May 8, 2024 | 19 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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