BWV - CBOE S&P 500 BuyWrite Index ETN Fundamentals

BWV Tracks This Index: CBOE S&P 500 BuyWrite Index
Description: The index is designed to measure the total rate of return of a hypothetical "buy-write", or "covered call", strategy on the S&P 500 Index. This strategy consists of a hypothetical portfolio consisting of a "long" position indexed to the S&P 500 Index (i.e. purchasing the common stocks included in the S&P 500 Index) and the sale of a succession of one-month, at- or slightly out-of-the-money S&P 500 Index call options that are listed on the Chicago Board Options Exchange.

BWV Performance

1 Week Return: -1.16%
2 Week Return: -1.89%
4 Week Return: -2.26%
13 Week Return: -1.14%
26 Week Return: 8.26%
YTD Return: 1.19%
1 Year Return: 4.00%
3 Year Return: 36.33%
5 Year Return: n/a
Data as of 05/22/2012

BWV Expenses & Fees

  • Expense Ratio: 0.75%
  • Category: Long-Short
  • Category Range: 0.75% to 1.5%
  • Category Average: 0.88%

BWV Valuation

P/E Ratio: n/a
Beta: 0.98
20 Day Moving Average: $51.83
60 Day Moving Average: $52.04
Data as of 05/22/2012

BWV Dividend

Annual Dividend Rate: n/a
Dividend Date: n/a
Dividend: n/a
Annual Dividend Yield %: 0.00%
Data as of 05/22/2012

BWV Volatility

5 Day Volatility: 115.82%
20 Day Volatility: 13.99%
50 Day Volatility: 12.52%
200 Day Volatility: 10.17%
Standard Deviation: 2.71%
Data as of 05/22/2012

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