PBP - S&P 500 BuyWrite Portfolio Fundamentals

PBP 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.

PBP Performance

1 Week Return: 1.12%
2 Week Return: -2.46%
4 Week Return: -4.16%
13 Week Return: -2.05%
26 Week Return: 8.62%
YTD Return: 1.39%
1 Year Return: 2.50%
3 Year Return: 33.83%
5 Year Return: n/a
Data as of 05/24/2012

PBP Expenses & Fees

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

PBP Valuation

P/E Ratio: 12.99
Beta: 0.83
20 Day Moving Average: $20.18
60 Day Moving Average: $20.35
Data as of 05/24/2012

PBP Dividend

Annual Dividend Rate: $2.10
Dividend Date: 2012-03-16
Dividend: $0.10
Annual Dividend Yield %: 10.42%
Data as of 05/24/2012

PBP Volatility

5 Day Volatility: 58.00%
20 Day Volatility: 10.06%
50 Day Volatility: 9.75%
200 Day Volatility: 8.52%
Standard Deviation: 1.08%
Data as of 05/24/2012

Explore PBP on ETFdb

Enter a ticker symbol or keyword: