Tag Archives: PUTR

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New Paper by Fund Evaluation Group Analyzes CBOE Russell Benchmark Index Suite with Strong Performance by PUTR Index

This week a new paper by Fund Evaluation Group (FEG) —  Evaluating Options For Enhanced Risk-Adjusted Returns: CBOE Russell 2000 Option Benchmark Suite and Case Studies on Fund Use of Options (2016) – was released and presented at the Fifth Annual CBOE Risk Management Conference (RMC) Europe. A link to the new 18-page paper is […]

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CBOE Launches 5 New Strategy Benchmark Indexes on Russell® 2000 Index

Monday marked the launch of 5 Strategy Benchmark Indexes based on the Russell 2000 Index.  Created by the Chicago Board Options Exchange, these options based strategies have been used previously as risk management and yield-enhancing tools. CBOE Russell 2000 PutWrite Index (PUTR) The CBOE Russell 2000 PutWrite Index is designed to track the performance of […]