Covered Call Studies

• Mutual Funds That Use Options

  Jan 14, 2015

  119 funds use options. New study shows they have better risk-adjusted returns...

• Goldman Sachs Likes Covered Index Writing

  Aug 30, 2013

  15-year study shows outperformance by writing calls on the S&P 500...

• Hewitt EnnisKnupp's BXM Performance Review

  May 31, 2013

  25-year study on writing at-the-money calls on the S&P 500...

• Asset Consulting Group's Index Option Writing Study

  Mar 30, 2012

  23-year study shows option-writing indices beat the S&P 500...

• University of Massachusetts' Buy-Write Study

  Oct 7, 2011

  15 years of writing 2% OTM options on the Russell 2000...

• Callan Associates' Buy-Write Evaluation

  Oct 17, 2006

  18-year evaluation of the BXM...

• Ibbotson Associates' Buy-Write Study

  Jun 27, 2004

  16-year study comparing BXM to S&P 500...