New Study Finds Russell 2000 Index Options Benchmarks And Options-Based Funds Less Volatile 15 Years Of Data Show CBOE Russell 2000 PutWrite Index (PUTR) Topped Performance With Less Risk Vs. Underlying Index

Chicago Board Options Exchange® (CBOE®) and Fund Evaluation Group, LLC (FEG) today announced findings from a study of four CBOE strategy performance benchmark indexes designed to track the performance of positions in Russell 2000 (RUT) index options, looking at various aspects of their performance over a 15-year period spanning 2001 through 2016.  The study was presented Monday during a session at CBOE’s Risk Management Conference Europe, currently taking place in County Wicklow, Ireland.