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3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
10.1% 103% 101% 52% 53% 95% 568% Spot AIM • 1M 2% 91% 9.6% •201% 11.3% 9.8% 105% -3.1% 7.1% 5.6% 102% 636% Son Amain Sfl M•nobe9 Ran LP Since the total return (price appreciation + dividends) on the SPX has been positive over the period studied (Dec-02 to Sep-13), the options strate
3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
10.1% 103% 101% 52% 53% 95% 568% Spot AIM • 1M 2% 91% 9.6% •201% 11.3% 9.8% 105% -3.1% 7.1% 5.6% 102% 636% Son Amain Sfl M•nobe9 Ran LP Since the total return (price appreciation + dividends) on the SPX has been positive over the period studied (Dec-02 to Sep-13), the options strate
3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolle
10.1% 103% 101% 52% 53% 95% 568% Spot AIM • 1M 2% 91% 9.6% •201% 11.3% 9.8% 105% -3.1% 7.1% 5.6% 102% 636% Son Amain Sfl M•nobe9 Ran LP Since the total return (price appreciation + dividends) on the SPX has been positive over the period studied (Dec-02 to Sep-13), the options strate
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