The FVC US and UK indexes have risen over the past two months in parallel with better-performing broader markets. Of the US indexes, the FVC US Protected and the US Income indexes have produced a better performance than both the S&P 500 Total Return Index Chicago Board of Trade (CBOE) Buywrite Index.
The historical volatility is calculated from monthly data which accounts for the fact the S&P 500 has a lower historic volatility than that usually published. The table demonstrates that while the t
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