The Dow Jones Eurostoxx 50 buywrite index measures the performance of a hypothetical investment portfolio. The index simulates the purchase of a monthly covered call on the DJ Eurostoxx 50 index, replacing the expired option with a new call option. This index has a similar rational to Future Value Consultants' indexes, which is why we are comparing FVC Europe indexes and the Dow Jones Eurostoxx 50 buywrite index as used in Europe.
The comparison is limited to the income and principal protected FV
The week on Risk.net, July 7-13, 2018Receive this by email