Option Strategies Index

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2020	-0.08%	-3.98%	2.71%	2.09%	1.25%	-0.33%	1.68%	1.09%	0.19%	0.39%	1.91%	1.78%	8.87%
2021	-0.03%	0.94%	1.40%	1.09%	0.92%	1.83%	1.09%	1.86%	-1.23%	2.93%	-1.75%	2.49%	12.07%
2022	-4.54%	-1.86%	0.03%	-2.85%	0.35%	-0.64%	3.26%	0.04%	-3.00%	4.58%	0.29%	0.68%	-3.96%
2023	0.68%	-0.36%	2.71%	0.44%	0.67%	1.90%	0.70%	0.32%	-1.41%	1.19%	3.04%	0.50%	10.77%
2024	1.21%	1.32%	0.61%	-0.92%	0.86%	0.86%	0.63%	0.32%^§	1.33%^†	-	-	-	6.39%*

^†Estimated performance for Sep 2024 calculated with reported data from 16 funds.
^§Estimated performance for August 2024 calculated with reported data from 23 funds.
^*All estimates and 2024 YTD amounts are calculated with reported data as of October-14-2024 16:25 US CST.

About the Option Strategies Index

This strategy focuses on profiting from the decay in option premium that occurs with the passage of time and/or the potential reduction in the expectation of price volatility of the underlying securities.

The Barclay Option Strategies Index is recalculated and updated real-time on this page as soon as the monthly returns for the underlying funds are recorded. Only funds that provide us with net returns are included in the index calculation. The number of funds that are currently included in the calculations for the most recent months can be found in the footnotes above. Please note that the calculation for the number of funds is time-stamped and that the number of funds will continue to increase until all funds categorized within the sector have reported monthly returns.

About the Option Strategies Index

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