The Buy Write Investment Strategy

After the dramatic drop in the stock market overmarket and think we may have a flat, down, or
the past year many investors are looking forgradually increasing market (at best) then you
ways to invest that are less risky than beingcould be better off using the buy/write strategy
100% long the market. The market has proventhan being 100% invested in the market.
to be "too volatile" for many investors recently. IfThe buy/write strategy will usually produce better
only we could find ways to be invested and getperformance than a fully invested long portfolio in
much of the upside in the market but have somedeclining markets, flat markets, or gradually
kind of "hedge" against declines in the value of ourincreasing markets. This strategy will have lower
investments and portfolios. Investors have lookedrisk/volatility as well. Increased market volatility
to indexed annuities, hedge funds, market neutral(like we have seen over the past year) actually
funds, and broker sponsored "structuredincreases the attractiveness of the buy/write
products" to try to get this ideal position ofstrategy because higher volatility leads to higher
benefitting from the upside in the market butpremiums/prices for the calls we are selling.
somehow limiting their downside risk.Who should use this buy/write strategy?
Unfortunately with investing "there is no suchEven though this is a relatively simple and safe
thing as a free lunch". You have to sacrificestrategy involving options it should still only be
something in order to get that downsideused by experienced and/or active investors.
protection. What are you willing to give up toOther investors may be able to get comfortable
reduce the risk of your portfolio? Are you willingwith it after doing some research and homework.
to give up 1) the upside of a rising market inIt will require some careful monitoring of your
general? 2) liquidity? 3) low expenses? 4) simpleincreased number of positions and some active
investments that you can understand and track?trading on a regular basis to execute this
or 5) upside above a certain amount (likestrategy.
5%-10%) in the case of a sharp market rally? IfIs there an easier way to use this buy/write
you chose #5 then the buy/write or "coveredstrategy?
call" strategy may be one for you to consider.Yes. There is an ETF called the Powershares
What is the buy/write investment strategy?SP500 Buy/Write Portfolio (symbol PBP) that
This is probably the most commonly used, simple,invests in the SP500 index and uses the buy
and most conservative investment strategies thatwrite strategy. The fund writes calls on the
involve options. Most people think of options asSP500 index each month 1-month forward and
being risky and adding to the risk of yourtakes in the option premium into the fund each
portfolio. This strategy uses options to actuallymonth. Anyone can easily use the buy/write
reduce the risk in your portfolio. It is a "defensive"strategy with this PBP exchange traded fund. This
option strategy. It involves buying/holding a stockfund does all the buying and call writing/selling for
and "selling" a call option on the position youryou.
already own. You can do this with individual stocksPerformance of this Buy/Write Strategy and the
or exchange traded funds (ETF's).PBP Fund?
By selling an option on the stock/ETF you alreadyHow has this Buy/Write fund (PBP) performed
own you collect the option premium and you arerelative to the overall market as defined by the
taking in money. If the price of the stock/ETFSP500 index? The Buy/Write fund clearly has
goes down, or stays flat, or only goes up a littleoutperformed in down markets. In 2008 it
bit during the time of the option (often 30-60declined about 20% less than the overall stock
days) you get to keep the option premium andmarket (it went down 80% as much). How about
you are better off than if you had not used thein recent flat markets? This fund also tends to
option strategy. If you keep doing this everyoutperform in flat markets. What about in
30-60 days over the course of a year you willbooming markets? This Buy/Write fund provides
keep collecting options premiums and it can addyou with gains, but lags the market when the
significantly to your annual returns.market is moving quickly and significantly upwards.
When should I use the buy/write strategy?That is what you are giving up with this fund.
The downside of this strategy is if the market (orHow risky is the Buy/Write Fund relative to the
your stock/ETF) takes off and zooms quickly andoverall stock market? The risk of the PBP as
significantly upward. In that case you will still makemeasured by standard deviation (volatility) of
money but your gains will be limited or capped atreturns over the past 17 months has been 23%
a medium amount in the short term. If you areless than the US stock market (SP500). The fund
very bullish and 100% confident on the market ordeclined about 80% as much (20% less) than the
on your investment positions you would not wantmarket in 2008. The fund is about 20% less risky
to use the buy/write strategy because it will limitvolatile than the overall US equity market. This
your gains on any sudden significant increase inbuy/write fund has reduced volatility relative to
prices. If you are not 100% confident in thethe overall equity market.