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Neuberger Berman Option Strategy ETF (NBOS)

26.30 -0.03 (-0.10%)
At close: September 27 at 3:03 PM EDT

ETF Summary

The fund seeks to achieve its goal primarily through a strategy of writing collateralized put options on U.S. indices, including the S&P 500® Index and other indices in the S&P 500® suite of indices, and ETFs. At the time of writing (selling) a put option, the aggregate investment exposure, as measured on a notional basis (i.e., the value of the underlying instrument at its strike price), of the options written by the fund will generally be equal to 100% of the fund’s total assets.

Risk Overview

Performance & Risk

YTD Return 9.56%
5y Average Return 8.65%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.56
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
NBOSCategory AverageNBOSCategory AverageNBOSCategory Average
Alpha -0.58 0.89 0.12 0.11 0 -0.23
BETA 0.56 0.57 0.6 0.48 0 0.42
Mean Annual Return 0.41 0.54 0.74 0.63 0 0.39
R-squared 89.72 81.5 91.43 74 0 55.96
Standard Deviation 9.89 10.56 10.8 9.87 0 9.15
Sharpe Ratio 0.13 0.27 0.6 0.52 0 0.32
Treynor Ratio 1.46 -18.51 10.33 10.88 0 6.18

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