Main Buywrite ETF

10-Year Study

BUYW.US · · US · ETF

Executive Summary: Main Buywrite ETF has compounded at 11.9% annually over the last 10 years, with a maximum drawdown of 1.8% and an annualized volatility of 12.6%.

1Y CAGR
+9.4%
3Y CAGR
+8.7%
5Y CAGR
+11.9%
10Y CAGR
+11.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
1.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
4.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
4.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +12.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 1.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.50.2-1.42.2————————1.5%
20251.00.2-1.2-0.62.61.81.20.80.70.11.30.99.1%
2024-0.11.91.1-0.41.90.40.91.01.2-0.01.30.29.8%
20234.7-0.31.40.90.71.90.70.2-0.80.02.00.812.8%
2022—————————4.94.2-0.39.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 85.6% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-09-0110000
2022-10-0110487.166164397797
2022-11-0110931.62215525304
2022-12-0110900.342928400709
2023-01-0111412.657175516992
2023-02-0111383.352384911152
2023-03-0111545.567910215112
2023-04-0111647.511171152448
2023-05-0111723.578925491012
2023-06-0111950.119505351762
2023-07-0112027.953860542451
2023-08-0112052.166683986283
2023-09-0111950.846929232048
2023-10-0111956.770237971528
2023-11-0112197.963213135197
2023-12-0112295.645848487999
2024-01-0112284.31881949496
2024-02-0112521.355086771278
2024-03-0112657.90294087083
2024-04-0112609.996882469086
2024-05-0112850.982022238388
2024-06-0112897.12147978801
2024-07-0113018.601267795906
2024-08-0113150.888496310921
2024-09-0113303.127922685235
2024-10-0113303.02400498805
2024-11-0113476.046970799127
2024-12-0113505.455679102151
2025-01-0113641.795697807338
2025-02-0113671.620076899098
2025-03-0113503.689078250027
2025-04-0113422.529356749455
2025-05-0113767.640029096958
2025-06-0114016.52291385223
2025-07-0114187.259690325265
2025-08-0114298.867297100696
2025-09-0114401.122311129586
2025-10-0114422.217603657906
2025-11-0114607.606775433858
2025-12-0114732.827600540373
2026-01-0114807.232671723996
2026-02-0114839.447157850982
2026-03-0114631.611763483323
2026-04-0114953.756624753196
Annual Return Matrix
YearAnnual Return
20230.12800541499037132
20240.09839335367348134
20250.09087971191800759
20260.01499569737751627
Total Factor Risk
0.1263294267431106
VTI.US Exposure
0.08414310375449903
VEA.US Exposure
0.000008833590461849093
VWO.US Exposure
0.013139025892355214
QQQ.US Exposure
-0.014111388895004219
VTV.US Exposure
-0.004890203533260949
IJR.US Exposure
-0.014678667266690718
QUAL.US Exposure
0.018310791301860353
SHV.US Exposure
0.8560779583036662
TLT.US Exposure
-0.010897777245316414
LQD.US Exposure
0.012565787383469588
HYG.US Exposure
0.0071705923722325884
GLD.US Exposure
-0.0011793227869765135
USO.US Exposure
0.000604794666799907
VNQ.US Exposure
0.005357417508491858
BTC-USD.CC Exposure
-0.001584862315085274
CPER.US Exposure
0.0024150303448002477
VIX.INDX Exposure
-0.002134828153655258
UUP.US Exposure
-0.0019364324427588871
TIP.US Exposure
0.0285715245463235
Idiosyncratic Exposure
0.023048622973787822
Value Score
42.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
71
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.92%
Market Cap$295.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$148
Avg Yield on Cost
1.48%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$147.561.48%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Main Buywrite ETF a high-risk investment?

Main Buywrite ETF (BUYW.US) has an annualized volatility of 12.6% and experienced a maximum drawdown of 1.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BUYW.US?

Over the past 10 years, BUYW.US has generated a Compound Annual Growth Rate (CAGR) of 11.9%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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