Benchmark for Option Writing CTAs (or ROA's)

Just wondering how this segment of the trading universe benchmarks itself.

 

Sorry, typo, meant RIAs.

 

CBOE put write index not sure of symbol

PUTW is wisdom house sp500 put write strategy fund.

 

Both Barclays and JPM used to do an equity option - standardized - cover write benchmark. I don't subscribe anymore, but it used to be done on the individual names in the S and P 100. Vastly different outcomes than when you benchmark to a cash-settled index. The devil is in the details. Make a friend there or hit one of their conferences. Bloom may carry it - I'd have to look.

 

When was JPM publishing this benchmark?

 

Last time I saw it was about 2010. They did an entire series as "hedged equities as an asset class." My buddy was an MD of the group.

 

Is there a benchmark for a long naked OTM ES calls, I wonder, or iron condors?