Nuveen S&P 500 Buy-Write Income Fund

Symbol: BXMX

Exchange: NYSE

Sector: N/A

Category: N/A

Inception Date: N/A

Latest Date: 27/03/2026

Current Price: $13.26

Expense Ratio: N/A

Assets Under Management
N/A
-1.27% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-7.53%

Volatility

16.87%

Sharpe Ratio

-3.931

VaR 95%

-2.00%

CVaR 95%: -2.09%
Max Drawdown: -9.67%
Sortino Ratio: -7.743
Calmar Ratio: -6.48
Return

-8.04%

Volatility

12.73%

Sharpe Ratio

-2.554

VaR 95%

-1.47%

CVaR 95%: -1.79%
Max Drawdown: -11.48%
Sortino Ratio: -3.618
Calmar Ratio: -2.52
Return

-4.95%

Volatility

12.16%

Sharpe Ratio

-1.098

VaR 95%

-1.46%

CVaR 95%: -1.76%
Max Drawdown: -11.48%
Sortino Ratio: -1.585
Calmar Ratio: -0.85
Return

6.48%

Volatility

16.48%

Sharpe Ratio

0.175

VaR 95%

-1.45%

CVaR 95%: -2.39%
Max Drawdown: -11.48%
Sortino Ratio: 0.211
Calmar Ratio: 0.57
Return

15.67%

Volatility

14.61%

Sharpe Ratio

0.272

VaR 95%

-1.36%

CVaR 95%: -2.17%
Max Drawdown: -16.30%
Sortino Ratio: 0.331
Calmar Ratio: 0.47
Return

27.79%

Volatility

13.24%

Sharpe Ratio

0.372

VaR 95%

-1.23%

CVaR 95%: -1.92%
Max Drawdown: -16.30%
Sortino Ratio: 0.472
Calmar Ratio: 0.52

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 27/03/2025 - 27/03/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.03%

Best Day

9.223%

09/04/2025
Worst Day

-6.241%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
27/03/2026 $13.43 $13.45 $13.24 $13.26 133,600
26/03/2026 $13.63 $13.75 $13.52 $13.54 155,667
25/03/2026 $13.71 $13.85 $13.71 $13.76 98,952
24/03/2026 $13.74 $13.74 $13.58 $13.60 80,991
23/03/2026 $13.62 $13.79 $13.61 $13.64 127,407
20/03/2026 $13.67 $13.73 $13.51 $13.53 98,811
19/03/2026 $13.73 $13.87 $13.73 $13.73 114,688
18/03/2026 $14.06 $14.06 $13.87 $13.87 99,949
17/03/2026 $14.10 $14.12 $14.01 $14.05 97,986
16/03/2026 $14.10 $14.10 $13.98 $14.00 75,938