Price Return - Equity Derivatives Provision

Commentary

To be contrasted with Total Return. And Slight Return.

The price return is the rate of return taking into account only the market price of the underlyer, while the income generated in the form of interest and dividends is ignored.

This contrasts with the total return, which does take into account the income generated in the portfolio.

It also contrasts with slight return, which is a famous version of Jimi Hendrix's Voodoo Chile.