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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Swan Defined Risk Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Swan Defined Risk Growth Fund (SDAIX) has returned -7.04% so far this year and 9.48% over the past 12 months.
Swan Defined Risk Growth Fund
- 1D
- -0.14%
- 1M
- -7.34%
- YTD
- -7.04%
- 6M
- -4.46%
- 1Y
- 9.48%
- 3Y*
- 10.65%
- 5Y*
- 6.29%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2019, SDAIX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.4%, while the worst month was Mar 2026 at -7.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SDAIX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Mar 16, 2020 at -7.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.94% | -0.62% | -7.34% | -7.04% | |||||||||
| 2025 | 2.37% | -1.12% | -4.26% | 1.19% | 2.86% | 2.85% | 1.45% | 2.05% | 3.41% | 2.59% | 0.50% | -0.31% | 14.14% |
| 2024 | 0.49% | 3.90% | 3.05% | -4.48% | 3.97% | 3.21% | 0.07% | 1.26% | 2.49% | -0.29% | 3.93% | -4.13% | 13.81% |
| 2023 | 3.10% | -2.15% | 2.70% | 2.06% | 1.46% | 2.47% | 1.34% | 0.79% | -3.68% | -0.75% | 4.40% | 3.71% | 16.25% |
| 2022 | -4.54% | -2.28% | 2.53% | -7.28% | -1.57% | -6.45% | 4.45% | -3.84% | -5.47% | 7.42% | 3.42% | -4.64% | -17.87% |
| 2021 | 0.22% | 1.63% | 2.56% | 4.21% | 0.55% | 2.18% | 2.33% | 3.12% | -4.16% | 6.06% | -0.50% | 2.99% | 22.93% |
Benchmark Metrics
Swan Defined Risk Growth Fund has an annualized alpha of 0.48%, beta of 0.66, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since January 03, 2019.
- This fund participated in 77.07% of S&P 500 Index downside but only 67.34% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.66 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.48%
- Beta
- 0.66
- R²
- 0.92
- Upside Capture
- 67.34%
- Downside Capture
- 77.07%
Expense Ratio
SDAIX has a high expense ratio of 1.40%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
SDAIX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Swan Defined Risk Growth Fund (SDAIX) and compare them to a chosen benchmark (S&P 500 Index).
| SDAIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.90 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.39 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.40 | -0.34 |
Martin ratioReturn relative to average drawdown | 4.87 | 6.61 | -1.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SDAIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Swan Defined Risk Growth Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $3.53 | $0.00 | $0.00 | $0.08 | $0.20 |
Dividend yield | 0.00% | 0.00% | 0.00% | 28.80% | 0.00% | 0.00% | 0.62% | 1.62% |
Monthly Dividends
The table displays the monthly dividend distributions for Swan Defined Risk Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.53 | $3.53 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Swan Defined Risk Growth Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Swan Defined Risk Growth Fund was 24.26%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.
The current Swan Defined Risk Growth Fund drawdown is 8.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.26% | Feb 20, 2020 | 23 | Mar 23, 2020 | 106 | Aug 21, 2020 | 129 |
| -22.89% | Dec 28, 2021 | 192 | Sep 30, 2022 | 359 | Mar 7, 2024 | 551 |
| -14.25% | Dec 12, 2024 | 79 | Apr 8, 2025 | 72 | Jul 23, 2025 | 151 |
| -8.85% | Jul 17, 2024 | 14 | Aug 5, 2024 | 34 | Sep 23, 2024 | 48 |
| -8.37% | Feb 3, 2026 | 39 | Mar 30, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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