Swan Defined Risk U.S. Small Cap Fund (SDCIX)
The fund seeks to achieve its investment objective by investing directly, or indirectly through ETFs, in: equity securities of domestic small capitalization companies, exchange-traded long-term put options on U.S. exchanges for hedging purposes, and buying and selling exchange-traded put and call options on various ETFs, securities and equity indices to generate additional returns.
Fund Info
US66538G2396
66538G239
Dec 28, 2015
$100,000
Expense Ratio
SDCIX has a high expense ratio of 1.44%, indicating above-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
SDCIX
N/A
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^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
Monthly Returns
The table below presents the monthly returns of SDCIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.34% | -33.66% | 0.00% | -32.77% | |||||||||
| 2024 | -2.81% | 2.66% | 2.07% | -3.99% | 2.19% | -0.59% | 6.84% | -2.64% | 0.93% | -0.71% | 7.70% | -6.03% | 4.80% |
| 2023 | 4.65% | -1.07% | -3.48% | -0.40% | 0.08% | 4.02% | 4.72% | -3.55% | -4.59% | -4.01% | 4.01% | 8.84% | 8.49% |
| 2022 | -5.34% | -0.27% | 0.67% | -5.95% | 0.92% | -5.99% | 5.92% | -1.34% | -4.59% | 5.41% | -0.50% | -10.54% | -20.66% |
| 2021 | 4.15% | 4.12% | 0.52% | 0.58% | -0.06% | 0.96% | -2.03% | 1.69% | -1.72% | 3.11% | -2.39% | 1.42% | 10.54% |
| 2020 | -1.84% | -4.96% | -10.35% | 5.92% | 2.79% | 3.24% | 0.85% | 2.36% | -2.14% | 1.60% | 10.17% | 6.83% | 13.57% |
| 2019 | 6.66% | 3.42% | -1.08% | 1.76% | -5.42% | 4.34% | 0.42% | -2.90% | 0.60% | 1.61% | 2.59% | 2.04% | 14.32% |
| 2018 | 0.90% | -3.91% | 1.27% | 0.33% | 3.42% | 0.40% | 0.96% | 2.86% | -1.01% | -8.75% | 0.34% | -6.48% | -9.94% |
| 2017 | 0.44% | 1.06% | -0.35% | 0.62% | -0.79% | 1.94% | 0.09% | -0.69% | 3.74% | 0.42% | 2.00% | -0.49% | 8.18% |
| 2016 | -2.61% | 0.00% | 2.78% | 1.20% | 1.88% | -0.10% | 3.31% | 1.13% | 0.93% | -2.58% | 5.59% | 0.99% | 12.94% |
| 2015 | -0.30% | -0.30% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SDCIX is 4, meaning it’s performing worse than 96% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Swan Defined Risk U.S. Small Cap Fund (SDCIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Swan Defined Risk U.S. Small Cap Fund provided a 149.79% dividend yield over the last twelve months, with an annual payout of $14.29 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $14.29 | $0.00 | $0.00 | $0.90 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 |
Dividend yield | 149.79% | 0.00% | 0.00% | 7.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.39% |
Monthly Dividends
The table displays the monthly dividend distributions for Swan Defined Risk U.S. Small Cap 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $14.29 | $0.00 | $14.29 | |||||||||
| 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 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.90 | $0.90 |
| 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 |
| 2020 | $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 |
| 2019 | $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 |
| 2018 | $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 |
| 2017 | $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 |
| 2016 | $0.04 | $0.04 |
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 U.S. Small Cap 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 U.S. Small Cap Fund was 42.60%, occurring on Feb 27, 2025. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.6% | Nov 9, 2021 | 828 | Feb 27, 2025 | — | — | — |
| -24.59% | Sep 4, 2018 | 390 | Mar 23, 2020 | 166 | Nov 16, 2020 | 556 |
| -7.18% | Mar 16, 2021 | 87 | Jul 19, 2021 | 74 | Nov 1, 2021 | 161 |
| -6.2% | Dec 31, 2015 | 29 | Feb 11, 2016 | 34 | Apr 1, 2016 | 63 |
| -5.64% | Jan 29, 2018 | 9 | Feb 8, 2018 | 76 | May 30, 2018 | 85 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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