SWAN HEDGED EQUITY US LARGE CAP ETF
Symbol: HEGD
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 22/12/2020
Latest date: 20/07/2026
Current price: $26.52
Expense ratio: 0.87%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.38%
Ann. -22.51% (Sharpe / Sortino numerator)
Volatility
7.42%
Sharpe ratio
-3.523
VaR 95%
-0.74%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.75%
Ann. -8.30% (Sharpe / Sortino numerator)
Volatility
6.48%
Sharpe ratio
-1.840
VaR 95%
-0.74%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.43%
Ann. -0.93% (Sharpe / Sortino numerator)
Volatility
7.00%
Sharpe ratio
-0.652
VaR 95%
-0.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
12.20%
Ann. 13.11% (Sharpe / Sortino numerator)
Volatility
7.99%
Sharpe ratio
1.186
VaR 95%
-0.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
23.33%
Ann. 10.13% (Sharpe / Sortino numerator)
Volatility
8.32%
Sharpe ratio
0.781
VaR 95%
-0.89%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
43.18%
Ann. 12.60% (Sharpe / Sortino numerator)
Volatility
8.05%
Sharpe ratio
1.115
VaR 95%
-0.81%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.047%
Best day
1.145%
Worst day
-1.815%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $26.69 | $26.69 | $26.52 | $26.52 | 112,000 |
| 17/07/2026 | $26.56 | $26.70 | $26.56 | $26.62 | 48,700 |
| 16/07/2026 | $26.80 | $26.89 | $26.73 | $26.77 | 69,500 |
| 15/07/2026 | $26.84 | $26.92 | $26.79 | $26.86 | 59,900 |
| 14/07/2026 | $26.73 | $26.86 | $26.73 | $26.82 | 114,200 |
| 13/07/2026 | $26.65 | $26.87 | $26.65 | $26.72 | 61,800 |
| 10/07/2026 | $26.80 | $26.91 | $26.77 | $26.87 | 74,800 |
| 09/07/2026 | $26.70 | $26.84 | $26.69 | $26.79 | 50,700 |
| 08/07/2026 | $26.63 | $26.66 | $26.52 | $26.65 | 97,300 |
| 07/07/2026 | $26.74 | $26.78 | $26.66 | $26.69 | 37,100 |