SWAN HEDGED EQUITY US LARGE CAP ETF
Symbol: HEGD
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 22/12/2020
Latest date: 15/10/2026
Current price: $27.08
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
1.56%
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
0.79%
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
5.60%
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
9.08%
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
21.87%
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
49.16%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.036%
Best day
1.449%
Worst day
-1.815%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $26.92 | $27.12 | $26.91 | $27.08 | 36,200 |
| 14/10/2026 | $27.17 | $27.19 | $26.95 | $27.00 | 53,600 |
| 13/10/2026 | $27.30 | $27.30 | $27.20 | $27.28 | 40,000 |
| 12/10/2026 | $27.26 | $27.28 | $27.21 | $27.23 | 53,500 |
| 09/10/2026 | $27.22 | $27.31 | $27.18 | $27.26 | 39,900 |
| 08/10/2026 | $27.20 | $27.23 | $27.06 | $27.13 | 69,400 |
| 07/10/2026 | $27.18 | $27.27 | $27.14 | $27.20 | 26,700 |
| 06/10/2026 | $27.28 | $27.37 | $27.28 | $27.29 | 37,700 |
| 05/10/2026 | $27.00 | $27.22 | $27.00 | $27.15 | 85,100 |
| 02/10/2026 | $27.04 | $27.14 | $27.00 | $27.00 | 43,600 |