SWAN HEDGED EQUITY US LARGE CAP ETF
Symbol: HEGD
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception date: 22/12/2020
Latest date: 03/06/2026
Current price: $26.93
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
3.52%
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
6.59%
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
6.23%
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
17.88%
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
31.45%
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
50.84%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.067%
Best day
1.099%
Worst day
-1.556%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $27.01 | $27.14 | $26.91 | $26.93 | 101,800 |
| 02/06/2026 | $27.00 | $27.11 | $27.00 | $27.11 | 37,200 |
| 01/06/2026 | $26.90 | $27.07 | $26.90 | $27.02 | 44,400 |
| 29/05/2026 | $26.93 | $27.18 | $26.93 | $26.97 | 181,600 |
| 28/05/2026 | $26.79 | $26.97 | $26.79 | $26.97 | 123,700 |
| 27/05/2026 | $26.84 | $26.89 | $26.72 | $26.80 | 146,200 |
| 26/05/2026 | $26.81 | $26.88 | $26.76 | $26.82 | 109,900 |
| 22/05/2026 | $26.73 | $26.74 | $26.65 | $26.69 | 99,000 |
| 21/05/2026 | $26.49 | $26.75 | $26.49 | $26.61 | 115,600 |
| 20/05/2026 | $26.42 | $26.60 | $26.41 | $26.57 | 63,800 |