SWAN HEDGED EQUITY US LARGE CAP ETF
Symbol: HEGD
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception Date: 22/12/2020
Latest Date: 17/04/2026
Current Price: $25.85
Expense Ratio: 0.87%
Assets Under Management
$601.4M
0.39% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
3.80%
Volatility
7.42%
Sharpe Ratio
-3.523
VaR 95%
-0.74%
CVaR 95%:
-0.87%
Max Drawdown:
-3.48%
Sortino Ratio:
-6.200
Calmar Ratio:
-6.47
Return
2.76%
Volatility
6.48%
Sharpe Ratio
-1.840
VaR 95%
-0.74%
CVaR 95%:
-0.91%
Max Drawdown:
-4.39%
Sortino Ratio:
-2.593
Calmar Ratio:
-1.89
Return
3.64%
Volatility
7.00%
Sharpe Ratio
-0.652
VaR 95%
-0.75%
CVaR 95%:
-1.04%
Max Drawdown:
-4.39%
Sortino Ratio:
-0.879
Calmar Ratio:
-0.21
Return
19.88%
Volatility
7.99%
Sharpe Ratio
1.186
VaR 95%
-0.75%
CVaR 95%:
-1.08%
Max Drawdown:
-4.39%
Sortino Ratio:
1.802
Calmar Ratio:
2.99
Return
29.41%
Volatility
8.32%
Sharpe Ratio
0.781
VaR 95%
-0.89%
CVaR 95%:
-1.15%
Max Drawdown:
-8.14%
Sortino Ratio:
1.153
Calmar Ratio:
1.24
Return
47.59%
Volatility
8.05%
Sharpe Ratio
1.115
VaR 95%
-0.81%
CVaR 95%:
-1.08%
Max Drawdown:
-8.14%
Sortino Ratio:
1.730
Calmar Ratio:
1.55
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.075%
Best Day
1.589%
10/04/2026
Worst Day
-1.556%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $25.75 | $25.92 | $25.75 | $25.85 | 139,700 |
| 16/04/2026 | $25.63 | $25.70 | $25.59 | $25.65 | 115,600 |
| 15/04/2026 | $25.53 | $25.64 | $25.50 | $25.64 | 165,300 |
| 14/04/2026 | $25.33 | $25.52 | $25.33 | $25.52 | 70,900 |
| 13/04/2026 | $25.13 | $25.31 | $25.12 | $25.30 | 57,900 |
| 10/04/2026 | $25.18 | $25.22 | $25.14 | $25.19 | 140,600 |
| 02/04/2026 | $24.68 | $24.80 | $24.64 | $24.80 | 86,200 |
| 01/04/2026 | $24.77 | $24.87 | $24.75 | $24.77 | 194,800 |
| 31/03/2026 | $24.52 | $24.72 | $24.52 | $24.70 | 542,500 |
| 30/03/2026 | $24.51 | $24.53 | $24.39 | $24.46 | 175,300 |