SWAN ENHANCED DIVIDEND INCOME ETF
Symbol: SCLZ
Exchange: BATS
Sector: Technology
Category: Derivative Income
Inception date: 26/02/2024
Latest date: 20/07/2026
Current price: $55.56
Expense ratio: 0.79%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.28%
Ann. -23.12% (Sharpe / Sortino numerator)
Volatility
15.83%
Sharpe ratio
-1.689
VaR 95%
-1.36%
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
3.40%
Ann. -12.27% (Sharpe / Sortino numerator)
Volatility
12.52%
Sharpe ratio
-1.269
VaR 95%
-1.37%
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
7.38%
Ann. -1.82% (Sharpe / Sortino numerator)
Volatility
10.97%
Sharpe ratio
-0.497
VaR 95%
-1.33%
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
12.61%
Ann. 7.66% (Sharpe / Sortino numerator)
Volatility
13.68%
Sharpe ratio
0.295
VaR 95%
-1.29%
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
25.13%
Ann. 9.16% (Sharpe / Sortino numerator)
Volatility
11.66%
Sharpe ratio
0.475
VaR 95%
-1.15%
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
0.049%
Best day
2.573%
Worst day
-1.732%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $55.56 | $55.56 | $55.56 | $55.56 | 100 |
| 17/07/2026 | $55.84 | $55.84 | $55.65 | $55.65 | 300 |
| 16/07/2026 | $55.94 | $55.94 | $55.93 | $55.93 | 500 |
| 15/07/2026 | $56.45 | $56.53 | $56.35 | $56.35 | 600 |
| 14/07/2026 | $56.53 | $56.53 | $56.53 | $56.53 | 100 |
| 13/07/2026 | $56.19 | $56.19 | $56.19 | $56.19 | 100 |
| 10/07/2026 | $56.33 | $56.57 | $56.33 | $56.52 | 1,300 |
| 09/07/2026 | $56.17 | $56.26 | $56.17 | $56.26 | 200 |
| 08/07/2026 | $55.77 | $55.89 | $55.77 | $55.89 | 400 |
| 07/07/2026 | $55.66 | $55.91 | $55.66 | $55.83 | 400 |