Summary
SCLZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 12.61% Volatility 13.68% Sharpe 0.29
Official loaded data — not a live quote.

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%

Assets under management
$19.6M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.28%

Ann. -23.12% (Sharpe / Sortino numerator)

Volatility

15.83%

Sharpe ratio

-1.689

VaR 95%

-1.36%

CVaR 95%: -1.51%
Max drawdown: -5.84%
Sortino ratio: -3.554
Calmar ratio: -3.96

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%

CVaR 95%: -1.53%
Max drawdown: -7.65%
Sortino ratio: -1.970
Calmar ratio: -1.60

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%

CVaR 95%: -1.48%
Max drawdown: -7.65%
Sortino ratio: -0.713
Calmar ratio: -0.24

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%

CVaR 95%: -1.99%
Max drawdown: -7.65%
Sortino ratio: 0.366
Calmar ratio: 1.00

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%

CVaR 95%: -1.71%
Max drawdown: -12.58%
Sortino ratio: 0.603
Calmar ratio: 0.73

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.049%

Best day

2.573%

31/03/2026
Worst day

-1.732%

05/06/2026
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