SWAN ENHANCED DIVIDEND INCOME ETF
Symbol: SCLZ
Exchange: BATS
Sector: Technology
Category: Derivative Income
Inception date: 26/02/2024
Latest date: 15/10/2026
Current price: $57.22
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
1.91%
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
3.00%
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
8.20%
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
13.06%
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
22.63%
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.
Period total return
37.46%
Ann. 11.71% (Sharpe / Sortino numerator)
Volatility
11.50%
Sharpe ratio
0.696
VaR 95%
-1.08%
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
0.051%
Best day
2.573%
Worst day
-1.732%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $56.75 | $57.22 | $56.75 | $57.22 | 2,800 |
| 14/10/2026 | $57.31 | $57.32 | $57.00 | $57.12 | 2,700 |
| 13/10/2026 | $57.64 | $57.64 | $57.50 | $57.50 | 700 |
| 12/10/2026 | $57.72 | $57.72 | $57.72 | $57.72 | 200 |
| 09/10/2026 | $57.70 | $57.70 | $57.70 | $57.70 | 100 |
| 08/10/2026 | $57.52 | $57.62 | $57.46 | $57.48 | 2,200 |
| 07/10/2026 | $57.65 | $57.65 | $57.65 | $57.65 | 100 |
| 06/10/2026 | $57.51 | $57.70 | $57.51 | $57.70 | 500 |
| 05/10/2026 | $57.10 | $57.51 | $57.10 | $57.39 | 700 |
| 02/10/2026 | $57.13 | $57.13 | $57.13 | $57.13 | 200 |