SWAN HEDGED EQUITY US LARGE CAP ETF
Symbol: HEGD
Exchange: BATS
Sector: Technology
Category: Equity Hedged
Inception Date: 22/12/2020
Latest Date: 02/04/2026
Current Price: $24.80
Expense Ratio: 0.88%
Assets Under Management
$617.8M
0.47% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
--
Performance Metrics
Return
-2.30%
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
-2.11%
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
-0.46%
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
13.06%
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
21.19%
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
42.57%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.05%
Best Day
2.923%
09/04/2025
Worst Day
-1.567%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $24.53 | $24.57 | $24.44 | $24.47 | 71,600 |
| 26/03/2026 | $24.70 | $24.89 | $24.56 | $24.56 | 84,700 |
| 25/03/2026 | $24.83 | $24.88 | $24.79 | $24.80 | 41,300 |
| 24/03/2026 | $24.73 | $24.82 | $24.68 | $24.75 | 76,500 |
| 23/03/2026 | $24.77 | $24.90 | $24.77 | $24.82 | 56,700 |
| 20/03/2026 | $24.83 | $24.83 | $24.63 | $24.67 | 53,500 |