Performance & Analysis

Fact Sheets
Rolling Returns & Consistency of Outcomes

   Rolling Returns are RevealingRolling Returns are Revealing - DRS vs S&P vs 60.40 - Swan Global Investments - 2019

Consistency through Market CyclesSpaghetti-Rope - Seeking Consistent Outcomes - Swan Global Investments -2019

Managing Expectations

Human behavior, much like markets, is cyclical. Often, as a lengthy benign or bull period persists, a sense of complacency begins to creep into the markets.


In our opinion, the perfect time to consider what investors can do about market risk is before markets sell-off.


One of the best ways to help investors understand the Defined Risk Strategy (DRS) and to form reasonable expectations for how our strategy performs in market sell-offs is to examine the DRS performance in previous periods of market duress.

Helpful Insights