Current Monthly Fact Sheet (SMA)

Swan Defined Risk Strategy - Select Composite

Download or review the performance and risk/return metrics in this Fact Sheet for the Swan Defined Risk Strategy – Select Composite.

Fact Sheet Contents — Swan Defined Risk Strategy

Strategy Objective: Launched in July 1997, the DRS is an actively managed, hedged-equity, rules-based process that is designed to hedge against large stock market declines and provide stable returns over a full market cycle.


Key Distinguishing Characteristics: 

  • Distinct, innovative approach to address market risk
  • Always hedged, all the time, using put options
  • Diverse and time-tested options strategies
  • No reliance on market timing or stock selection
  • Proven track record seeking consistent returns while minimizing losses in bear markets


Performance Summary* (inception of Swan DRS to current month)

Risk/Return Summary* (inception of Swan DRS to current month)

Mountain Chart — Growth of $100,000* (inception of Swan DRS to current month)

Annual Returns* (inception of Swan DRS to current month)


About Swan Global Investments: 

Randy Swan started Swan Global Investments in 1997 as a way to supply investment management services that were not available to most investors. Early in his financial career, Randy saw that options provided a way to minimize investment risk. His innovative solution was the proprietary Swan Defined Risk Strategy, which has provided market leading, risk-adjusted returns through a combination of techniques that seeks to hedge the market and generate market-neutral income. The firm is headquartered in Durango, Colorado with offices in Puerto Rico and Tampa, Florida. Swan believes in accessibility and transparency and avoids multiple layers of management to provide superior customer service.


The Swan Defined Risk Strategy Investment Process

*Note — In this fact sheet we provide 2 relevant benchmarks for the Swan Defined Risk Strategy: the S&P 500 Index and a 60/40 portfolio, comprised of 60% S&P 500 Index and 40% Barclays U.S. Aggregate Bond Index. See the fact sheet for full disclosures.