Redefine Risk Management

Distinct and Consistent Results

A Distinct Set of Challenges

Following an extended bull run for both bonds and equities, future returns of many traditional investing strategies are unlikely to duplicate past success.


As a result, institutional investors need to address risk beyond the use of traditional means.


Dynamic portfolio overlays that can hedge downside risk and generate income offer a distinct, non-traditional solution to the current and future capital markets landscape. Portfolio overlays can serve:


  • a tactical manager seeking additional beta control,
  • a retirement or target date fund manager seeking additional downside protection,
  • a pension plan seeking a portfolio hedge while increasing equity exposure to close funding gaps, or
  • an insurance company dealing with stiffer capital requirements and asset/liability-matching challenges. 



A Distinct, Time-Tested Approach to Portfolio Overlay

Since 1997 we’ve been applying our distinct hedging and options overlay strategies to redefine the risk/return profile of portfolios.


Swan Overlay Strategies are designed to enhance traditional investment return streams by providing a portfolio hedge and potential for option income suitable for a wide range of investment objectives.

  • Select underlying portfolio (beta), either custom portfolio or diversified allocation to various Swan DRS composites across major asset classes


  • Swan overlays hedging and options income strategies to manage risk and seek improved returns
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