HEGD Swan Hedged Equity U.S. Large Cap ETF

*Unless otherwise stated, data provided by FactSet.

HEGD Fund Description

HEGD is an actively managed fund that provides hedged exposure to US large-cap companies using ETFs and options.

HEGD Factset Analytics Insight

HEGD seeks to invest in (one or more) ETFs that provide exposure to the US large-cap market, and hedges using put and call options as a defined risk strategy. The fund uses exchange-traded options on the S&P 500 Index. It invests in long-term put options for hedging purposes, and a combination of put and call options to increase income. Essentially, the portfolio contains an equity portion which is hedged with put options, combined with an actively managed option strategy that seeks additional returns and decrease volatility. As such, HEGD will also regularly engage in various spread option strategies. The fund intends to hold its ETF portfolio indefinitely, while the options are bought and sold when unfavorable risk is present. Rebalancing occurs annually.

PERFORMANCE [as of 10/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
HEGD -1.58% -1.17% -13.58% -8.23% -- -- --
HEGD (NAV) -1.63% -1.02% -13.02% -7.67% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -6.14% -3.48% -22.85% -15.71% 10.07% 9.89% 12.01%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

HEGD Summary Data

Swan
12/22/20
Open-Ended Fund
0.87%
$123.23M
$1.49M
0.48%

HEGD Portfolio Data

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0.36%
N/A
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HEGD Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

HEGD Portfolio Management

0.87%
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--
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HEGD Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

HEGD Fund Structure

Open-Ended Fund
No
Yes
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N/A
N/A
Low
Daily

HEGD Factset Analytics Block Liquidity

As of 10/04/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of HEGD. HEGD is rated a N/A out of 5.

HEGD Tradability

87,954
$1.49M
26,453
$441.88K
0.48%
$0.08
0.04%
0.95% / -1.07%
None
100.00%
10,000
2.65
0.14%
--
0
$16.91
N/A

HEGD Sector/Industry Breakdown


HEGD
Segment Benchmark
82.03%
--
17.97%
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HEGD Top 10 Holdings

16.34%
0.19%
100.00%

HEGD Performance Statistics

0.90
0.44
0.40
0.39
0.76%
MSCI USA Large Cap Index

HEGD Benchmark Comparison Holdings

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HEGD Benchmark Comparison Summary


HEGD
Segment Benchmark
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Low
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HEGD Benchmark Comparison Market Cap Size


HEGD
Segment Benchmark
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