Swan Defined Risk Fund Market Value
| SDACX Fund | USD 14.90 0.08 0.53% |
| Symbol | Swan |
Swan Defined 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Swan Defined's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Swan Defined.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Swan Defined on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Swan Defined Risk or generate 0.0% return on investment in Swan Defined over 90 days. Swan Defined is related to or competes with Swan Defined, Swan Defined, Swan Defined, Swan Defined, and Swan Defined. The fund seeks to achieve its investment objective by investing directly, or indirectly in capitalization-weighted U.S More
Swan Defined Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Swan Defined's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Swan Defined Risk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6821 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 0.7397 |
Swan Defined Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swan Defined's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swan Defined's standard deviation. In reality, there are many statistical measures that can use Swan Defined historical prices to predict the future Swan Defined's volatility.| Risk Adjusted Performance | 0.0573 | |||
| Jensen Alpha | 0.0489 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Swan Defined's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Swan Defined February 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0573 | |||
| Market Risk Adjusted Performance | (0.30) | |||
| Mean Deviation | 0.4322 | |||
| Semi Deviation | 0.5493 | |||
| Downside Deviation | 0.6821 | |||
| Coefficient Of Variation | 1259.19 | |||
| Standard Deviation | 0.5764 | |||
| Variance | 0.3323 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | 0.0489 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | (0.31) | |||
| Maximum Drawdown | 3.24 | |||
| Value At Risk | (1.03) | |||
| Potential Upside | 0.7397 | |||
| Downside Variance | 0.4653 | |||
| Semi Variance | 0.3018 | |||
| Expected Short fall | (0.48) | |||
| Skewness | (0.49) | |||
| Kurtosis | 1.23 |
Swan Defined Risk Backtested Returns
At this stage we consider Swan Mutual Fund to be very steady. Swan Defined Risk owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the fund had a close to zero % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Swan Defined Risk, which you can use to evaluate the volatility of the fund. Please validate Swan Defined's Semi Deviation of 0.5493, risk adjusted performance of 0.0573, and Coefficient Of Variation of 1259.19 to confirm if the risk estimate we provide is consistent with the expected return of 0.0027%. The entity has a beta of -0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swan Defined are expected to decrease at a much lower rate. During the bear market, Swan Defined is likely to outperform the market.
Auto-correlation | -0.28 |
Weak reverse predictability
Swan Defined Risk has weak reverse predictability. Overlapping area represents the amount of predictability between Swan Defined time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Swan Defined Risk price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Swan Defined price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Swan Mutual Fund
Swan Defined financial ratios help investors to determine whether Swan Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Swan with respect to the benefits of owning Swan Defined security.
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios |