Swan Defined Risk Fund Manager Performance Evaluation
| SDRCX Fund | USD 13.61 0.03 0.22% |
The entity has a beta of -0.16, 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.
Risk-Adjusted Performance
Fair
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Swan Defined Risk are ranked lower than 9 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak fundamental indicators, Swan Defined showed solid returns over the last few months and may actually be approaching a breakup point.
...more| Expense Ratio Date | 1st of November 2025 | |
| Expense Ratio | 2.2500 |
Swan |
Swan Defined Relative Risk vs. Return Landscape
If you would invest 1,206 in Swan Defined Risk on October 27, 2025 and sell it today you would earn a total of 155.00 from holding Swan Defined Risk or generate 12.85% return on investment over 90 days. Swan Defined Risk is currently producing 0.208% returns and takes up 1.6735% volatility of returns over 90 trading days. Put another way, 15% of traded mutual funds are less volatile than Swan, and 96% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Swan Defined Current Valuation
Undervalued
Today
Please note that Swan Defined's price fluctuation is out of control at this time. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. Swan Defined Risk current Real Value cannot be determined due to lack of data. The regular price of Swan Defined Risk is $13.61. We determine the value of Swan Defined Risk from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Since Swan Defined is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Swan Mutual Fund. However, Swan Defined's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 13.61 | Real 0.0 | Hype 0.0 | Naive 12.99 |
The intrinsic value of Swan Defined's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Swan Defined's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Swan Defined Risk helps investors to forecast how Swan mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Swan Defined more accurately as focusing exclusively on Swan Defined's fundamentals will not take into account other important factors: Swan Defined Target Price Odds to finish over Current Price
The tendency of Swan Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 13.61 | 90 days | 13.61 | about 6.35 |
Based on a normal probability distribution, the odds of Swan Defined to move above the current price in 90 days from now is about 6.35 (This Swan Defined Risk probability density function shows the probability of Swan Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Swan Defined Risk has a beta of -0.16. This usually implies as returns on the benchmark increase, returns on holding Swan Defined are expected to decrease at a much lower rate. During a bear market, however, Swan Defined Risk is likely to outperform the market. Additionally Swan Defined Risk has an alpha of 0.2088, implying that it can generate a 0.21 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Swan Defined Price Density |
| Price |
Predictive Modules for Swan Defined
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Swan Defined Risk. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.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 Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Swan Defined is not an exception. The market had few large corrections towards the Swan Defined's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Swan Defined Risk, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Swan Defined within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.21 | |
β | Beta against Dow Jones | -0.16 | |
σ | Overall volatility | 0.76 | |
Ir | Information ratio | 0.08 |
Swan Defined Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Swan Defined for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Swan Defined Risk can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.Swan Defined Fundamentals Growth
Swan Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Swan Defined, and Swan Defined fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Swan Mutual Fund performance.
| Price To Earning | 19.21 X | |||
| Price To Book | 2.56 X | |||
| Price To Sales | 1.71 X | |||
| Total Asset | 45.4 M | |||
About Swan Defined Performance
Evaluating Swan Defined's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Swan Defined has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Swan Defined has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
The fund seeks to achieve its investment objective by investing directly, or indirectly through exchange traded funds , in equity securities that are represented in the SP 500 Index, exchange-traded long-term put options on the SP 500 Index for hedging purposes, and buying and selling exchange-traded put and call options on various equity indices to generate additional returns. Swan Defined is traded on NASDAQ Exchange in the United States.Things to note about Swan Defined Risk performance evaluation
Checking the ongoing alerts about Swan Defined for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Swan Defined Risk help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Swan Defined's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Swan Defined's mutual fund performance include:- Analyzing Swan Defined's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Swan Defined's stock is overvalued or undervalued compared to its peers.
- Examining Swan Defined's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Swan Defined's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Swan Defined's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Swan Defined's mutual fund. These opinions can provide insight into Swan Defined's potential for growth and whether the stock is currently undervalued or overvalued.
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.
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Odds Of Bankruptcy Get analysis of equity chance of financial distress in the next 2 years |