Swan Defined Risk Fund Technical Analysis
| SDRCX Fund | USD 13.61 0.03 0.22% |
As of the 24th of January, Swan Defined has the Risk Adjusted Performance of 0.0982, downside deviation of 0.5448, and Standard Deviation of 1.7. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Swan Defined Risk, as well as the relationship between them.
Swan Defined Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Swan, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SwanSwan |
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.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Swan Defined on October 26, 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 Federated Hermes, Tiaa-cref Lifestyle, Saat Conservative, Fulcrum Diversified, Jpmorgan Diversified, and Deutsche Multi-asset. The fund seeks to achieve its investment objective by investing directly, or indirectly through exchange traded funds , ... 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 | 0.5448 | |||
| Information Ratio | 0.0803 | |||
| Maximum Drawdown | 13.8 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 0.5952 |
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 | 0.0982 | |||
| Jensen Alpha | 0.2179 | |||
| Total Risk Alpha | 0.0461 | |||
| Sortino Ratio | 0.2507 | |||
| Treynor Ratio | (1.08) |
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 January 24, 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 | 0.0982 | |||
| Market Risk Adjusted Performance | (1.07) | |||
| Mean Deviation | 0.5631 | |||
| Downside Deviation | 0.5448 | |||
| Coefficient Of Variation | 791.55 | |||
| Standard Deviation | 1.7 | |||
| Variance | 2.89 | |||
| Information Ratio | 0.0803 | |||
| Jensen Alpha | 0.2179 | |||
| Total Risk Alpha | 0.0461 | |||
| Sortino Ratio | 0.2507 | |||
| Treynor Ratio | (1.08) | |||
| Maximum Drawdown | 13.8 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 0.5952 | |||
| Downside Variance | 0.2968 | |||
| Semi Variance | (0.05) | |||
| Expected Short fall | (0.72) | |||
| Skewness | 7.01 | |||
| Kurtosis | 52.52 |
Swan Defined Risk Backtested Returns
Swan Defined appears to be not too volatile, given 3 months investment horizon. Swan Defined Risk owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Swan Defined Risk, which you can use to evaluate the volatility of the fund. Please review Swan Defined's Risk Adjusted Performance of 0.0982, downside deviation of 0.5448, and Standard Deviation of 1.7 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.19, 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 | -0.46 |
Modest reverse predictability
Swan Defined Risk has modest reverse predictability. Overlapping area represents the amount of predictability between Swan Defined time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 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 -0.46 indicates that about 46.0% of current Swan Defined price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Swan Defined technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Swan Defined Risk Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Swan Defined Risk volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Swan Defined Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Swan Defined Risk on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Swan Defined Risk based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Swan Defined Risk price pattern first instead of the macroeconomic environment surrounding Swan Defined Risk. By analyzing Swan Defined's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Swan Defined's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Swan Defined specific price patterns or momentum indicators. Please read more on our technical analysis page.
Swan Defined January 24, 2026 Technical Indicators
Most technical analysis of Swan help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Swan from various momentum indicators to cycle indicators. When you analyze Swan charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0982 | |||
| Market Risk Adjusted Performance | (1.07) | |||
| Mean Deviation | 0.5631 | |||
| Downside Deviation | 0.5448 | |||
| Coefficient Of Variation | 791.55 | |||
| Standard Deviation | 1.7 | |||
| Variance | 2.89 | |||
| Information Ratio | 0.0803 | |||
| Jensen Alpha | 0.2179 | |||
| Total Risk Alpha | 0.0461 | |||
| Sortino Ratio | 0.2507 | |||
| Treynor Ratio | (1.08) | |||
| Maximum Drawdown | 13.8 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 0.5952 | |||
| Downside Variance | 0.2968 | |||
| Semi Variance | (0.05) | |||
| Expected Short fall | (0.72) | |||
| Skewness | 7.01 | |||
| Kurtosis | 52.52 |
Swan Defined January 24, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Swan stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 13.61 | ||
| Day Typical Price | 13.61 | ||
| Price Action Indicator | 0.01 |
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.
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