Performance analysis of HEGD (SWAN HEDGED EQUITY US LARGE CAP ETF)
Annual Return
Over the past 3 years, HEGD has had an average annual return of +12.98%, underperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, HEGD has had an average annual return of +8.32%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Dec 23, 2020, HEGD has had an average annual return of +9.45%, underperforming the benchmark SPY, which returned +15.12% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +5.95% | +12.95% | +15.24% | +14.16% | -11.26% | +17.30% | +0.99% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.19% | -0.51% | -2.68% | +5.42% | +3.57% | -1.15% | +0.19% | +5.95% | |||||
| 2025 | +2.05% | -0.91% | -3.31% | +1.23% | +2.53% | +3.39% | +1.32% | +1.39% | +3.23% | +2.01% | +0% | -0.47% | +12.95% |
| 2024 | +0.74% | +3.13% | +2.22% | -3.09% | +2.74% | +3.05% | +0.89% | +1.91% | +1.78% | -0.81% | +3.80% | -1.85% | +15.24% |
| 2023 | +2.54% | -1.93% | +1.94% | +1.16% | +0.34% | +3.61% | +1.86% | -0.16% | -3.75% | -1.41% | +5.71% | +3.79% | +14.16% |
| 2022 | -3.69% | -2.08% | +1.63% | -5.56% | -0.35% | -3.18% | +3.07% | -1.88% | -2.38% | +4.23% | +2.79% | -3.95% | -11.26% |
| 2021 | +0.49% | +1.22% | +1.29% | +3.74% | -0.12% | +1.55% | +1.93% | +2.13% | -3.08% | +4.83% | -0.41% | +2.73% | +17.30% |
| 2020 | +0.99% | +0.99% |
Drawdown analysis of HEGD (SWAN HEDGED EQUITY US LARGE CAP ETF)
The maximum drawdown for the HEGD was -14.57%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.
The current HEGD drawdown is -1.46%.
Since Dec 23, 2020 HEGD has experienced the following drawdowns:
- 10% or more: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.57% | Dec 29, 2021 | 198 | Oct 12, 2022 | 298 | Dec 19, 2023 | 496 |
| -8.14% | Feb 19, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
| -4.58% | Jul 10, 2024 | 20 | Aug 7, 2024 | 10 | Aug 21, 2024 | 30 |
| -4.38% | Jan 27, 2026 | 43 | Mar 30, 2026 | 11 | Apr 15, 2026 | 54 |
| -3.57% | Mar 28, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -3.55% | Sep 2, 2021 | 19 | Sep 30, 2021 | 18 | Oct 26, 2021 | 37 |
| -3.38% | Jun 2, 2026 | 6 | Jun 10, 2026 | Ongoing | Ongoing | Ongoing |
| -3.28% | Feb 17, 2021 | 11 | Mar 4, 2021 | 21 | Apr 5, 2021 | 32 |
| -2.84% | Dec 6, 2024 | 23 | Jan 13, 2025 | 7 | Jan 23, 2025 | 30 |
| -2.80% | Nov 24, 2021 | 17 | Dec 20, 2021 | 3 | Dec 23, 2021 | 20 |
| -2.79% | Aug 30, 2024 | 4 | Sep 6, 2024 | 4 | Sep 12, 2024 | 8 |
| -2.63% | Oct 29, 2025 | 16 | Nov 20, 2025 | 14 | Dec 11, 2025 | 30 |
| -2.51% | May 7, 2021 | 3 | May 12, 2021 | 30 | Jun 24, 2021 | 33 |
| -2.35% | Oct 14, 2024 | 13 | Oct 31, 2024 | 4 | Nov 6, 2024 | 17 |
| -2.05% | Dec 11, 2025 | 4 | Dec 17, 2025 | 15 | Jan 9, 2026 | 19 |
| -2.01% | Jul 14, 2021 | 3 | Jul 19, 2021 | 4 | Jul 23, 2021 | 7 |
| -1.87% | Oct 8, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -1.72% | Jan 21, 2021 | 6 | Jan 29, 2021 | 4 | Feb 4, 2021 | 10 |
| -1.68% | May 14, 2026 | 3 | May 19, 2026 | 6 | May 28, 2026 | 9 |
| -1.67% | Jul 28, 2025 | 4 | Aug 1, 2025 | 5 | Aug 8, 2025 | 9 |
| -1.54% | Jan 9, 2026 | 6 | Jan 20, 2026 | 5 | Jan 27, 2026 | 11 |
| -1.36% | Nov 11, 2024 | 4 | Nov 15, 2024 | 7 | Nov 26, 2024 | 11 |
| -1.32% | Aug 13, 2025 | 6 | Aug 21, 2025 | 4 | Aug 27, 2025 | 10 |
| -1.28% | Jan 11, 2024 | 3 | Jan 17, 2024 | 6 | Jan 25, 2024 | 9 |
| -1.25% | May 21, 2024 | 5 | May 29, 2024 | 5 | Jun 5, 2024 | 10 |