See what your fund actually adds

Swan Defined Risk Growth Fund Class A Shares SDAAX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SDAAX compared with its replication portfolio
MeasureSDAAXReplication
Annualized growth7.4%11.7%
Annualized volatility12.1%12.0%
Sharpe ratio0.650.98
Maximum drawdown22.7%18.6%
Replication fit (R²)0.92 · Tracking error 3.4%

Replication portfolio

The published portfolio below is the investable basket used to model SDAAX’s historical return behavior.

SDAAX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap49.7%
WTMFAlternatives · Mgt Futures25.3%
VUGStyle · Growth13.1%
SPHYFI · High Yield6.8%
IAUAlternatives · Gold5.2%