See what your fund actually adds
Swan Defined Risk Fund Class A Shares SDRAX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SDRAX | Replication |
|---|---|---|
| Annualized growth | 5.9% | 8.6% |
| Annualized volatility | 8.9% | 8.6% |
| Sharpe ratio | 0.69 | 1.00 |
| Maximum drawdown | 17.5% | 15.1% |
| Replication fit (R²) | 0.85 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model SDRAX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| WTMF | Alternatives · Mgt Futures | 35.3% |
| VOO | US Large Cap | 29.2% |
| VCIT | FI · IG Credit | 17.5% |
| SPHY | FI · High Yield | 10.7% |
| XLK | Sector · Technology | 7.3% |