HEGD
Swan Hedged Equity US Large Cap ETF
NAV as of
4 Week: 18.11 - 18.83
52 Week: 16.78 - 18.86
Latest Closing Price
18.11
Premium / Discount
0.24
Expense Ratio
0.83%
Investment Objective
The investment seeks long term capital appreciation while mitigating overall market risk. The fund is an actively-managed ETF that pursues its investment objective by investing at least 80% of its net assets (plus any borrowings for investment purposes) directly and indirectly through one or more other investment companies, including ETFs, in equity securities of large capitalization U.S. companies. It may buy and sell put and call options. The fund is non-diversified.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 5.53 | 0.58 | 9.48 |
| 1 Day | -0.36 | 0.00 | 0.00 |
| 1 Week | -0.55 | 0.83 | -0.66 |
| 1 Month | -3.47 | 1.93 | -1.79 |
| 3 Months | -1.25 | 3.49 | -0.36 |
| 6 Months | 4.01 | 5.06 | 0.79 |
| 1 Year | 7.57 | 10.41 | 0.73 |
| 2 Years | -1.87 | 15.46 | -0.12 |
| 3 Years | 0.00 | 0.00 | 0.00 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 16.8669 | -10.8400 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 16.0000 | 71.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 28/12/2022 | 02/01/2023 | 0.1492 |
| 28/12/2021 | 30/12/2021 | 0.0614 |
Portfolio Data
Total Number of Holdings: 16
Number of Bond Holdings: 0
Number of Equity Holdings: 4
Total Market Value: 213,156,909
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | SPDR® S&P 500 ETF Trust | 91.6845 | 397,642 | 2,100 | 170,397,550 |
| 2 | Option on S&P 500 PR | 6.8449 | 202 | 202 | 12,721,325 |
| 3 | Option on S&P 500 PR | 3.4684 | 115 | 115 | 6,446,086 |
| 4 | Option on S&P 500 PR | 2.7930 | 53 | 53 | 5,190,822 |
| 5 | Spy Opti Put Opt 12/24 375 | 1.8099 | 663 | 663 | 3,363,661 |
| 6 | Option on S&P 500 PR | 1.6672 | 106 | 106 | 3,098,539 |
| 7 | Option on S&P 500 PR | 1.4828 | 229 | 229 | 2,755,746 |
| 8 | SPY OPTI CLL OPT 12/24 455 | 1.1649 | 382 | 382 | 2,164,937 |
| 9 | Option on S&P 500 PR | 0.6657 | 229 | 229 | 1,237,208 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 51.33 |
| Large | 38.32 |
| Medium | 18.40 |
| Small | 0.28 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
20.0290
Price/Book*
3.6626
Price/Sales*
2.2752
Price/Cash Flow*
13.4840
Dividend Yield*
1.6798
Growth Measures
Long-Term Earnings
11.7946
Historical Earnings
15.0288
Sales Growth
11.3994
Cash-Flow Growth
7.9896
Book-Value Growth
4.6383
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
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