HEGD
Swan Hedged Equity US Large Cap ETF
CBOE S&P 500 95-110 Collar PR USD
NAV as of
4 Week: 16.86 - 17.60
52 Week: 16.78 - 18.70
Latest Closing Price
17.59
Premium / Discount
-0.24
Expense Ratio
0.82%
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 | 2.51 | 0.79 | 3.17 |
| 1 Day | 0.59 | 0.00 | 0.00 |
| 1 Week | 1.55 | 0.83 | 1.88 |
| 1 Month | 1.94 | 3.93 | 0.49 |
| 3 Months | 2.51 | 6.27 | 0.40 |
| 6 Months | 4.59 | 9.15 | 0.50 |
| 1 Year | -5.91 | 12.04 | -0.49 |
| 2 Years | 2.36 | 15.60 | 0.15 |
| 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: 12
Number of Bond Holdings: 0
Number of Equity Holdings: 2
Total Market Value: 157,757,799
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | SPDR® S&P 500 ETF Trust | 92.2302 | 276,000 | 0 | 111,421,200 |
| 2 | Spy Opti Put Opt 12/24 375 | 13.4556 | 2,632 | 2,632 | 16,255,333 |
| 3 | Spdr S&P Cll Opt 12/23 395 | 8.9305 | 1,500 | 1,500 | 10,788,777 |
| 4 | SPY OPTI CLL OPT 12/24 455 | 5.9137 | 1,372 | 1,372 | 7,144,233 |
| 5 | Spy Opti Put Opt 12/23 355 | 3.8721 | 1,500 | 1,500 | 4,677,777 |
| 6 | Spy Opti Put Opt 09/23 350 | 1.7284 | 1,324 | 1,324 | 2,087,986 |
| 7 | SPDR S&P OPT12/24 395.0 PUT | 0.6395 | 112 | 112 | 772,528 |
| 8 | Spy Opti Put Opt 06/23 350 | 0.4966 | 794 | 794 | 599,890 |
| 9 | Spy Opti Put Opt 12/24 400 | 0.0913 | 16 | 16 | 110,300 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 46.24 |
| Large | 31.57 |
| Medium | 14.02 |
| Small | 0.10 |
| 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*
18.3902
Price/Book*
3.4118
Price/Sales*
2.0705
Price/Cash Flow*
10.7741
Dividend Yield*
1.8888
Growth Measures
Long-Term Earnings
13.1158
Historical Earnings
16.5946
Sales Growth
11.4416
Cash-Flow Growth
8.0470
Book-Value Growth
4.6811
*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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(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
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.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
