SDJIX Performance — Swan Defined Risk Foreign Fund, Class I
Data updated: 2025-02-28
SDJIX returned −0.26% over one year to Dec 2024. Annualised returns are +0.29% over 3 years and +2.50% over 5 years. The fund trailed its US Multi-Cap Blend category average: $100 invested three years ago grew to $101, against $108 for the category, and to $100 over one year, against $111. Volatility over the past three years was 9.85% a year. In the 12 months to Dec 2024 the fund lost a net $11.4M, and assets reached $16.62M.
SDJIX Growth of $100
What $100 invested in Swan Defined Risk Foreign Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | SDJIX | Category average |
|---|---|---|
| 1 year (Jan 2024 – Dec 2024) | $100 | $111 |
| 3 years (Jan 2022 – Dec 2024) | $101 | $108 |
| 5 years (Jan 2020 – Dec 2024) | $113 | $135 |
| Since data start (Jul 2019 – Dec 2024) | $117 | $142 |
SDJIX Trailing Returns
Total returns to Dec 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −0.26% |
| 3 years (annualised) | +0.29% |
| 5 years (annualised) | +2.50% |
SDJIX Annual Returns
Calendar-year total returns of Swan Defined Risk Foreign Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 | −0.26% |
| 2023 | +8.35% |
| 2022 | −6.67% |
| 2021 | +4.55% |
| 2020 | +7.31% |
| 2019 (Jul–Dec) | +3.32% |
SDJIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −0.5% | +1.6% | +1.9% | −2.1% | +3.1% | −1.2% | +2.2% | +0.8% | +0.9% | −3.4% | −0.9% | −2.4% |
| 2023 | +4.6% | −2.6% | +1.9% | +2.1% | −3.2% | +3.2% | +2.3% | −3.4% | −2.6% | −1.7% | +4.1% | +3.9% |
| 2022 | −2.7% | −1.3% | −1.0% | −3.3% | −0.2% | −2.6% | +2.4% | −2.5% | −4.5% | +3.5% | +7.0% | −1.2% |
| 2021 | +0.3% | +0.7% | +0.7% | +0.6% | +2.7% | −1.4% | +0.4% | +1.2% | −2.1% | +1.9% | −3.3% | +2.9% |
| 2020 | −1.1% | −5.1% | −3.5% | +3.3% | +2.1% | +2.3% | +0.2% | +1.5% | −0.6% | −2.3% | +7.3% | +3.6% |
| 2019 | — | — | — | — | — | — | −1.6% | −1.6% | +1.6% | +2.2% | +0.6% | +2.1% |
SDJIX Risk
Risk measures from monthly returns over Jan 2022 – Dec 2024.
- 3-year volatility (annualised): 9.85%
- 3-year Sharpe ratio: -0.43 (vs 4.5% risk-free rate)
- Best month: +6.98% (Nov 2022)
- Worst month: −4.48% (Sep 2022)
SDJIX Fund Flows
Monthly money in and out of Swan Defined Risk Foreign Fund, from SEC Form N-PORT.
- 12-month net flow: −$11.4M
- 12-month gross sales (incl. reinvestments): $3.7M
- Sales ÷ redemptions: 0.24×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2024 | $316K | $227K | $90K |
| Nov 2024 | $89K | $6.8M | −$6.7M |
| Oct 2024 | $1.0M | $2.2M | −$1.2M |
| Sep 2024 | $302K | $503K | −$200K |
| Aug 2024 | $71K | $2.2M | −$2.2M |
| Jul 2024 | $634K | $403K | $232K |
| Jun 2024 | $50K | $258K | −$208K |
| May 2024 | $161K | $317K | −$156K |
| Apr 2024 | $484K | $572K | −$88K |
| Mar 2024 | $110K | $778K | −$668K |
| Feb 2024 | $303K | $379K | −$75K |
| Jan 2024 | $92K | $302K | −$210K |
SDJIX Assets Under Management
Net assets of Swan Defined Risk Foreign Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-12-31 | $16.62M |
| 2024-09-30 | $26.26M |
| 2024-06-30 | $27.41M |
| 2024-03-31 | $27.94M |
| 2023-12-31 | $28.06M |
| 2023-09-30 | $28.21M |
| 2023-06-30 | $33.27M |
| 2023-03-31 | $33.13M |
| 2022-12-31 | $33.04M |
| 2022-09-30 | $31.16M |
| 2022-06-30 | $29.37M |
| 2022-03-31 | $30.70M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.