SDRYX Performance — Swan Defined Risk Fund, Class Y
Data updated: 2026-09-11
SDRYX returned +20.06% over one year to Jun 2021. Over one year the fund trailed its US Large Blend category average: $100 grew to $120, against $135 for the category. Volatility over the past 12 months was 6.81% a year. In the 12 months to Jun 2026 the fund lost a net $71.6M, and assets reached $589.99M.
SDRYX Growth of $100
What $100 invested in Swan Defined Risk Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | SDRYX | Category average |
|---|---|---|
| 1 year (Jul 2020 – Jun 2021) | $120 | $135 |
| Since data start (Jul 2019 – Jun 2021) | $119 | $142 |
SDRYX Trailing Returns
Total returns to Jun 2021, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +20.06% |
| 3 years (annualised) | +8.98% |
SDRYX Annual Returns
Calendar-year total returns of Swan Defined Risk Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2021 (Jan–Jun) | +9.31% |
| 2020 | +5.39% |
| 2019 (Jul–Dec) | +3.09% |
SDRYX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +0.4% | +1.6% | +1.7% | +3.0% | +0.5% | +1.8% | — | — | — | — | — | — |
| 2020 | −1.4% | −6.2% | −5.9% | +7.4% | +0.9% | +1.8% | +1.6% | +1.7% | −1.1% | −1.3% | +6.2% | +2.5% |
| 2019 | — | — | — | — | — | — | −0.2% | −0.3% | +1.2% | −0.1% | +0.8% | +1.7% |
SDRYX Risk
Risk measures from monthly returns over Jul 2020 – Jun 2021.
- 1-year volatility (annualised): 6.81%
- Best month: +6.23% (Nov 2020)
- Worst month: −1.32% (Oct 2020)
SDRYX Fund Flows
Monthly money in and out of Swan Defined Risk Fund, from SEC Form N-PORT.
- 12-month net flow: −$71.6M
- 12-month gross sales (incl. reinvestments): $110.3M
- Sales ÷ redemptions: 0.61×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $2.4M | $14.8M | −$12.4M |
| May 2026 | $2.5M | $12.8M | −$10.3M |
| Apr 2026 | $3.2M | $27.1M | −$23.9M |
| Mar 2026 | $4.3M | $14.3M | −$10.0M |
| Feb 2026 | $5.4M | $14.1M | −$8.7M |
| Jan 2026 | $5.0M | $14.1M | −$9.1M |
| Dec 2025 | $64.5M | $20.5M | $43.9M |
| Nov 2025 | $9.6M | $12.6M | −$3.0M |
| Oct 2025 | $3.7M | $11.6M | −$7.9M |
| Sep 2025 | $3.3M | $15.2M | −$11.8M |
| Aug 2025 | $2.6M | $12.2M | −$9.6M |
| Jul 2025 | $3.8M | $12.6M | −$8.8M |
SDRYX Assets Under Management
Net assets of Swan Defined Risk Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $589.99M |
| 2026-03-31 | $587.44M |
| 2025-12-31 | $631.83M |
| 2025-09-30 | $647.44M |
| 2025-06-30 | $643.33M |
| 2025-03-31 | $649.61M |
| 2024-12-31 | $685.01M |
| 2024-09-30 | $710.03M |
| 2024-06-30 | $713.74M |
| 2024-03-31 | $745.91M |
| 2023-12-31 | $749.08M |
| 2023-09-30 | $755.40M |
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.