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White Paper — Analysis of Three Largest Drawdowns — Swan Defined Risk Strategy

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Swan Research — Innovative Thought Leadership

The Swan Defined Risk Strat­e­gy (DRS) was designed over 20 years ago as a full mar­ket solu­tion. It seeks to par­tic­i­pate in up mar­kets and pro­tect in down mar­kets. While the DRS is intend­ed to pro­tect dur­ing bear mar­kets, it should be made per­fect­ly clear that the DRS is not com­plete­ly insu­lat­ed from peri­ods of loss. There have been peri­ods of loss before and there will be peri­ods of loss again. We believe it is impor­tant for investors in the DRS to have prop­er expec­ta­tions for the next sell-off in the mar­ket. A com­mon thread through three of the worst his­toric draw­downs of the DRS was the neg­a­tive impact of a major volatil­i­ty spike.

This white paper dis­cuss­es the fol­low­ing:

  • Three worst draw­downs since incep­tion July 1, 1997
  • Rel­a­tive moves ver­sus the S&P 500 Index
  • Analy­sis of mar­ket con­di­tions and DRS per­for­mance


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By |2018-10-02T10:41:09+00:00September 24th, 2018|Research, Uncategorized|Comments Off on Analysis of Three Largest Drawdowns — Swan Defined Risk Strategy