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White Paper — Managing Expectations: Drawdown Scenarios and Swan DRS Performance Analysis

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Swan Research — Innovative Thought Leadership

In the midst of a bull mar­ket, investors tend to for­get that mar­kets can and do sell off. The longer mar­kets go up, the more sur­prised investors are when mar­kets even­tu­al­ly go down. Swan Glob­al Invest­ments believes that it is essen­tial to under­stand and accept that mar­ket down­turns are a nat­ur­al part of invest­ing. More­over, Swan’s Defined Risk Strat­e­gy (DRS) was designed so that ele­ments of it could pro­tect and poten­tial­ly even prof­it dur­ing mar­ket down­turns. If mar­kets nev­er sold off, there would be no rea­son to hold the Defined Risk Strat­e­gy.

This white paper dis­cuss­es the fol­low­ing:

  • Define key char­ac­ter­is­tics of every mar­ket draw­down: Speed, Mag­ni­tude, and Dura­tion
  • Explore dif­fer­ent vari­ables that impact the per­for­mance of the DRS dur­ing draw­downs
  • Analy­sis of his­tor­i­cal exam­ples of both favor­able and unfa­vor­able draw­down sce­nar­ios for the DRS Select Com­pos­ite since 1997


Read the full paper below:



By |2018-10-02T10:34:41+00:00September 25th, 2018|Research, Uncategorized|Comments Off on Managing Expectations — Drawdown Scenarios and Swan DRS Performance Analysis