Passive vs Active — Losing the Forest for the Trees

April 24th, 2017|Com­ments Off on Pas­sive vs Active — Los­ing the Forest for the Trees

By now the argu­ments for and again­st pick­ing stocks and index­ing are well doc­u­ment­ed. At Swan Glob­al Invest­ments, our take on the whole pas­sive-ver­sus-active debate is a bit dif­fer­ent. It doesn’t mat­ter. Active or pas­sive: it doesn’t mat­ter. Dive into this engag­ing paper to learn why, and more impor­tant­ly dis­cov­er what may be over­looked in the broad­er pas­sive vs. active debate.

  • DRS vs Managed Futures | Swan Blog

DRS vs. Managed Futures — Strategy Comparison Series

April 17th, 2017|Com­ments Off on DRS vs. Man­aged Futures — Strat­e­gy Com­par­ison Series

Exam­ine the dif­fer­ences between the goals, track records and dri­vers of suc­cess between the Swan DRS and cov­ered call strate­gies.

  • Swan CIO Summit 2017

Swan CIO Summit 2017 Recap

April 11th, 2017|Com­ments Off on Swan CIO Sum­mit 2017 Recap

Solv­ing Invest­ment Chal­lenges Swan CIO Sum­mit Series Swan Glob­al Invest­ments is pleased to announce that the 2017 Swan CIO Sum­mit was a resound­ing suc­cess.  With over 80 […]

  • DRS vs Covered Calls - Strategy Comparison Series | Swan Blog

DRS vs. Covered Call Strategies — Strategy Comparison Series

April 4th, 2017|Com­ments Off on DRS vs. Cov­ered Call Strate­gies — Strat­e­gy Com­par­ison Series

Exam­ine the dif­fer­ences between the goals, track records and dri­vers of suc­cess between the Swan DRS and cov­ered call strate­gies.

  • Swan Blog - Swan DRS vs. Liquid Alternatives - Swan Global Investments

DRS vs. Liquid Alternatives — Strategy Comparison Series

March 2nd, 2017|Com­ments Off on DRS vs. Liq­uid Alter­na­tives — Strat­e­gy Com­par­ison Series

Exam­ine the dif­fer­ences between the goals, track records and dri­vers of suc­cess between the Swan DRS and liq­uid alter­na­tive strate­gies.

Where Does Hedged Equity Fit?

Feb­ru­ary 20th, 2017|Com­ments Off on Where Does Hedged Equi­ty Fit?

So where does the DRS fit in a port­fo­lio?” We field this ques­tion often. Sim­ple, yet effec­tive invest­ment approach behind the the Defined Risk Strat­e­gy (DRS) appeals to many as it can serve dif­fer­ent roles with­in a port­fo­lio. This paper dives into the DRS allo­ca­tion ques­tion, exam­i­nes the impacts of adding the DRS in incre­men­tal­ly larg­er pro­por­tions to an exist­ing bal­anced port­fo­lio and ana­lyzes the impact on port­fo­lio risk and return met­rics, as well as, exam­i­nes the var­i­ous ways the DRS can fit in a port­fo­lio to accom­plish var­i­ous goals.

Asset Allocation Strategies

Feb­ru­ary 17th, 2017|Com­ments Off on Asset Allo­ca­tion Strate­gies

By def­i­n­i­tion, sys­tem­at­ic risk can­not be diver­si­fied away. There­fore, at Swan, we believe if you can’t diver­si­fy away sys­tem­at­ic risk, you must hedge it away. The goal of this study is to show how hedged equi­ty, through an invest­ment vehi­cle such as the Defined Risk Strat­e­gy, can be supe­ri­or to tra­di­tion­al asset allo­ca­tion or help enhance it.

  • Greek Lessons- Vega Explained | Swan Blog

Greek Lessons: Vega Explained

Feb­ru­ary 2nd, 2017|Com­ments Off on Greek Lessons: Vega Explained

The volatil­i­ty of an option’s under­ly­ing asset is one of the major fac­tors in deter­min­ing the val­ue of that option. An option’s sen­si­tiv­i­ty to volatil­i­ty is known as “vega” and is one of the so-called “Greeks” that are used to deter­mine an option’s val­ue.

Fact Sheet — Swan Defined Risk Strategy Select Composite

Feb­ru­ary 1st, 2017|Com­ments Off on Fact Sheet — Swan Defined Risk Strat­e­gy Select Com­pos­ite

Cur­rent Month­ly Fact Sheet Swan Defined Risk Strat­e­gy Select Com­pos­ite Review the per­for­mance and risk/return met­rics in […]

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