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Swan Blog 2017-08-08T12:04:22+00:00

DRS vs. Collars

DRS vs Col­lars Down­load PDF   Seek­ing a Sus­tain­able Down­side Pro­tec­tion Strat­e­gy Options-based strate­gies have been grow­ing rapid­ly over the last decade, both in terms of avail­able solu­tions as well as assets under man­age­ment. […]

By | June 28th, 2018|

Zephyr K-ratio

Zephyr K-ratio Down­load PDF Risk Met­rics Series The objec­tive of this ongo­ing edu­ca­tion­al series of blog posts is to sort through, explain, and orga­nize all of the var­i­ous per­for­mance met­rics that are avail­able to […]

By | May 10th, 2018|

Omega Ratio

Omega Ratio Down­load PDF   Risk Met­rics Series On the StatMAP, the omega ratio risk met­ric is a use­ful risk/return trade-off mea­sure­ment for tail risk. Put sim­ply, Omega is the ratio of an investment’s […]

By | April 26th, 2018|

How Some Managers Walk the Line: Analyzing Linear Regressions of Active & Passive Funds

How Some Man­agers Walk the Line Down­load Here   Ana­lyz­ing Lin­ear Regres­sions of Active & Pas­sive Funds In a recent Swan blog post, we explored how the active-vs-pas­sive debate miss­es the point by fail­ing […]

By | Octo­ber 12th, 2017|

Waiting Can Cost You: The Importance of Remaining Always Invested

Wait­ing Can Cost You Down­load PDF   The Impor­tance of Remain­ing Always Invest­ed Every­one is famil­iar with the con­cept of “fash­ion­ably late”: inten­tion­al­ly arriv­ing late to an event in order to impress the oth­er […]

By | Sep­tem­ber 21st, 2017|

As the World Turns: Applying A Defined Risk Strategy to Foreign Developed Markets ETFs

As the World Turns: Apply­ing a Defined Risk Strat­e­gy to For­eign Devel­oped Mar­kets ETFs Down­load PDF     The World Spins Mad­ly On Let’s turn back the cal­en­dar a year and remem­ber where we […]

By | August 17th, 2017|

Mind the Gap: Premium Collection in a Low Volatility Environment

Volatil­i­ty lev­els, com­mon­ly mea­sured by the VIX or ‘fear gauge’, are near all-time lows. How does this affect option pre­mi­um col­lec­tion trades? Can they work in such an envi­ron­ment? We explore all of that and more in this detailed post.

By | August 1st, 2017|

Active vs. Passive? It Doesn’t Matter.

The debate over Active vs. Pas­sive invest­ment man­age­ment has been rag­ing for some time, but does it miss the point? We explore how focus­ing on one or the oth­er type of approach fails to address the ele­phant in the room that ulti­mate­ly plagues investors: sys­tem­at­ic risk.

By | July 18th, 2017|

Fixing Fixed Income: Systematic Withdrawals

Low yields make gen­er­at­ing income in retire­ment more dif­fi­cult. How­ev­er, an invest­ment strat­e­gy that can min­i­mize large loss­es and gen­er­ate con­sis­tent returns over mar­ket cycles may sus­tain sys­tem­at­ic with­drawals. See how the DRS can serve as a source of retire­ment cash flow.

By | June 29th, 2017|

Does Fixed Income Need Fixing?

Tra­di­tion­al­ly, bonds have played two roles with­in a port­fo­lio: income and cap­i­tal preser­va­tion. How­ev­er, the world­wide “new nor­mal” mon­e­tary pol­i­cy of ultra-low or even neg­a­tive inter­est rates and mas­sive liq­uid­i­ty injec­tions into the finan­cial sys­tem has parched savers of yield (income). So, is ‘fixed income’ bro­ken? Does it need fix­ing?

By | June 22nd, 2017|

The Importance of Distribution of Returns

When Nor­mal isn’t Good. Do you real­ly want to achieve ‘mar­ket returns’? Actu­al mar­ket returns over time often do not fit a nice, clean, sym­met­ric lay­out of a ‘nor­mal dis­tri­b­u­tion’ curve. As such, investors may not real­ize that striv­ing for mar­ket returns might not be in their best inter­ests over time. How­ev­er, nar­row­ing their dis­tri­b­u­tion of returns is!

By | Decem­ber 1st, 2016|

Simple, Straight Talk on Put Options

Hedg­ing Your Bets — Con­ven­tion­al wis­dom sug­gests that “hedg­ing your bets” is pru­dent. This is espe­cial­ly true in sit­u­a­tions where the biggest risks lie out­side your con­trol. Con­sid­er­ing stock mar­kets are trad­ing near all-time highs, investors might won­der how to “hedge your bets” in their port­fo­lios.

By | Novem­ber 17th, 2016|

The Elephant in the Room: Systematic Risk

Vir­tu­al­ly every port­fo­lio man­ag­er claims to invest in a risk-con­trolled man­ner. How­ev­er, investors look­ing at their month­ly state­ments dur­ing the cred­it cri­sis of 2007-08 were prob­a­bly won­der­ing what hap­pened to those risk con­trols as their wealth plum­met­ed. How were these loss­es pos­si­ble? One expla­na­tion is that there are dif­fer­ent ways to think of and define risk.

By | Octo­ber 15th, 2016|

Capturing the American Dynamism in US Small Cap Equity ETFs

Cap­tur­ing the Amer­i­can Dynamism in US Small Cap Equi­ty ETFs Down­load PDF   Ear­ly Mover Advan­tage in Small Cap Equi­ties “Fam­i­lies are always ris­ing and falling in Amer­i­ca.” — Nathaniel Hawthorne, The House of Sev­en […]

By | March 29th, 2016|

A Sideways Market for U.S. Stocks: Déjà vu All Over Again?

A Side­ways Mar­ket for U.S. Stocks: Déjà vu All Over Again? Down­load PDF   Exam­in­ing Side­ways Mar­ket Con­di­tions and Invest­ment Strate­gies Haven’t we seen this before? A well-cir­cu­lat­ed chart made its way around the […]

By | Jan­u­ary 6th, 2016|

Summer Squall or the Start of Hurricane Season?

Sum­mer Squall or the Start of Hur­ri­cane Sea­son? Long Term Strat­e­gy Designed to Weath­er the Big Storms Fol­low­ing the sharp draw­down of August 20–25, the mar­ket has hov­ered around cor­rec­tion lev­els, defined as a drop-off of more […]

By | Sep­tem­ber 1st, 2015|

The Future of Fixed Income and Capital Preservation

The Future of Fixed Income and Cap­i­tal Preser­va­tion Down­load PDF   Can Fixed Income Con­tin­ue to Pro­vide Both Income and Cap­i­tal Preser­va­tion? Fixed income invest­ments his­tor­i­cal­ly served a dual role in a port­fo­lio, to pro­vide […]

By | July 1st, 2015|

Unique Approach to Hedging Emerging Market Currencies

Emerg­ing Mar­ket Cur­ren­cies — To Hedge or Not to Hedge? At Swan Glob­al Invest­ments we are quite excit­ed about the prospects of our newest invest­ment offer­ing, the Swan Defined Risk placed on Emerg­ing Mar­kets (EM). […]

By | May 14th, 2015|