Swan Consulting, Inc.
Defined Risk Strategies for the 21st Century
Strategy vs. S&P 500
| Swan Consulting, Inc. Defined Risk Strategy |
S&P 500 ("The Benchmark") |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Gross-of-Fee Return | Cumulative Return | Annualized Return | Standard Deviation (External) | Sharpe Ratio | # of Accts / Assets in Millions | % of Firm Assets | Dispersion (Internal) | Return | Cumulative Return | Annualized Return | Standard Deviation (External) | Sharpe Ratio |
| 1997+ | 19.63% | 19.63% | 19.63% | - | - | 1 / .22 | 100% | - | 9.98% | 9.98% | 9.98% | - | - |
| 1998 | 12.13% | 34.15% | 21.63% | - | - | 1 / .32 | 100% | - | 28.58% | 41.42% | 25.99% | - | - |
| 1999 | 13.35% | 52.05% | 18.25% | - | - | 1 / .72 | 100% | - | 21.04% | 71.17% | 23.99% | - | - |
| 2000 | 4.32% | 58.61% | 14.09% | - | - | 1 / .90 | 100% | - | -9.10% | 55.59% | 13.46% | - | - |
| 2001 | 8.42% | 71.97% | 12.80% | - | - | 3 / 1.66 | 100% | - | -11.89% | 37.09% | 7.26% | - | - |
| 2002 | 12.97% | 94.28% | 12.83% | - | - | 3 / 1.97 | 100% | - | -22.10% | 6.79% | 1.20% | - | - |
| 2003 | 0.02% | 94.32% | 10.76% | - | - | 6 / 3.74 | 100% | 5.60% | 28.69% | 37.43% | 5.01% | - | - |
| 2004 | 12.96% | 119.51% | 11.05% | - | - | 8 / 4.66 | 100% | 6.16% | 10.88% | 52.38% | 5.78% | - | - |
| 2005 | 7.75% | 136.52% | 10.66% | - | - | 8 / 4.98 | 100% | 2.70% | 4.91% | 59.87% | 5.68% | - | - |
| 2006 | 18.32% | 179.85% | 11.44% | - | - | 12 / 7.69 | 100% | 3.95% | 15.79% | 85.12% | 6.70% | - | - |
| 2007 | 9.38% | 206.11% | 11.24% | 4.92% | 1.32 | 14 / 9.40 | 100% | 3.93% | 5.49% | 95.29% | 6.58% | 16.42% | 0.23 |
| 2008 | -3.71% | 194.75% | 9.86% | 6.12% | 0.89 | 17 / 14.12 | 90% | 4.91% | -37.00% | 23.04% | 1.82% | 20.16% | 0.00 |
| 2009 | 27.09% | 274.60% | 11.14% | 7.75% | 0.93 | 22 / 20.66 | 100% | 11.95% | 26.46% | 55.60% | 3.60% | 20.35% | 0.10 |
+1997 CY Returns are total returns (i.e. not annualized) from July-December consistent with initial Strategy implementation.
Swan Consulting, Inc. claims compliance with the Global Investment Performance Standards (GIPS®). To receive a complete list and description of Swan Consulting, Inc's. composites and/or a presentation that adheres to the GIPS standards, contact Drew Kehoe at 512.468.4578.