Sahni co-founded Swing Capital in 2022, a venture capital firm that helps entrepreneurs in the sports, media, and lifestyle sectors by providing capital and industry expertise. With a fund of $20 million, it investment ticket size ranges between $250,000 and $1 million. Swing Capital has partnerships with the Abu Dhabi Sports Council, the Saudi Ministry of Sports, the Dubai Sports Council, SRJ Sports Investments, Monsha’at, and Qatar Sports Investments.