Amplify BlackSwan ISWN ETF (International)

Fund Details

Data as of: N/A
Ticker ISWN
Inception 1/26/2021
Primary Exchange NYSE Arca
CUSIP 032108821
Net Assets N/A
Shares Outstanding N/A
# of Holdings (view all holdings)N/A
Expense Ratio: N/A

Fund Characteristics

Weighted Avg. Market Cap N/A
Price-to-earnings N/A
Price-to-book N/A
Standard deviation N/A

Standard deviation measures how dispersed returns are around the average. A higher standard deviation indicates that returns are spread out over a larger range of values and thus, more volatile.

Index Details

Index Name S-Network International BlackSwan Index
Index Ticker ISWNXT
Index Provider S-Network Global Indexes
Rebalance Frequency Semi-Annual (Jun & Dec)
Index Website S-Network International BlackSwan Index

Index Stats

ISWNXT MSCI EAFE TR
Standard Deviation* N/A N/A
Sharpe Ratio* N/A N/A
ISWNXT vs. MSCI EAFE TR
Upside Capture Ratio N/A
Downside Capture Ratio N/A
Correlation N/A
Beta N/A
* annualized
All stats are of monthly periodicity from N/A through N/A. These stats reflect a short time-frame from the Index launch through the most recent quarter-end. You cannot invest directly in an index.

Standard deviation measures how dispersed returns are around the average. A higher standard deviation indicates that returns are spread out over a larger range of values and thus, more volatile.

Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. It is defined as the difference between the returns of the investment and the risk-free return, divided by the standard deviation of the investment.

Upside capture ratio measures the percentage of market gains captured by a manager when markets are up. Downside capture ratio measures the percentage of market losses endured by a manager when markets are down.

Correlation is a statistic that measures the degree to which two securities move in relation to each other.

Beta is a measure of the volatility, or systematic risk, of an investment in comparison to the unsystematic risk of a market benchmark index.

Why Invest in ISWN?

  • Participation in MSCI EAFE returns while seeking to protect against significant losses.
  • Core International Equity Strategy strategy that seeks to mitigate the effects of volatility.
  • Low cost, index-based portfolio.

Objective and Strategy

ISWN seeks investment results that correspond to the S-Network International BlackSwan Index (the Index). The Index’s investment strategy seeks exposure to the MSCI EAFE (with no artificial cap), while also protecting against significant losses. Approximately 90% of ISWN is invested in U.S. Treasury securities, and approximately 10% is invested in EFA LEAP options in the form of in-the-money calls.

Yield

Data as of: N/A
Distribution Frequency Quarterly 30-Day SEC Yield** N/A
Distribution Rate* N/A

* The Distribution Rate is computed as the normalized current distribution (annualized) over NAV per share. In addition to net interest income, distributions may include capital gains and return of capital (ROC). Please click here for more information.

** 30-Day SEC Yield is a standard yield calculation developed by the Securities and Exchange Commission that allows for fairer comparisons among bond funds. It is based on the most recent month end. This figure reflects the income earned from dividends – excluding option income – during the period after deducting the Fund’s expenses for the period.

NAV and Market Price

Data as of: N/A
Previous Day's NAV Previous Day's Market Price
Net Asset Value N/A Closing Price N/A
Daily Change N/A Daily Change N/A
% Daily Change N/A % Daily Change N/A
30-Day Median Bid/Ask Spread N/A Premium/Discount % N/A
Premium Discount History

Daily Price/NAV Performance

Data as of: N/A
 

Fund Holdings

Data as of: N/A
Top Treasuries