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 Methodology

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.

Fund Documents

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Related ETF: SWAN - BlackSwan Growth & Treasury Core ETF

Why Invest in ISWN?

  • Participation in MSCI EAFE returns while seeking to protect against significant losses.
  • Core International Equity 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 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
Top Option Holdings

Fund holdings are subject to change at any time and should not be considered recommendations to buy or sell any security.

Market Capitalization

Data as of: N/A
LARGE CAP (> $10B): N/A
MID CAP ($2B - $10B): N/A
SMALL CAP ($300M - < $2B): N/A
MICRO CAP (<$300M):

Fund holdings are subject to change at any time and should not be considered recommendations to buy or sell any security.

Performance

  CUMULATIVE (%) ANNUALIZED (%)
  1 Mo. 3 Mo. 6 Mo. YTD Since Inception
(1/26/21)		 1 Yr. 3 Yr. Since Inception
(1/26/21)
Month end as of TBD
Fund NAV N/A N/A N/A N/A N/A N/A N/A N/A
Closing Price N/A N/A N/A N/A N/A N/A N/A N/A
S-Network International BlackSwan Index N/A N/A N/A N/A N/A N/A N/A N/A
MSCI EAFE Net TR Index N/A N/A N/A N/A N/A N/A N/A N/A
Quarter end as of TBD
Fund NAV N/A N/A N/A N/A N/A N/A N/A N/A
Closing Price N/A N/A N/A N/A N/A N/A N/A N/A
S-Network International BlackSwan Index N/A N/A N/A N/A N/A N/A N/A N/A
MSCI EAFE Net TR Index N/A N/A N/A N/A N/A N/A N/A N/A

The performance data quoted represents past performance. Past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than their original cost and current performance may be lower or higher than the performance quoted. Short-term performance, in particular, is not a good indication of the fund’s future performance, and an investment should not be made based solely on returns. Brokerage commissions will reduce returns. A fund’s NAV is the sum of all its assets less any liabilities, divided by the number of shares outstanding. The closing price or market price is the most recent price at which the fund was traded.

The MSCI EAFE Net TR Index (Europe, Australasia, Far East) is a free float‐adjusted market capitalization index that is designed to measure the equity market performance of developed markets, excluding the U.S. & Canada.

The Amplify BlackSwan ISWN ETF investment objective and strategy differs substantially from the MSCI EAFE Net TR Index, which is used for comparison purposes as a widely recognized measure of international stock market performance. While the returns of ISWN have exhibited positive (but varying) correlation to the index over time, ISWN may invest in different stocks and in different proportions than in the MSCI EAFE Net TR Index.

Premium/Discount

Data as of: N/A
 

The table and line graph are provided to show the frequency at which the closing price of the Fund was at a premium (above) or discount (below) to the Fund's daily net asset value ("NAV"). The table and line graph represent past performance and cannot be used to predict future results. Shareholders may pay more than NAV when buying Fund shares and receive less than an NAV when those shares are sold because shares are bought and sold at current market prices.

This is your Counts mockup

Calendar Year Calendar Year through
Days traded at premium N/A N/A
Days traded at net asset value N/A N/A
Days traded at discount N/A N/A

ISWN Distributions

EX-DATERECORD DATEPAYABLE DATEAMOUNT

2021

2022

2023

2024

3/26/243/27/243/28/24$0.14487
6/27/246/27/246/28/24$0.14293
9/27/249/27/249/30/24$0.14803
12/30/2412/30/2412/31/24

There is no guarantee that distributions will be made.

Investing involves risk, including the possible loss of principal. Shares of any ETF are bought and sold at market price (not NAV), may trade at a discount or premium to NAV and are not individually redeemed from the Fund. The Fund is not actively managed. The Fund invests in securities included in its Index regardless of their investment merit.

The Fund’s return may not match or achieve a high degree of correlation with the return of the underlying Index. To the extent the Fund utilizes a sampling approach, it may experience tracking error to a greater extent than if the Fund had sought to replicate the Index. The use of derivative instruments, such as options contracts, can lead to losses because of adverse movements in the price or value of the underlying asset, index or rate, which may be magnified by certain features of the derivatives. Investing in options, including LEAP and/or FLEX Options, and other instruments with option-type elements may increase the volatility and/or transaction expenses of the Fund. An option may expire without value, resulting in a loss of the Fund’s initial investment and may be less liquid and more volatile than an investment in the underlying securities. Investments in debt securities typically decrease in value when interest rates rise. This risk is usually greater for longer-term debt securities. The Fund is non-diversified, meaning it may concentrate its assets in fewer individual holdings than a diversified fund.

The Fund’s investments in options contracts will primarily be long-term equity anticipation securities known as LEAP and/or FLEX Options. LEAP and/or FLEX Options are long-term exchange-traded call options that allow holders the opportunity to participate in the underlying securities’ appreciation in excess of a specified strike price without receiving payments equivalent to any cash dividends declared on the underlying securities.

Call options are financial contracts that give the option buyer the right, but not the obligation, to buy a stock, bond, commodity or other asset or instrument at a specified price within a specific time period. The stock, bond, or commodity is called the underlying asset. A call buyer profits when the underlying asset increases in price. An “in-the-money” call option contract is an option contract with a strike price that is below the current price of the underlying reference asset.

The S-Network International BlackSwan Index (Ticker: ISWNXT) holds U.S. Treasury securities and EFA LEAP and/or FLEX Options. On each rebalancing date, the Index targets 90% of its index market capitalization in U.S. Treasury securities and 10% of its index market capitalization in EFA LEAP and/or FLEX Options. The weighting of U.S. Treasury securities is determined by the option reconstitution schedule. ISWNXT is a trademark of the Index Provider and has been licensed for use for certain purposes by the Adviser. The Index Provider is not affiliated with the Trust, the Adviser, either Sub-Adviser or the Distributor. The Fund is entitled to use the Index pursuant to a sub-licensing agreement with the Adviser. It is not possible to directly invest in an index.

Amplify Investments LLC is the Investment Adviser to the Fund, and Cerity Partners LLC and Toroso Investments, LLC serve as the Investment Sub-Advisers.

Amplify ETFs are distributed by Foreside Fund Services, LLC.

3333 Warrenville Road
Suite 350
Lisle, IL 60532
P: 855-267-3837
E: info@amplifyetfs.com

Media Inquiries:
Gregory FCA
amplifyetfs@gregoryfca.com

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Carefully consider the Fund’s investment objectives, risks, charges, and expenses before investing. This and other information can be found in the Fund’s statutory and summary prospectuses, which may be obtained at AmplifyETFs.com. Read the prospectus carefully before investing.

Investing involves risk, including the possible loss of principal. Shares of any ETF are bought and sold at market price (not NAV), may trade at a discount or premium to NAV and are not individually redeemed from the Fund. Brokerage commissions will reduce returns.
Amplify ETFs are distributed by Foreside Fund Services, LLC.

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