In the News


Data as of: TBD  
Inception 11/6/2018
Ticker SWAN
Primary Exchange NYSE Arca
Intraday NAV SWAN.IV
CUSIP 032108888
Net Assets $2,000,000
Shares Outstanding 100,000
# of Holdings TBD
Expense Ratio: 0.49%


Index Ticker SWANXT
Index Name S-Network BlackSwan Core Index
Index Rebalance Semi-Annual
Index Website
Index Stats
(10/31/18 - 12/31/19)
Standard Deviation* 8.20% 15.86%
Sharpe Ratio* 1.7776 1.0234
SWANXT vs. S&P 500 TR
Upside Capture Ratio 59.42%
Downside Capture Ratio 19.99%
Correlation 0.8522
Beta 0.4405
* annualized
All stats are of monthly periodicity from 10/31/18 through 12/31/19
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.

Amplify BlackSwan Growth & Treasury Core ETF

The BlackSwan ETF seeks investment results that correspond to the S-Network BlackSwan Core Total Return Index (the Index). The Index’s investment strategy seeks uncapped exposure to the S&P 500, while buffering against the possibility of significant losses. Approximately 90% of the ETF will be invested in U.S. Treasury securities, while approximately 10% will be invested in SPY LEAP Options in the form of in-the-money calls.


Data as of TBD

Net Asset Value
Daily Change
Closing Price
Daily Change
Premium/Discount %


Data as of TBD

Distribution Frequency
Distribution Rate*
30-Day SEC Yield**

* Distribution Yield is the annual yield an investor would receive if the most recent distribution remained the same going forward. The yield represents a single distribution from the fund and does not represent total return to the fund. The distribution yield is calculated by annualizing the most recent distribution and dividing it by the most recent NAV. Distributions have included a return of capital. 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 interest earned during the period after deducting the Fund’s expenses for the period.


Data as of TBD

Top 10 Holdings

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


  1 Mo. 3 Mo. 6 Mo. YTD Since Inception
1 Yr. Since Inception
Month end as of TBD
Fund NAV 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
S&P 500 TR Index 3.02% 9.07% 10.92% 31.49% 20.85% 31.49% 17.84%
Quarter end as of TBD
Fund NAV 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
S&P 500 TR Index 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. For performance data current to the most recent month-end please call 855-267-3837. Brokerage commissions will reduce returns.

The Amplify BlackSwan Growth & Treasury ETF (SWAN) investment objective and strategy differs substantially from the market indices, which are included for comparison purposes only.

The Standard & Poor's (S&P) 500 Total Return Index is an unmanaged, market-capitalization-weighted index of the 500 largest U.S. publicly traded companies by market value, and assumes distributions are reinvested back into the index. It does not include fees or expenses. It is not possible to invest directly in an index. The S&P 500 is a registered trademark of Standard & Poor’s Financial Services LLC, a subsidiary of The McGraw-Hill Companies, Inc.

The S-Network BlackSwan Core Total Return Index differs substantially from the S&P 500 Index, which is used for comparison purposes as a widely recognized measure of U.S. stock market performance. While the returns of SWAN have exhibited positive (but varying) correlation to the index over time, SWAN may invest in different stocks and in different proportions than in the S&P 500 index.