Amplify BlackSwan Growth & Treasury Core ETF

Fund Details

Data as of: N/A
Ticker SWAN
Inception 11/6/2018
Primary Exchange NYSE Arca
CUSIP 032108888
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

Index Details

Index Name S-Network BlackSwan Core Index
Index Ticker SWANXT
Rebalance Frequency Semi-Annual
Index Website S-Network BlackSwan Core Total Return Index
Index Methodology

Index Stats

Standard Deviation* N/A N/A
Sharpe Ratio* N/A N/A
SWANXT vs. S&P 500 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 Stats are updated on a monthly basis

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.

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Why Invest in SWAN?

  • Participation in S&P 500 returns while seeking to protect against significant losses.
  • Potential core equity solution that seeks to mitigate the effects of volatility.
  • Low-cost, index-based portfolio.

Morningstar RatingTM
Overall rating based on risk-adjusted return among 104 funds in the Option Trading Funds category (as of 3/31/22)

Objective and Strategy

The BlackSwan ETF seeks investment results that correspond to the S-Network BlackSwan Core 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: 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
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