ISWN
Amplify BlackSwan ISWN ETF
NAV as of
4 Week: 21.72 - 22.65
52 Week: 19.82 - 23.28
Latest Closing Price
21.76
Premium / Discount
0.47
Expense Ratio
0.49%
Investment Objective
The investment seeks investment results that generally correspond (before fees and expenses) to the price and yield of the S-Network International BlackSwan Index. The fund invests at least 80% of its net assets in the securities that comprise the index, which will primarily include U.S. Treasury securities and long-dated call options ("LEAP Options") on the iShares MSCI EAFE ETF ("EFA"). The index seeks to provide returns by allocating approximately 10% of its index market capitalization to a portfolio of LEAP Options on EFA and approximately 90% of its index market capitalization in a portfolio of U.S. Treasury securities. The fund is non-diversified.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 1.33 | 0.97 | 1.36 |
| 1 Day | -1.91 | 0.00 | 0.00 |
| 1 Week | -2.56 | 1.90 | -1.35 |
| 1 Month | -3.08 | 5.23 | -0.59 |
| 3 Months | -5.30 | 8.75 | -0.61 |
| 6 Months | 1.89 | 9.89 | 0.19 |
| 1 Year | 10.05 | 11.94 | 0.84 |
| 2 Years | 10.74 | 17.24 | 0.62 |
| 3 Years | 10.64 | 20.94 | 0.51 |
| 5 Years | -13.00 | 25.81 | -0.50 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | -24.9855 | 7.4776 | -3.4150 | 22.9175 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 97.0000 | 93.0000 | 97.0000 | 3.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 14
Number of Bond Holdings: 10
Number of Equity Holdings: 0
Total Market Value: 40,020,167
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Option On Ishares Msci Eafe Etf Jan27 | 12.9121 | 1,369 | 1,369 | 4,727,696 |
| 2 | Option On Ishares Msci Eafe Etf Dec26 | 12.0738 | 1,572 | 1,572 | 4,420,732 |
| 3 | United States Treasury Notes 1.38% | 8.3715 | 3,551,000 | 0 | 3,065,165 |
| 4 | United States Treasury Notes 1.63% | 8.3642 | 3,451,000 | 0 | 3,062,493 |
| 5 | United States Treasury Notes 2.88% | 8.3088 | 3,274,000 | 0 | 3,042,198 |
| 6 | United States Treasury Notes 3.38% | 8.2797 | 3,207,000 | 0 | 3,031,555 |
| 7 | United States Treasury Notes 4.13% | 8.2595 | 3,046,000 | 0 | 3,024,166 |
| 8 | United States Treasury Notes 4.38% | 8.2391 | 3,011,000 | 0 | 3,016,704 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 13.49 |
| Large | 8.98 |
| Medium | 2.11 |
| Small | 0.01 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
15.3474
Price/Book*
2.0724
Price/Sales*
1.7149
Price/Cash Flow*
10.7063
Dividend Yield*
2.9930
Growth Measures
Long-Term Earnings
9.3004
Historical Earnings
5.0708
Sales Growth
2.8195
Cash-Flow Growth
2.6222
Book-Value Growth
3.6437
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
10
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 3.47 |
| Average Weighted Price* | 95.66 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 33.30 |
| 7 to 10 Years | 49.46 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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