ISWN
Amplify BlackSwan ISWN ETF
S-Network BlackSwan Intl TR USD
NAV as of
4 Week: 20.39 - 21.19
52 Week: 20.39 - 26.22
Latest Closing Price
20.83
Premium / Discount
-0.28
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 will invest 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 | -16.50 | 0.66 | -25.02 |
1 Day | 0.58 | 0.00 | 0.00 |
1 Week | 1.05 | 0.85 | 1.23 |
1 Month | -2.73 | 2.85 | -0.96 |
3 Months | -11.58 | 5.51 | -2.10 |
6 Months | -18.13 | 6.86 | -2.64 |
1 Year | -17.07 | 8.77 | -1.95 |
2 Years | 0.00 | 0.00 | 0.00 |
3 Years | 0.00 | 0.00 | 0.00 |
5 Years | 0.00 | 0.00 | 0.00 |
10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | |
Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
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 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
N.A |
Portfolio Data
Total Number of Holdings: 9
Number of Bond Holdings: 6
Number of Equity Holdings: 1
Total Market Value: 43,712,727
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | United States Treasury Bonds 2% | 21.2573 | 11,823,000 | 0 | 9,292,139 |
2 | United States Treasury Notes 0.625% | 19.6099 | 9,008,000 | 0 | 8,572,027 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 1.86 |
Large | 1.53 |
Medium | 0.42 |
Small | 0.00 |
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*
12.9407
Price/Book*
1.5376
Price/Sales*
1.2644
Price/Cash Flow*
7.1663
Dividend Yield*
3.0692
Growth Measures
Long-Term Earnings
10.4577
Historical Earnings
16.0645
Sales Growth
2.3051
Cash-Flow Growth
13.0424
Book-Value Growth
5.2847
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
6
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 1.28 |
Average Weighted Price* | 88.74 |
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 | 20.29 |
3 to 5 Years | 19.07 |
5 to 7 Years | 18.65 |
7 to 10 Years | 18.22 |
10 to 15 Years | 0.00 |
15 to 20 Years | 0.00 |
20 to 30 Years | 21.26 |
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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