ISWN
Amplify BlackSwan ISWN ETF
NAV as of
4 Week: 17.48 - 18.55
52 Week: 16.90 - 19.84
Latest Closing Price
18.55
Premium / Discount
0.01
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 | 1.03 | 0.73 | 1.41 |
1 Day | 0.48 | 0.00 | 0.00 |
1 Week | 0.87 | 1.86 | 0.47 |
1 Month | 5.76 | 3.63 | 1.59 |
3 Months | 1.59 | 6.18 | 0.26 |
6 Months | -3.89 | 8.54 | -0.46 |
1 Year | -2.59 | 11.63 | -0.22 |
2 Years | -26.16 | 16.44 | -1.59 |
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
2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | -24.9855 |
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 | 97.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
N.A |
Portfolio Data
Total Number of Holdings: 15
Number of Bond Holdings: 10
Number of Equity Holdings: 2
Total Market Value: 43,845,553
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | ISHARES CLL OPT 12/23 60 | 10.4802 | 1,735 | 1,735 | 4,164,796 |
2 | EFA US 12/20/24 C68 | 9.4560 | 2,023 | 2,023 | 3,757,775 |
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*
12.5765
Price/Book*
1.5658
Price/Sales*
1.2458
Price/Cash Flow*
6.8126
Dividend Yield*
3.1634
Growth Measures
Long-Term Earnings
9.7904
Historical Earnings
17.2214
Sales Growth
2.3264
Cash-Flow Growth
12.9753
Book-Value Growth
5.3816
*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* | 2.20 |
Average Weighted Price* | 86.39 |
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 | 9.04 |
5 to 7 Years | 36.05 |
7 to 10 Years | 44.11 |
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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