ISWN

Amplify BlackSwan ISWN ETF

S-Network BlackSwan Intl TR USD

NAV as of 28-Nov-2023

18.2712

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

Fund Manager:
Amplify ETFs
Asset Under Management:
43,845,553
Launch Date:
24/01/2021
Asset Class:
Alternative
Replication Method:
Physical-Full
Number of Holdings:
15
Trading Currency:
USD
Style:
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD1.030.731.41
1 Day0.480.000.00
1 Week0.871.860.47
1 Month5.763.631.59
3 Months1.596.180.26
6 Months-3.898.54-0.46
1 Year-2.5911.63-0.22
2 Years-26.1616.44-1.59
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.0000-24.9855
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00000.000097.0000

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
1ISHARES CLL OPT 12/23 6010.48021,7351,7354,164,796
2EFA US 12/20/24 C689.45602,0232,0233,757,775

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant1.86
Large1.53
Medium0.42
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

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

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*2.20
Average Weighted Price*86.39

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years9.04
5 to 7 Years36.05
7 to 10 Years44.11
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.

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