ISWN
Amplify BlackSwan ISWN ETF
S-Network BlackSwan Intl TR USD
NAV as of
4 Week: 18.69 - 19.46
52 Week: 17.41 - 22.50
Latest Closing Price
19.46
Premium / Discount
0.08
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 | 6.01 | 0.78 | 7.70 |
| 1 Day | 0.85 | 0.00 | 0.00 |
| 1 Week | 0.92 | 1.44 | 0.64 |
| 1 Month | 3.79 | 2.95 | 1.29 |
| 3 Months | 6.01 | 6.19 | 0.97 |
| 6 Months | 8.49 | 8.99 | 0.94 |
| 1 Year | -13.41 | 12.40 | -1.08 |
| 2 Years | -19.15 | 15.31 | -1.25 |
| 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: 11
Number of Bond Holdings: 6
Number of Equity Holdings: 2
Total Market Value: 39,104,554
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | United States Treasury Bonds 3% | 22.0075 | 9,071,000 | 0 | 7,852,084 |
| 2 | United States Treasury Notes 2.75% | 16.0658 | 6,125,000 | 0 | 5,732,139 |
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
6
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 3.60 |
| Average Weighted Price* | 96.22 |
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 | 18.55 |
| 3 to 5 Years | 15.91 |
| 5 to 7 Years | 15.89 |
| 7 to 10 Years | 16.07 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 22.01 |
| 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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(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
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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.
