SWAN
Amplify BlackSwan Gr & Trsry Cor ETF
S-Network BlackSwan Core TR USD
NAV as of
4 Week: 24.43 - 25.46
52 Week: 24.07 - 31.50
Latest Closing Price
25.19
Premium / Discount
-0.03
Expense Ratio
0.49%
Investment Objective
The investment seeks results that generally correspond (before fees and expenses) to the price and yield of the S-Network BlackSwan Core Total Return Index (the "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 SPDR S&P 500 ETF Trust ("SPY"). The index is a rules-based, quantitative index that seeks to provide capital protection against the unpredictable, rare and highly disruptive events that have come to be referred to as "Black Swans."
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 3.03 | 0.74 | 4.06 |
| 1 Day | -1.06 | 0.00 | 0.00 |
| 1 Week | -0.32 | 1.48 | -0.21 |
| 1 Month | 2.23 | 3.30 | 0.68 |
| 3 Months | 2.03 | 6.09 | 0.33 |
| 6 Months | 1.41 | 9.37 | 0.15 |
| 1 Year | -18.88 | 13.93 | -1.36 |
| 2 Years | -21.48 | 17.43 | -1.23 |
| 3 Years | -12.38 | 20.08 | -0.62 |
| 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 | 22.2502 | 16.6215 | 10.3430 | -27.3635 |
| 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 | 6.0000 | 7.0000 | 52.0000 | 98.0000 |
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: 265,671,907
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | United States Treasury Bonds 3% | 23.1119 | 63,904,000 | 0 | 55,985,895 |
| 2 | United States Treasury Notes 2.75% | 16.8621 | 43,156,000 | 0 | 40,846,480 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 5.15 |
| Large | 3.50 |
| Medium | 1.66 |
| Small | 0.02 |
| 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*
20.9200
Price/Book*
4.0106
Price/Sales*
2.7465
Price/Cash Flow*
14.4620
Dividend Yield*
1.4788
Growth Measures
Long-Term Earnings
14.2818
Historical Earnings
5.0576
Sales Growth
2.8471
Cash-Flow Growth
6.2853
Book-Value Growth
4.8014
*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* | 96.05 |
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 | 19.39 |
| 3 to 5 Years | 16.68 |
| 5 to 7 Years | 16.68 |
| 7 to 10 Years | 16.86 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 23.11 |
| 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
(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.
