SWAN
Amplify BlackSwan Gr & Trsry Cor ETF
NAV as of
4 Week: 23.38 - 25.29
52 Week: 23.38 - 26.34
Latest Closing Price
23.75
Premium / Discount
-0.18
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 | -4.38 | 0.68 | -6.44 |
1 Day | -1.54 | 0.00 | 0.00 |
1 Week | -2.87 | 1.92 | -1.49 |
1 Month | -8.24 | 2.82 | -2.92 |
3 Months | -8.99 | 5.67 | -1.58 |
6 Months | -8.85 | 7.22 | -1.23 |
1 Year | -6.85 | 11.70 | -0.59 |
2 Years | -32.31 | 18.00 | -1.79 |
3 Years | -26.18 | 20.15 | -1.30 |
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: 16
Number of Bond Holdings: 10
Number of Equity Holdings: 2
Total Market Value: 211,902,663
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | SPY OPTI CLL OPT 06/24 400 | 9.7644 | 1,706 | 1,706 | 18,819,975 |
2 | SPY OPTI CLL OPT 12/23 380 | 9.3667 | 1,652 | 1,652 | 18,053,510 |
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
10
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 2.21 |
Average Weighted Price* | 85.66 |
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 | 0.00 |
5 to 7 Years | 36.37 |
7 to 10 Years | 53.25 |
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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(4) are provided solely for informational purposes;
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