SWAN
Amplify BlackSwan Gr & Trsry Cor ETF
NAV as of
4 Week: 32.89 - 34.10
52 Week: 29.76 - 34.10
Latest Closing Price
33.25
Premium / Discount
-0.2
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 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 | 2.16 | 0.70 | 3.09 |
| 1 Day | -0.23 | 0.00 | 0.00 |
| 1 Week | -2.56 | 2.33 | -1.10 |
| 1 Month | -1.13 | 3.58 | -0.32 |
| 3 Months | 2.90 | 6.43 | 0.45 |
| 6 Months | 1.25 | 7.55 | 0.17 |
| 1 Year | 11.85 | 9.53 | 1.24 |
| 2 Years | 18.48 | 14.81 | 1.25 |
| 3 Years | 29.62 | 18.96 | 1.56 |
| 5 Years | -1.86 | 25.76 | -0.07 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 22.2502 | 16.6215 | 10.3430 | -27.3635 | 11.7997 | 13.3824 | 13.7310 |
| 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 | 6.0000 | 7.0000 | 52.0000 | 98.0000 | 86.0000 | 49.0000 | 27.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 14
Number of Bond Holdings: 10
Number of Equity Holdings: 0
Total Market Value: 180,068,148
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Option On State Street® Spdr® S&P 500® Etf Jun26 | 15.0557 | 901 | 0 | 24,893,567 |
| 2 | Option On State Street® Spdr® S&P 500® Etf Dec26 | 11.5942 | 879 | 0 | 19,170,153 |
| 3 | United States Treasury Notes 1.63% | 8.1736 | 15,252,000 | 0 | 13,514,404 |
| 4 | United States Treasury Notes 1.38% | 8.1437 | 15,618,000 | 0 | 13,465,034 |
| 5 | United States Treasury Notes 4% | 8.0644 | 13,822,000 | 0 | 13,333,911 |
| 6 | United States Treasury Notes 4.13% | 8.0626 | 13,459,000 | 0 | 13,330,982 |
| 7 | United States Treasury Notes 4.25% | 8.0563 | 13,507,000 | 0 | 13,320,487 |
| 8 | United States Treasury Notes 4.38% | 8.0522 | 13,321,000 | 0 | 13,313,715 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 12.14 |
| Large | 9.27 |
| Medium | 4.92 |
| Small | 0.28 |
| 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*
21.9205
Price/Book*
4.7538
Price/Sales*
3.1769
Price/Cash Flow*
16.1541
Dividend Yield*
1.1504
Growth Measures
Long-Term Earnings
11.5519
Historical Earnings
10.3809
Sales Growth
6.5765
Cash-Flow Growth
11.3311
Book-Value Growth
9.4358
*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* | 3.47 |
| Average Weighted Price* | 95.64 |
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 | 8.17 |
| 5 to 7 Years | 32.22 |
| 7 to 10 Years | 40.17 |
| 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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