Amplify BlackSwan Gr & Trsry Cor ETF (SWAN)
25.91
-0.24 (-0.92%)
USD |
NYSEARCA |
Feb 03, 16:00
Price Chart
Key Stats
Customize
| Expense Ratio | Discount or Premium to NAV | Total Assets Under Management | 30-Day Average Daily Volume |
|---|---|---|---|
| 0.49% | 0.11% | 254.92M | 48698.63 |
| Dividend Yield | Turnover Ratio | 1 Year Fund Level Flows | Max Drawdown (All) |
| 2.00% | 286.0% | -400.71M | Upgrade |
Basic Info
| Investment Strategy | |
| 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." |
| General | |
| Security Type | Exchange-Traded Fund |
| Equity Style | -- |
| Fixed Income Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Category Name | Options Trading |
| Category Index | Morningstar Mod Con Tgt Risk TR USD |
| Global Category Name | Options Trading |
| YCharts Categorization | Other |
| YCharts Benchmark | S&P 500 Total Return (^SPXTR) |
| Prospectus Objective | Growth |
| Fund Owner Firm Name | Amplify ETFs |
| Prospectus Benchmark Index | |
| S-Network BlackSwan Core TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
| Manager Tenure | |
| Charles Ragauss | 4.24 yrs |
| Dan Cupkovic | 4.24 yrs |
| Indu Chhachhi | 4.24 yrs |
| Matt Westfall | 4.24 yrs |
| Michael Venuto | 1.92 yrs |
Net Fund Flows Versus Category
1 Month
% Rank:
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Category Low
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Category High
1 Year
% Rank:
97
-400.71M
-3.934B
Category Low
877.97M
Category High
3 Months
% Rank:
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Category Low
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Category High
3 Years
% Rank:
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6 Months
% Rank:
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Category Low
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5 Years
% Rank:
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Category Low
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Category High
YTD
% Rank:
--
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10 Years
% Rank:
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Category Low
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As of January 31, 2023
Performance Versus Category
As of February 03, 2023. Returns for periods of 1 year and above are annualized.
Annual Total Returns Versus Peers
As of February 03, 2023.
Asset Allocation
Top 10 Holdings
| Name | % Weight | Price | % Change |
|---|---|---|---|
|
United States Treasury Bonds 3%
|
22.51% | -- | -- |
|
United States Treasury Notes 4%
|
16.17% | -- | -- |
|
United States Treasury Notes 4.13%
|
16.16% | -- | -- |
|
United States Treasury Notes 2.75%
|
16.14% | -- | -- |
|
United States Treasury Notes 4.25%
|
16.07% | -- | -- |
|
SPY OPTI CLL OPT 12/23 380
|
9.41% | -- | -- |
|
SPY OPTI CLL OPT 06/23 370
|
9.05% | -- | -- |
|
United States Treasury Notes 4.38%
|
2.67% | -- | -- |
| Dreyfus Treasury Secs Csh Mgmt Svc New | 0.04% | 1.00 | 0.00% |
| Invesco Shrt-Trm Inv Gov&Agcy Instl | 0.01% | 1.00 | 0.00% |
News
Headline
Wire
Time (ET)
Amplify ETFs Announces the BlackSwan Growth & Treasury Core ETF (SWAN) Has Surpassed $250M in Assets
Business Wire
04/28 06:00
Basic Info
| Investment Strategy | |
| 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." |
| General | |
| Security Type | Exchange-Traded Fund |
| Equity Style | -- |
| Fixed Income Style | -- |
| Broad Asset Class | Alternative |
| Broad Category | Alternative |
| Category Name | Options Trading |
| Category Index | Morningstar Mod Con Tgt Risk TR USD |
| Global Category Name | Options Trading |
| YCharts Categorization | Other |
| YCharts Benchmark | S&P 500 Total Return (^SPXTR) |
| Prospectus Objective | Growth |
| Fund Owner Firm Name | Amplify ETFs |
| Prospectus Benchmark Index | |
| S-Network BlackSwan Core TR USD | 100.0% |
| Broad Asset Class Benchmark Index | |
| ^MSACWINTR | 100.0% |
| Manager Tenure | |
| Charles Ragauss | 4.24 yrs |
| Dan Cupkovic | 4.24 yrs |
| Indu Chhachhi | 4.24 yrs |
| Matt Westfall | 4.24 yrs |
| Michael Venuto | 1.92 yrs |
Fundamentals
| General | |
| Distribution Yield | Upgrade |
| Dividend Yield TTM (2-3-23) | 2.00% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Number of Holdings | Upgrade |
| Stock | |
| Weighted Average PE Ratio | -- |
| Weighted Average Price to Sales Ratio | -- |
| Weighted Average Price to Book Ratio | -- |
| Weighted Median ROE | -- |
| Weighted Median ROA | -- |
| Forecasted Dividend Yield | -- |
| Forecasted PE Ratio | -- |
| Forecasted Price to Sales Ratio | -- |
| Forecasted Price to Book Ratio | -- |
| Bond | |
| Current Yield | 3.70% |
| Yield to Maturity | -- |
| Effective Duration | -- |
| Average Coupon | Upgrade |
| Average Credit Score | -- |
| Average Price | Upgrade |
As of February 02, 2023
Risk Info
Fund Details
| Key Dates | |
| Inception Date | 11/5/2018 |
| Last Annual Report Date | 10/31/2022 |
| Last Prospectus Date | 2/28/2022 |
| Attributes | |
| Index Fund |
|
| Inverse Fund | No |
| Leveraged Fund | No |
| Fund of Funds | No |
| Currency Hedged Fund | No |
| Synthetic Replication Fund | No |
| Has Dividend Investment Plan | No |
| Socially Responsible Fund | No |
News
Headline
Wire
Time (ET)
Amplify ETFs Announces the BlackSwan Growth & Treasury Core ETF (SWAN) Has Surpassed $250M in Assets
Business Wire
04/28 06:00